In the domain of artificial intelligence, two-player board games have historically served as pivotal'toy problems' for exploring and advancing search and planning algorithms within vast decision spaces. The outstanding algorithm AlphaZero (Silver et al. [2016] Silver et al. [2017a] Silver et al. [2017b]) achieved superhuman performance in the game of Go, chess, and other board games without the use of human expertise in these games. In this work, we introduce a new approach to solving such games. The main idea is that the algorithm iterates through possible moves using beam search, and then learns to predict the outcome of this search. This concept gives rise to the name of the algorithm, PROBS - Predict Results of Beam Search. This approach shows promising results -- it demonstrates an increase in the winning percentage during the training process and shows improvement with the use of greater computational power. Although this new approach to solving board games does not improve upon state-of-the-art approaches, it demonstrates a new working concept that may inspire researchers to develop new methods in other areas. The foundation of the PROBS algorithm is the iterative training of two neural networks. The first network is a value function, V (s), which predicts the expected utility from the current state.

Grover's search algorithms, including various partial Grover searches, experience scaling problems as the number of iterations rises with increased qubits, making implementation more computationally expensive. This paper combines Partial Grover's search algorithm and Bi-directional Search to create a fast Grover's quantum search algorithm, referred to as Bi-Directional Grover Search (BDGS). We incorporated a bi-directional search tactic with a partial Grover search, starting from an initial state and a single marked state in parallel. We have shown in this article that our novel approach requires $\frac{\pi}{4\sqrt{2}}\sqrt{N}(1-\sqrt{\frac{1}{b^{r/2k}}})$ iterations over regular Grover Search and Partial Grover Search (PGS), which takes $\frac{\pi}{4}\sqrt{N}\sqrt{1-\frac{1}{b}}$ (here, $N=2^r$ elements, $b$ is the branching factor of partial search, and $k= \lceil\log_2b \rceil$). The proposed BDGS algorithm is benchmarked against the state-of-the-art Depth-First Grover's Search (DFGS) and generic Grover's Search (GS) implementations for $2$ to $20$ qubits and provides promising results. The Qiskit Python implementation of the proposed BDGS algorithm is available on Github (https://github.com/hafeezzwiz21/DFGS-BDGS).

Column generation (CG) is a powerful technique for solving optimization problems that involve a large number of variables or columns. This technique begins by solving a smaller problem with a subset of columns and gradually generates additional columns as needed. However, the generation of columns often requires solving difficult subproblems repeatedly, which can be a bottleneck for CG. To address this challenge, we propose a novel method called machine learning enhanced ant colony optimization (MLACO), to efficiently generate multiple high-quality columns from a subproblem. Specifically, we train a ML model to predict the optimal solution of a subproblem, and then integrate this ML prediction into the probabilistic model of ACO to sample multiple high-quality columns. Our experimental results on the bin packing problem with conflicts show that the MLACO method significantly improves the performance of CG compared to several state-of-the-art methods. Furthermore, when our method is incorporated into a Branch-and-Price method, it leads to a significant reduction in solution time.

Geometric problem solving has always been a long-standing challenge in the fields of automated reasoning and artificial intelligence. We built a neural-symbolic system to automatically perform human-like geometric deductive reasoning. The symbolic part is a formal system built on FormalGeo, which can automatically perform geomertic relational reasoning and algebraic calculations and organize the solving process into a solution hypertree with conditions as hypernodes and theorems as hyperedges. The neural part, called HyperGNet, is a hypergraph neural network based on the attention mechanism, including a encoder to effectively encode the structural and semantic information of the hypertree, and a solver to provide problem-solving guidance. The neural part predicts theorems according to the hypertree, and the symbolic part applies theorems and updates the hypertree, thus forming a predict-apply cycle to ultimately achieve readable and traceable automatic solving of geometric problems. Experiments demonstrate the correctness and effectiveness of this neural-symbolic architecture. We achieved a step-wised accuracy of 87.65% and an overall accuracy of 85.53% on the formalgeo7k datasets.

Graph coloring is a problem with varied applications in industry and science such as scheduling, resource allocation, and circuit design. The purpose of this paper is to establish if a new gradient based iterative solver framework known as heat diffusion can solve the graph coloring problem. We propose a solution to the graph coloring problem using the heat diffusion framework. We compare the solutions against popular methods and establish the competitiveness of heat diffusion method for the graph coloring problem.

