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Learning Large Neighborhood Search Policy for Integer Programming

arXiv.org Artificial Intelligence

We propose a deep reinforcement learning (RL) method to learn large neighborhood search (LNS) policy for integer programming (IP). The RL policy is trained as the destroy operator to select a subset of variables at each step, which is reoptimized by an IP solver as the repair operator. However, the combinatorial number of variable subsets prevents direct application of typical RL algorithms. To tackle this challenge, we represent all subsets by factorizing them into binary decisions on each variable. We then design a neural network to learn policies for each variable in parallel, trained by a customized actor-critic algorithm. We evaluate the proposed method on four representative IP problems. Results show that it can find better solutions than SCIP in much less time, and significantly outperform other LNS baselines with the same runtime. Moreover, these advantages notably persist when the policies generalize to larger problems. Further experiments with Gurobi also reveal that our method can outperform this state-of-the-art commercial solver within the same time limit.


Minimax Optimization: The Case of Convex-Submodular

arXiv.org Machine Learning

Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g., convex-concave minimax optimization is now understood to a significant extent. Nevertheless, minimax problems extend far beyond the continuous domain to mixed continuous-discrete domains or even fully discrete domains. In this paper, we study mixed continuous-discrete minimax problems where the minimization is over a continuous variable belonging to Euclidean space and the maximization is over subsets of a given ground set. We introduce the class of convex-submodular minimax problems, where the objective is convex with respect to the continuous variable and submodular with respect to the discrete variable. Even though such problems appear frequently in machine learning applications, little is known about how to address them from algorithmic and theoretical perspectives. For such problems, we first show that obtaining saddle points are hard up to any approximation, and thus introduce new notions of (near-) optimality. We then provide several algorithmic procedures for solving convex and monotone-submodular minimax problems and characterize their convergence rates, computational complexity, and quality of the final solution according to our notions of optimally. Our proposed algorithms are iterative and combine tools from both discrete and continuous optimization. Finally, we provide numerical experiments to showcase the effectiveness of our purposed methods.


Low-Cost Algorithmic Recourse for Users With Uncertain Cost Functions

arXiv.org Artificial Intelligence

The problem of identifying algorithmic recourse for people affected by machine learning model decisions has received much attention recently. Some recent works model user-incurred cost, which is directly linked to user satisfaction. But they assume a single global cost function that is shared across all users. This is an unrealistic assumption when users have dissimilar preferences about their willingness to act upon a feature and different costs associated with changing that feature. In this work, we formalize the notion of user-specific cost functions and introduce a new method for identifying actionable recourses for users. By default, we assume that users' cost functions are hidden from the recourse method, though our framework allows users to partially or completely specify their preferences or cost function. We propose an objective function, Expected Minimum Cost (EMC), based on two key ideas: (1) when presenting a set of options to a user, it is vital that there is at least one low-cost solution the user could adopt; (2) when we do not know the user's true cost function, we can approximately optimize for user satisfaction by first sampling plausible cost functions, then finding a set that achieves a good cost for the user in expectation. We optimize EMC with a novel discrete optimization algorithm, Cost-Optimized Local Search (COLS), which is guaranteed to improve the recourse set quality over iterations. Experimental evaluation on popular real-world datasets with simulated user costs demonstrates that our method satisfies up to 25.89 percentage points more users compared to strong baseline methods. Using standard fairness metrics, we also show that our method can provide more fair solutions across demographic groups than comparable methods, and we verify that our method is robust to misspecification of the cost function distribution.


Combining Latent Space and Structured Kernels for Bayesian Optimization over Combinatorial Spaces

arXiv.org Artificial Intelligence

We consider the problem of optimizing combinatorial spaces (e.g., sequences, trees, and graphs) using expensive black-box function evaluations. For example, optimizing molecules for drug design using physical lab experiments. Bayesian optimization (BO) is an efficient framework for solving such problems by intelligently selecting the inputs with high utility guided by a learned surrogate model. A recent BO approach for combinatorial spaces is through a reduction to BO over continuous spaces by learning a latent representation of structures using deep generative models (DGMs). The selected input from the continuous space is decoded into a discrete structure for performing function evaluation. However, the surrogate model over the latent space only uses the information learned by the DGM, which may not have the desired inductive bias to approximate the target black-box function. To overcome this drawback, this paper proposes a principled approach referred as LADDER. The key idea is to define a novel structure-coupled kernel that explicitly integrates the structural information from decoded structures with the learned latent space representation for better surrogate modeling. Our experiments on real-world benchmarks show that LADDER significantly improves over the BO over latent space method, and performs better or similar to state-of-the-art methods.


Gomoku: analysis of the game and of the player Wine

arXiv.org Artificial Intelligence

Gomoku, also known as five in a row, is a classical board game, ideally suited for quickly testing novel Artificial Intelligence (AI) techniques. With the aim of facilitating a developer willing to write a new Gomoku player, in this report we present an analysis of the main game concepts and strategies, which is wider and deeper than existing ones. Moreover, after discussing the general structure of an artificial player, we present and analyse a strong Gomoku player, named Wine, the code of which is freely available on the Internet and which is an excelent example of how a modern player is organised.


