Preference-Based Gradient Estimation for ML-Based Approximate Combinatorial Optimization

• URL: http://arxiv.org/abs/2502.19377v1
• Date: Wed, 26 Feb 2025 18:23:07 GMT
• Title: Preference-Based Gradient Estimation for ML-Based Approximate Combinatorial Optimization
• Authors: Arman Mielke, Uwe Bauknecht, Thilo Strauss, Mathias Niepert,
• Abstract summary: We parameterize the approximation algorithm and train a graph neural network (GNN) to predict parameter values that lead to the best possible solutions.<n>Our pipeline is trained end-to-end in a self-supervised fashion using gradient estimation, treating the approximation algorithm as a black box.<n>We validate our approach on two well-known optimization problems, the travelling salesman problem and the minimum k-cut problem, and show that our method is competitive with state of the art learned CO solvers.
• Score: 15.102119312523696
• License: http://creativecommons.org/licenses/by-sa/4.0/
• Abstract: Combinatorial optimization (CO) problems arise in a wide range of fields from medicine to logistics and manufacturing. While exact solutions are often not necessary, many applications require finding high-quality solutions quickly. For this purpose, we propose a data-driven approach to improve existing non-learned approximation algorithms for CO. We parameterize the approximation algorithm and train a graph neural network (GNN) to predict parameter values that lead to the best possible solutions. Our pipeline is trained end-to-end in a self-supervised fashion using gradient estimation, treating the approximation algorithm as a black box. We propose a novel gradient estimation scheme for this purpose, which we call preference-based gradient estimation. Our approach combines the benefits of the neural network and the non-learned approximation algorithm: The GNN leverages the information from the dataset to allow the approximation algorithm to find better solutions, while the approximation algorithm guarantees that the solution is feasible. We validate our approach on two well-known combinatorial optimization problems, the travelling salesman problem and the minimum k-cut problem, and show that our method is competitive with state of the art learned CO solvers.

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