Combinatorial optimisation problems are ubiquitous in artificial intelligence. Designing the underlying models, however, requires substantial expertise, which is a limiting factor in practice. The models typically consist of hard and soft constraints, or combine hard constraints with an objective function. We introduce a novel setting for learning combinatorial optimisation problems from contextual examples. These positive and negative examples show - in a particular context - whether the solutions are good enough or not. We develop our framework using the MAX-SAT formalism as it is simple yet powerful setting having these features. We study the learnability of MAX-SAT models. Our theoretical results show that high-quality MAX-SAT models can be learned from contextual examples in the realisable and agnostic settings, as long as the data satisfies an intuitive "representativeness" condition. We also contribute two implementations based on our theoretical results: one leverages ideas from syntax-guided synthesis while the other makes use of stochastic local search techniques. The two implementations are evaluated by recovering synthetic and benchmark models from contextual examples. The experimental results support our theoretical analysis, showing that MAX-SAT models can be learned from contextual examples. Among the two implementations, the stochastic local search learner scales much better than the syntax-guided implementation while providing comparable or better models.

In presence of multiple objectives to be optimized in Search-Based Software Engineering (SBSE), Pareto search has been commonly adopted. It searches for a good approximation of the problem's Pareto optimal solutions, from which the stakeholders choose the most preferred solution according to their preferences. However, when clear preferences of the stakeholders (e.g., a set of weights which reflect relative importance between objectives) are available prior to the search, weighted search is believed to be the first choice since it simplifies the search via converting the original multi-objective problem into a single-objective one and enable the search to focus on what only the stakeholders are interested in. This paper questions such a "weighted search first" belief. We show that the weights can, in fact, be harmful to the search process even in the presence of clear preferences. Specifically, we conduct a large scale empirical study which consists of 38 systems/projects from three representative SBSE problems, together with two types of search budget and nine sets of weights, leading to 604 cases of comparisons. Our key finding is that weighted search reaches a certain level of solution quality by consuming relatively less resources at the early stage of the search; however, Pareto search is at the majority of the time (up to 77% of the cases) significantly better than its weighted counterpart, as long as we allow a sufficient, but not unrealistic search budget. This, together with other findings and actionable suggestions in the paper, allows us to codify pragmatic and comprehensive guidance on choosing weighted and Pareto search for SBSE under the circumstance that clear preferences are available. All code and data can be accessed at: https://github.com/ideas-labo/pareto-vs-weight-for-sbse.

Optimization of real-world black-box functions defined over purely categorical variables is an active area of research. In particular, optimization and design of biological sequences with specific functional or structural properties have a profound impact in medicine, materials science, and biotechnology. Standalone search algorithms, such as simulated annealing (SA) and Monte Carlo tree search (MCTS), are typically used for such optimization problems. In order to improve the performance and sample efficiency of such algorithms, we propose to use existing methods in conjunction with a surrogate model for the black-box evaluations over purely categorical variables. To this end, we present two different representations, a group-theoretic Fourier expansion and an abridged one-hot encoded Boolean Fourier expansion. To learn such representations, we consider two different settings to update our surrogate model. First, we utilize an adversarial online regression setting where Fourier characters of each representation are considered as experts and their respective coefficients are updated via an exponential weight update rule each time the black box is evaluated. Second, we consider a Bayesian setting where queries are selected via Thompson sampling and the posterior is updated via a sparse Bayesian regression model (over our proposed representation) with a regularized horseshoe prior. Numerical experiments over synthetic benchmarks as well as real-world RNA sequence optimization and design problems demonstrate the representational power of the proposed methods, which achieve competitive or superior performance compared to state-of-the-art counterparts, while improving the computation cost and/or sample efficiency, substantially.

Planning with a learned model is arguably a key component of intelligence. There are several challenges in realizing such a component in large-scale reinforcement learning (RL) problems. One such challenge is dealing effectively with continuous action spaces when using tree-search planning (e.g., it is not feasible to consider every action even at just the root node of the tree). In this paper we present a method for selecting affordances useful for planning -- for learning which small number of actions/options from a continuous space of actions/options to consider in the tree-expansion process during planning. We consider affordances that are goal-and-state-conditional mappings to actions/options as well as unconditional affordances that simply select actions/options available in all states. Our selection method is gradient based: we compute gradients through the planning procedure to update the parameters of the function that represents affordances. Our empirical work shows that it is feasible to learn to select both primitive-action and option affordances, and that simultaneously learning to select affordances and planning with a learned value-equivalent model can outperform model-free RL.

