Variational Annealing on Graphs for Combinatorial Optimization
- URL: http://arxiv.org/abs/2311.14156v1
- Date: Thu, 23 Nov 2023 18:56:51 GMT
- Title: Variational Annealing on Graphs for Combinatorial Optimization
- Authors: Sebastian Sanokowski, Wilhelm Berghammer, Sepp Hochreiter, Sebastian
Lehner
- Abstract summary: We show that an autoregressive approach which captures statistical dependencies among solution variables yields superior performance on many popular CO problems.
We introduce subgraph tokenization in which the configuration of a set of solution variables is represented by a single token.
- Score: 7.378582040635655
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Several recent unsupervised learning methods use probabilistic approaches to
solve combinatorial optimization (CO) problems based on the assumption of
statistically independent solution variables. We demonstrate that this
assumption imposes performance limitations in particular on difficult problem
instances. Our results corroborate that an autoregressive approach which
captures statistical dependencies among solution variables yields superior
performance on many popular CO problems. We introduce subgraph tokenization in
which the configuration of a set of solution variables is represented by a
single token. This tokenization technique alleviates the drawback of the long
sequential sampling procedure which is inherent to autoregressive methods
without sacrificing expressivity. Importantly, we theoretically motivate an
annealed entropy regularization and show empirically that it is essential for
efficient and stable learning.
Related papers
- Maximum likelihood inference for high-dimensional problems with multiaffine variable relations [2.4578723416255754]
In this paper, we consider inference problems where the variables are related by multiaffine expressions.
We propose a novel Alternating and Iteratively-Reweighted Least Squares (AIRLS) algorithm, and prove its convergence for problems with Generalized Normal Distributions.
arXiv Detail & Related papers (2024-09-05T13:07:31Z) - Optimization by Parallel Quasi-Quantum Annealing with Gradient-Based Sampling [0.0]
This study proposes a different approach that integrates gradient-based update through continuous relaxation, combined with Quasi-Quantum Annealing (QQA)
Numerical experiments demonstrate that our method is a competitive general-purpose solver, achieving performance comparable to iSCO and learning-based solvers.
arXiv Detail & Related papers (2024-09-02T12:55:27Z) - Generalization Bounds of Surrogate Policies for Combinatorial Optimization Problems [61.580419063416734]
A recent stream of structured learning approaches has improved the practical state of the art for a range of optimization problems.
The key idea is to exploit the statistical distribution over instances instead of dealing with instances separately.
In this article, we investigate methods that smooth the risk by perturbing the policy, which eases optimization and improves the generalization error.
arXiv Detail & Related papers (2024-07-24T12:00:30Z) - Distributionally Robust Model-based Reinforcement Learning with Large
State Spaces [55.14361269378122]
Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment.
We study distributionally robust Markov decision processes with continuous state spaces under the widely used Kullback-Leibler, chi-square, and total variation uncertainty sets.
We propose a model-based approach that utilizes Gaussian Processes and the maximum variance reduction algorithm to efficiently learn multi-output nominal transition dynamics.
arXiv Detail & Related papers (2023-09-05T13:42:11Z) - Debiasing Conditional Stochastic Optimization [15.901623717313493]
We study the conditional causal optimization (CSO) problem which covers a variety of applications including portfolio selection, reinforcement learning, robust learning, etc.
We develop new algorithms for the finite variant variant CSO problem that significantly improve upon existing results.
We believe that our technique has the potential to be a useful tool for addressing similar challenges in other optimization problems.
arXiv Detail & Related papers (2023-04-20T19:19:55Z) - Scalable Bayesian Meta-Learning through Generalized Implicit Gradients [64.21628447579772]
Implicit Bayesian meta-learning (iBaML) method broadens the scope of learnable priors, but also quantifies the associated uncertainty.
Analytical error bounds are established to demonstrate the precision and efficiency of the generalized implicit gradient over the explicit one.
arXiv Detail & Related papers (2023-03-31T02:10:30Z) - Learning to Optimize with Stochastic Dominance Constraints [103.26714928625582]
In this paper, we develop a simple yet efficient approach for the problem of comparing uncertain quantities.
We recast inner optimization in the Lagrangian as a learning problem for surrogate approximation, which bypasses apparent intractability.
The proposed light-SD demonstrates superior performance on several representative problems ranging from finance to supply chain management.
arXiv Detail & Related papers (2022-11-14T21:54:31Z) - SARAH-based Variance-reduced Algorithm for Stochastic Finite-sum
Cocoercive Variational Inequalities [137.6408511310322]
We consider the problem of finite-sum cocoercive variational inequalities.
For strongly monotone problems it is possible to achieve linear convergence to a solution using this method.
arXiv Detail & Related papers (2022-10-12T08:04:48Z) - Data-driven Prediction of Relevant Scenarios for Robust Optimization [0.0]
We study robust one- and two-stage problems with discrete uncertainty sets.
We propose a data-driven computation to seed the iterative solution method with a set of starting scenarios.
Our experiments show that predicting even a small number of good start scenarios by our method can considerably reduce the time of the iterative methods.
arXiv Detail & Related papers (2022-03-30T19:52:29Z) - Differentiable Causal Discovery from Interventional Data [141.41931444927184]
We propose a theoretically-grounded method based on neural networks that can leverage interventional data.
We show that our approach compares favorably to the state of the art in a variety of settings.
arXiv Detail & Related papers (2020-07-03T15:19:17Z) - Statistically Guided Divide-and-Conquer for Sparse Factorization of
Large Matrix [2.345015036605934]
We formulate the statistical problem as a sparse factor regression and tackle it with a divide-conquer approach.
In the first stage division, we consider both latent parallel approaches for simplifying the task into a set of co-parsesparserank estimation (CURE) problems.
In the second stage division, we innovate a stagewise learning technique, consisting of a sequence simple incremental paths, to efficiently trace out the whole solution of CURE.
arXiv Detail & Related papers (2020-03-17T19:12:21Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.