We propose a flexible gradient-based framework for learning linear programs from optimal decisions. Linear programs are often specified by hand, using prior knowledge of relevant costs and constraints. In some applications, linear programs must instead be learned from observations of optimal decisions. Learning from optimal decisions is a particularly challenging bi-level problem, and much of the related inverse optimization literature is dedicated to special cases. We tackle the general problem, learning all parameters jointly while allowing flexible parametrizations of costs, constraints, and loss functions. We also address challenges specific to learning linear programs, such as empty feasible regions and non-unique optimal decisions. Experiments show that our method successfully learns synthetic linear programs and minimum-cost multi-commodity flow instances for which previous methods are not directly applicable. We also provide a fast batch-mode PyTorch implementation of the homogeneous interior point algorithm, which supports gradients by implicit differentiation or backpropagation.

Given a set of observations generated by an optimization process, the goal of inverse optimization is to determine likely parameters of that process. We cast inverse optimization as a form of deep learning. Our method, called deep inverse optimization, is to unroll an iterative optimization process and then use backpropagation to learn parameters that generate the observations. We demonstrate that by backpropagating through the interior point algorithm we can learn the coefficients determining the cost vector and the constraints, independently or jointly, for both non-parametric and parametric linear programs, starting from one or multiple observations. With this approach, inverse optimization can leverage concepts and algorithms from deep learning.

We propose generative neural network methods to generate DNA sequences and tune them to have desired properties. We present three approaches: creating synthetic DNA sequences using a generative adversarial network; a DNA-based variant of the activation maximization ("deep dream") design method; and a joint procedure which combines these two approaches together. We show that these tools capture important structures of the data and, when applied to designing probes for protein binding microarrays, allow us to generate new sequences whose properties are estimated to be superior to those found in the training data. We believe that these results open the door for applying deep generative models to advance genomics research.

Inference on high-order graphical models has become increasingly important in recent years. We consider energies with simple 'sparse' high-order potentials. Previous work in this area uses either specialized message-passing or transforms each high-order potential to the pairwise case. We take a fundamentally different approach, transforming the entire original problem into a comparatively small instance of a submodular vertex-cover problem. These vertex-cover instances can then be attacked by standard pairwise methods, where they run much faster (4--15 times) and are often more effective than on the original problem. We evaluate our approach on synthetic data, and we show that our algorithm can be useful in a fast hierarchical clustering and model estimation framework.