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A tree-based online search algorithm iteratively simulates trajectories and updates Q-value information on a set of states represented by a tree structure. Alternatively, policy gradient based online search algorithms update the information obtained from simulated trajectories directly onto the parameters of the policy and has been found to be effective. While tree-based methods limit the updates from simulations to the states that exist in the tree and do not interpolate the information to nearby states, policy gradient search methods do not do explicit exploration. In this paper, we show that it is possible to combine and leverage the strengths of these two methods for improved search performance. We examine the key reasons behind the improvement and propose a simple yet effective online search method, named Exploratory Policy Gradient Search (ExPoSe), that updates both the parameters of the policy as well as search information on the states in the trajectory. We conduct experiments on complex planning problems, which include Sokoban and Hamiltonian cycle search in sparse graphs and show that combining exploration with policy gradient improves online search performance.

Long-horizon predictions of (top) the Trajectory Transformer compared to those of (bottom) a single-step dynamics model. Modern machine learning success stories often have one thing in common: they use methods that scale gracefully with ever-increasing amounts of data. This is particularly clear from recent advances in sequence modeling, where simply increasing the size of a stable architecture and its training set leads to qualitatively different capabilities.1 Meanwhile, the situation in reinforcement learning has proven more complicated. While it has been possible to apply reinforcement learning algorithms to large–scale problems, generally there has been much more friction in doing so.

Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical design process includes the five sections (1) data pre-processing, (2) feature engineering, (3) hyperparameter optimization, (4) forecasting method selection, and (5) forecast ensembling, which are commonly organized in a pipeline structure. One promising approach to handle the ever-growing demand for time series forecasts is automating this design process. The present paper, thus, analyzes the existing literature on automated time series forecasting pipelines to investigate how to automate the design process of forecasting models. Thereby, we consider both Automated Machine Learning (AutoML) and automated statistical forecasting methods in a single forecasting pipeline. For this purpose, we firstly present and compare the proposed automation methods for each pipeline section. Secondly, we analyze the automation methods regarding their interaction, combination, and coverage of the five pipeline sections. For both, we discuss the literature, identify problems, give recommendations, and suggest future research. This review reveals that the majority of papers only cover two or three of the five pipeline sections. We conclude that future research has to holistically consider the automation of the forecasting pipeline to enable the large-scale application of time series forecasting.

Algorithm configuration (AC) is concerned with the automated search of the most suitable parameter configuration of a parametrized algorithm. There is currently a wide variety of AC problem variants and methods proposed in the literature. Existing reviews do not take into account all derivatives of the AC problem, nor do they offer a complete classification scheme. To this end, we introduce taxonomies to describe the AC problem and features of configuration methods, respectively. We review existing AC literature within the lens of our taxonomies, outline relevant design choices of configuration approaches, contrast methods and problem variants against each other, and describe the state of AC in industry. Finally, our review provides researchers and practitioners with a look at future research directions in the field of AC.

Combinatorial optimization problems have aroused extensive research interests due to its huge application potential. In practice, there are highly redundant patterns and characteristics during solving the combinatorial optimization problem, which can be captured by machine learning models. Thus, the 2021 NeurIPS Machine Learning for Combinatorial Optimization (ML4CO) competition is proposed with the goal of improving state-of-the-art combinatorial optimization solvers by replacing key heuristic components with machine learning techniques. This work presents our solution and insights gained by team qqy in the dual task of the competition. Our solution is a highly efficient imitation learning framework for performance improvement of Branch and Bound (B&B), named YORDLE. It employs a hybrid sampling method and an efficient data selection method, which not only accelerates the model training but also improves the decision quality during branching variable selection. In our experiments, YORDLE greatly outperforms the baseline algorithm adopted by the competition while requiring significantly less time and amounts of data to train the decision model. Specifically, we use only 1/4 of the amount of data compared to that required for the baseline algorithm, to achieve around 50% higher score than baseline algorithm. The proposed framework YORDLE won the championship of the student leaderboard.