Location-routing Optimisation for Urban Logistics Using Mobile Parcel Locker Based on Hybrid Q-Learning Algorithm

arXiv.org Artificial Intelligence

Mobile parcel lockers (MPLs) have been recently introduced by urban logistics operators as a means to reduce traffic congestion and operational cost. Their capability to relocate their position during the day has the potential to improve customer accessibility and convenience (if deployed and planned accordingly), allowing customers to collect parcels at their preferred time among one of the multiple locations. This paper proposes an integer programming model to solve the Location Routing Problem for MPLs to determine the optimal configuration and locker routes. In solving this model, a Hybrid Q-Learning algorithm-based Method (HQM) integrated with global and local search mechanisms is developed, the performance of which is examined for different problem sizes and benchmarked with genetic algorithms. Furthermore, we introduced two route adjustment strategies to resolve stochastic events that may cause delays. The results show that HQM achieves 443.41% improvement on average in solution improvement, compared with the 94.91% improvement of heuristic counterparts, suggesting HQM enables a more efficient search for better solutions. Finally, we identify critical factors that contribute to service delays and investigate their effects.


Guided Evolution for Neural Architecture Search

arXiv.org Artificial Intelligence

Neural Architecture Search (NAS) methods have been successfully applied to image tasks with excellent results. However, NAS methods are often complex and tend to converge to local minima as soon as generated architectures seem to yield good results. In this paper, we propose G-EA, a novel approach for guided evolutionary NAS. The rationale behind G-EA, is to explore the search space by generating and evaluating several architectures in each generation at initialization stage using a zero-proxy estimator, where only the highest-scoring network is trained and kept for the next generation. This evaluation at initialization stage allows continuous extraction of knowledge from the search space without increasing computation, thus allowing the search to be efficiently guided. Moreover, G-EA forces exploitation of the most performant networks by descendant generation while at the same time forcing exploration by parent mutation and by favouring younger architectures to the detriment of older ones. Experimental results demonstrate the effectiveness of the proposed method, showing that G-EA achieves state-of-the-art results in NAS-Bench-201 search space in CIFAR-10, CIFAR-100 and ImageNet16-120, with mean accuracies of 93.98%, 72.12% and 45.94% respectively.


Width-based Lookaheads with Learnt Base Policies and Heuristics Over the Atari-2600 Benchmark

arXiv.org Artificial Intelligence

We propose new width-based planning and learning algorithms inspired from a careful analysis of the design decisions made by previous width-based planners. The algorithms are applied over the Atari-2600 games and our best performing algorithm, Novelty guided Critical Path Learning (N-CPL), outperforms the previously introduced width-based planning and learning algorithms $\pi$-IW(1), $\pi$-IW(1)+ and $\pi$-HIW(n, 1). Furthermore, we present a taxonomy of the Atari-2600 games according to some of their defining characteristics. This analysis of the games provides further insight into the behaviour and performance of the algorithms introduced. Namely, for games with large branching factors, and games with sparse meaningful rewards, N-CPL outperforms $\pi$-IW, $\pi$-IW(1)+ and $\pi$-HIW(n, 1).


Sample Selection for Fair and Robust Training

arXiv.org Machine Learning

Fairness and robustness are critical elements of Trustworthy AI that need to be addressed together. Fairness is about learning an unbiased model while robustness is about learning from corrupted data, and it is known that addressing only one of them may have an adverse affect on the other. In this work, we propose a sample selection-based algorithm for fair and robust training. To this end, we formulate a combinatorial optimization problem for the unbiased selection of samples in the presence of data corruption. Observing that solving this optimization problem is strongly NP-hard, we propose a greedy algorithm that is efficient and effective in practice. Experiments show that our algorithm obtains fairness and robustness that are better than or comparable to the state-of-the-art technique, both on synthetic and benchmark real datasets. Moreover, unlike other fair and robust training baselines, our algorithm can be used by only modifying the sampling step in batch selection without changing the training algorithm or leveraging additional clean data.


Automated Support for Unit Test Generation: A Tutorial Book Chapter

arXiv.org Artificial Intelligence

Unit testing is a stage of testing where the smallest segment of code that can be tested in isolation from the rest of the system - often a class - is tested. Unit tests are typically written as executable code, often in a format provided by a unit testing framework such as pytest for Python. Creating unit tests is a time and effort-intensive process with many repetitive, manual elements. To illustrate how AI can support unit testing, this chapter introduces the concept of search-based unit test generation. This technique frames the selection of test input as an optimization problem - we seek a set of test cases that meet some measurable goal of a tester - and unleashes powerful metaheuristic search algorithms to identify the best possible test cases within a restricted timeframe. This chapter introduces two algorithms that can generate pytest-formatted unit tests, tuned towards coverage of source code statements. The chapter concludes by discussing more advanced concepts and gives pointers to further reading for how artificial intelligence can support developers and testers when unit testing software.