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Learning to Search in Branch and Bound Algorithms
He He, Hal Daume III, Jason M. Eisner
Branch-and-bound is a widely used method in combinatorial optimization, including mixed integer programming, structured prediction and MAP inference. While most work has been focused on developing problem-specific techniques, little is known about how to systematically design the node searching strategy on a branch-and-bound tree. We address the key challenge of learning an adaptive node searching order for any class of problem solvable by branch-and-bound. Our strategies are learned by imitation learning. We apply our algorithm to linear programming based branch-and-bound for solving mixed integer programs (MIP). We compare our method with one of the fastest open-source solvers, SCIP; and a very efficient commercial solver, Gurobi. We demonstrate that our approach achieves better solutions faster on four MIP libraries.
Tighten after Relax: Minimax-Optimal Sparse PCA in Polynomial Time
Zhaoran Wang, Huanran Lu, Han Liu
We provide statistical and computational analysis of sparse Principal Component Analysis (PCA) in high dimensions. The sparse PCA problem is highly nonconvex in nature. Consequently, though its global solution attains the optimal statistical rate of convergence, such solution is computationally intractable to obtain. Meanwhile, although its convex relaxations are tractable to compute, they yield estimators with suboptimal statistical rates of convergence.
Survey on Recent Progress of AI for Chemistry: Methods, Applications, and Opportunities
Hu, Ding, Hua, Pengxiang, Huang, Zhen
The development of artificial intelligence (AI) techniques has brought revolutionary changes across various realms. In particular, the use of AI-assisted methods to accelerate chemical research has become a popular and rapidly growing trend, leading to numerous groundbreaking works. In this paper, we provide a comprehensive review of current AI techniques in chemistry from a computational perspective, considering various aspects in the design of methods. We begin by discussing the characteristics of data from diverse sources, followed by an overview of various representation methods. Next, we review existing models for several topical tasks in the field, and conclude by highlighting some key challenges that warrant further attention.
An Integer Polynomial Programming Based Framework for Lifted MAP Inference
Somdeb Sarkhel, Deepak Venugopal, Parag Singla, Vibhav G. Gogate
In this paper, we present a new approach for lifted MAP inference in Markov logic networks (MLNs). The key idea in our approach is to compactly encode the MAP inference problem as an Integer Polynomial Program (IPP) by schematically applying three lifted inference steps to the MLN: lifted decomposition, lifted conditioning, and partial grounding. Our IPP encoding is lifted in the sense that an integer assignment to a variable in the IPP may represent a truth-assignment to multiple indistinguishable ground atoms in the MLN. We show how to solve the IPP by first converting it to an Integer Linear Program (ILP) and then solving the latter using state-of-the-art ILP techniques. Experiments on several benchmark MLNs show that our new algorithm is substantially superior to ground inference and existing methods in terms of computational efficiency and solution quality.
Review for NeurIPS paper: Follow the Perturbed Leader: Optimism and Fast Parallel Algorithms for Smooth Minimax Games
Summary and Contributions: - It is known in the literature that optimistic variants of FTRL algorithm can yield better bounds when the sequence of loss functions are predictable. Such results are relatively rare for FTPL. This paper proposes the optimistic variant of the FTPL algorithm, which in the worst case known optimal bounds, but has the potential to achieve better regret for predictable sequence of loss functions. Specifically, the bounds depend on the g_t - abla_t _* where g_t is the estimate of the gradient for the next loss function and abla_t is the observed gradient. They instantiate this generic result for the worst case analysis via treating the future estimate g_t 0 and achieve the optimal O(T {\frac{1}{2}}) regret.
Review for NeurIPS paper: Follow the Perturbed Leader: Optimism and Fast Parallel Algorithms for Smooth Minimax Games
The paper provides a follow the perturbed leader algorithm and analysis that can obtain better regret bounds when loss/gradient sequence is predictable. The proofs relies on using the equivalent regularization view of FTPL. The authors also provide an application of this result to providing a parallelizable algorithms for solving smooth convex concave saddlepoint games Most of the reviewers found the result interesting. Please address the concerns of the reviewer. Personally, I find the predictable sequences result interesting.
Review for NeurIPS paper: Minimax Optimal Nonparametric Estimation of Heterogeneous Treatment Effects
Summary and Contributions: The purpose of this paper is to provide new theoretical tools and bounds for the heterogeneous treatment effect (HTE) estimation in causal inference. This work is in line with a fairly current theme: the HTE estimation is experiencing a growing interest in applications, particularly in the field of personalized medicine. To avoid strong assumptions and to benefit from a broader scope of application, the authors focus on nonparametric estimation. As the authors point out, much effort has been devoted to proposing practical methods, but not so much to the statistical study of nonparametric HTE estimation. This paper establishes minimax rates with dependence on both the geometry of the covariates, and parameters related to propensity scores and noise levels.
Review for NeurIPS paper: Minimax Optimal Nonparametric Estimation of Heterogeneous Treatment Effects
The knowledgeable reviewers agree that this is a good paper that warrants acceptance. There was no major concern raised during the discussion phase and the rebuttal has further supported the vote for acceptance. The paper is therefore accepted as a spotlight. If the authors have time and agree that it will be beneficial, the important improvement for the paper is to add a simple experiment that demonstrates the effectiveness of the proposed estimator.
Sequential Stochastic Combinatorial Optimization Using Hierarchal Reinforcement Learning
Feng, Xinsong, Yu, Zihan, Xiong, Yanhai, Chen, Haipeng
Reinforcement learning (RL) has emerged as a promising tool for combinatorial optimization (CO) problems due to its ability to learn fast, effective, and generalizable solutions. Nonetheless, existing works mostly focus on one-shot deterministic CO, while sequential stochastic CO (SSCO) has rarely been studied despite its broad applications such as adaptive influence maximization (IM) and infectious disease intervention. In this paper, we study the SSCO problem where we first decide the budget (e.g., number of seed nodes in adaptive IM) allocation for all time steps, and then select a set of nodes for each time step. The few existing studies on SSCO simplify the problems by assuming a uniformly distributed budget allocation over the time horizon, yielding suboptimal solutions. We propose a generic hierarchical RL (HRL) framework called wake-sleep option (WS-option), a two-layer option-based framework that simultaneously decides adaptive budget allocation on the higher layer and node selection on the lower layer. WS-option starts with a coherent formulation of the two-layer Markov decision processes (MDPs), capturing the interdependencies between the two layers of decisions. Building on this, WS-option employs several innovative designs to balance the model's training stability and computational efficiency, preventing the vicious cyclic interference issue between the two layers. Empirical results show that WS-option exhibits significantly improved effectiveness and generalizability compared to traditional methods. Moreover, the learned model can be generalized to larger graphs, which significantly reduces the overhead of computational resources.