Cutting planes (cuts) play an important role in solving mixed-integer linear programs (MILPs), which formulate many important real-world applications. Cut selection heavily depends on (P1) which cuts to prefer and (P2) how many cuts to select. Although modern MILP solvers tackle (P1)-(P2) by human-designed heuristics, machine learning carries the potential to learn more effective heuristics. However, many existing learning-based methods learn which cuts to prefer, neglecting the importance of learning how many cuts to select. Moreover, we observe that (P3) what order of selected cuts to prefer significantly impacts the efficiency of MILP solvers as well. To address these challenges, we propose a novel hierarchical sequence/set model (HEM) to learn cut selection policies. Specifically, HEM is a bi-level model: (1) a higher-level module that learns how many cuts to select, (2) and a lower-level module -- that formulates the cut selection as a sequence/set to sequence learning problem -- to learn policies selecting an ordered subset with the cardinality determined by the higher-level module. To the best of our knowledge, HEM is the first data-driven methodology that well tackles (P1)-(P3) simultaneously. Experiments demonstrate that HEM significantly improves the efficiency of solving MILPs on eleven challenging MILP benchmarks, including two Huawei's real problems.

Traditional search algorithms have issues when applied to games of imperfect information where the number of possible underlying states and trajectories are very large. This challenge is particularly evident in trick-taking card games. While state sampling techniques such as Perfect Information Monte Carlo (PIMC) search has shown success in these contexts, they still have major limitations. We present Generative Observation Monte Carlo Tree Search (GO-MCTS), which utilizes MCTS on observation sequences generated by a game specific model. This method performs the search within the observation space and advances the search using a model that depends solely on the agent's observations. Additionally, we demonstrate that transformers are well-suited as the generative model in this context, and we demonstrate a process for iteratively training the transformer via population-based self-play. The efficacy of GO-MCTS is demonstrated in various games of imperfect information, such as Hearts, Skat, and "The Crew: The Quest for Planet Nine," with promising results.

One of the main challenges in surrogate modeling is the limited availability of data due to resource constraints associated with computationally expensive simulations. Multi-fidelity methods provide a solution by chaining models in a hierarchy with increasing fidelity, associated with lower error, but increasing cost. In this paper, we compare different multi-fidelity methods employed in constructing Gaussian process surrogates for regression. Non-linear autoregressive methods in the existing literature are primarily confined to two-fidelity models, and we extend these methods to handle more than two levels of fidelity. Additionally, we propose enhancements for an existing method incorporating delay terms by introducing a structured kernel. We demonstrate the performance of these methods across various academic and real-world scenarios. Our findings reveal that multi-fidelity methods generally have a smaller prediction error for the same computational cost as compared to the single-fidelity method, although their effectiveness varies across different scenarios.

We study the problem of learning directed acyclic graphs from continuous observational data, generated according to a linear Gaussian structural equation model. State-of-the-art structure learning methods for this setting have at least one of the following shortcomings: i) they cannot provide optimality guarantees and can suffer from learning sub-optimal models; ii) they rely on the stringent assumption that the noise is homoscedastic, and hence the underlying model is fully identifiable. We overcome these shortcomings and develop a computationally efficient mixed-integer programming framework for learning medium-sized problems that accounts for arbitrary heteroscedastic noise. We present an early stopping criterion under which we can terminate the branch-and-bound procedure to achieve an asymptotically optimal solution and establish the consistency of this approximate solution. In addition, we show via numerical experiments that our method outperforms three state-of-the-art algorithms and is robust to noise heteroscedasticity, whereas the performance of the competing methods deteriorates under strong violations of the identifiability assumption. The software implementation of our method is available as the Python package \emph{micodag}.

Effective causal discovery is essential for learning the causal graph from observational data. The linear non-Gaussian acyclic model (LiNGAM) operates under the assumption of a linear data generating process with non-Gaussian noise in determining the causal graph. Its assumption of unmeasured confounders being absent, however, poses practical limitations. In response, empirical research has shown that the reformulation of LiNGAM as a shortest path problem (LiNGAM-SPP) addresses this limitation. Within LiNGAM-SPP, mutual information is chosen to serve as the measure of independence. A challenge is introduced - parameter tuning is now needed due to its reliance on kNN mutual information estimators. The paper proposes a threefold enhancement to the LiNGAM-SPP framework. First, the need for parameter tuning is eliminated by using the pairwise likelihood ratio in lieu of kNN-based mutual information. This substitution is validated on a general data generating process and benchmark real-world data sets, outperforming existing methods especially when given a larger set of features. The incorporation of prior knowledge is then enabled by a node-skipping strategy implemented on the graph representation of all causal orderings to eliminate violations based on the provided input of relative orderings. Flexibility relative to existing approaches is achieved. Last among the three enhancements is the utilization of the distribution of paths in the graph representation of all causal orderings. From this, crucial properties of the true causal graph such as the presence of unmeasured confounders and sparsity may be inferred. To some extent, the expected performance of the causal discovery algorithm may be predicted. The refinements above advance the practicality and performance of LiNGAM-SPP, showcasing the potential of graph-search-based methodologies in advancing causal discovery.