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.

Clustering in dynamic environments is of increasing importance, with broad applications ranging from real-time data analysis and online unsupervised learning to dynamic facility location problems. While meta-heuristics have shown promising effectiveness in static clustering tasks, their application for tracking optimal clustering solutions or robust clustering over time in dynamic environments remains largely underexplored. This is partly due to a lack of dynamic datasets with diverse, controllable, and realistic dynamic characteristics, hindering systematic performance evaluations of clustering algorithms in various dynamic scenarios. This deficiency leads to a gap in our understanding and capability to effectively design algorithms for clustering in dynamic environments. To bridge this gap, this paper introduces the Dynamic Dataset Generator (DDG). DDG features multiple dynamic Gaussian components integrated with a range of heterogeneous, local, and global changes. These changes vary in spatial and temporal severity, patterns, and domain of influence, providing a comprehensive tool for simulating a wide range of dynamic scenarios.

The rapid development of blockchain has led to more and more funding pouring into the cryptocurrency market, which also attracted cybercriminals' interest in recent years. The Ponzi scheme, an old-fashioned fraud, is now popular on the blockchain, causing considerable financial losses to many crypto-investors. A few Ponzi detection methods have been proposed in the literature, most of which detect a Ponzi scheme based on its smart contract source code or opcode. The contract-code-based approach, while achieving very high accuracy, is not robust: first, the source codes of a majority of contracts on Ethereum are not available, and second, a Ponzi developer can fool a contract-code-based detection model by obfuscating the opcode or inventing a new profit distribution logic that cannot be detected (since these models were trained on existing Ponzi logics only). A transaction-based approach could improve the robustness of detection because transactions, unlike smart contracts, are harder to be manipulated. However, the current transaction-based detection models achieve fairly low accuracy. We address this gap in the literature by developing new detection models that rely only on the transactions, hence guaranteeing the robustness, and moreover, achieve considerably higher Accuracy, Precision, Recall, and F1-score than existing transaction-based models. This is made possible thanks to the introduction of novel time-dependent features that capture Ponzi behaviours characteristics derived from our comprehensive data analyses on Ponzi and non-Ponzi data from the XBlock-ETH repository

Knowledge graphs (KGs) have attracted more and more attentions because of their fundamental roles in many tasks. Quality evaluation for KGs is thus crucial and indispensable. Existing methods in this field evaluate KGs by either proposing new quality metrics from different dimensions or measuring performances at KG construction stages. However, there are two major issues with those methods. First, they highly rely on raw data in KGs, which makes KGs' internal information exposed during quality evaluation. Second, they consider more about the quality at data level instead of ability level, where the latter one is more important for downstream applications. To address these issues, we propose a knowledge graph quality evaluation framework under incomplete information (QEII). The quality evaluation task is transformed into an adversarial Q&A game between two KGs. Winner of the game is thus considered to have better qualities. During the evaluation process, no raw data is exposed, which ensures information protection. Experimental results on four pairs of KGs demonstrate that, compared with baselines, the QEII implements a reasonable quality evaluation at ability level under incomplete information.

Constraint programming (CP) is a powerful technique for solving constraint satisfaction and optimization problems. In CP solvers, the variable ordering strategy used to select which variable to explore first in the solving process has a significant impact on solver effectiveness. To address this issue, we propose a novel variable ordering strategy based on supervised learning, which we evaluate in the context of job shop scheduling problems. Our learning-based methods predict the optimal solution of a problem instance and use the predicted solution to order variables for CP solvers. \added[]{Unlike traditional variable ordering methods, our methods can learn from the characteristics of each problem instance and customize the variable ordering strategy accordingly, leading to improved solver performance.} Our experiments demonstrate that training machine learning models is highly efficient and can achieve high accuracy. Furthermore, our learned variable ordering methods perform competitively when compared to four existing methods. Finally, we demonstrate that hybridising the machine learning-based variable ordering methods with traditional domain-based methods is beneficial.

Most reinforcement learning algorithms are based on a key assumption that Markov decision processes (MDPs) are stationary. However, non-stationary MDPs with dynamic action space are omnipresent in real-world scenarios. Yet problems of dynamic action space reinforcement learning have been studied by many previous works, how to choose valuable actions from new and unseen actions to improve learning efficiency remains unaddressed. To tackle this problem, we propose an intelligent Action Pick-up (AP) algorithm to autonomously choose valuable actions that are most likely to boost performance from a set of new actions. In this paper, we first theoretically analyze and find that a prior optimal policy plays an important role in action pick-up by providing useful knowledge and experience. Then, we design two different AP methods: frequency-based global method and state clustering-based local method, based on the prior optimal policy. Finally, we evaluate the AP on two simulated but challenging environments where action spaces vary over time. Experimental results demonstrate that our proposed AP has advantages over baselines in learning efficiency.

Designing an intelligent volume-weighted average price (VWAP) strategy is a critical concern for brokers, since traditional rule-based strategies are relatively static that cannot achieve a lower transaction cost in a dynamic market. Many studies have tried to minimize the cost via reinforcement learning, but there are bottlenecks in improvement, especially for long-duration strategies such as the VWAP strategy. To address this issue, we propose a deep learning and hierarchical reinforcement learning jointed architecture termed Macro-Meta-Micro Trader (M3T) to capture market patterns and execute orders from different temporal scales. The Macro Trader first allocates a parent order into tranches based on volume profiles as the traditional VWAP strategy does, but a long short-term memory neural network is used to improve the forecasting accuracy. Then the Meta Trader selects a short-term subgoal appropriate to instant liquidity within each tranche to form a mini-tranche. The Micro Trader consequently extracts the instant market state and fulfils the subgoal with the lowest transaction cost. Our experiments over stocks listed on the Shanghai stock exchange demonstrate that our approach outperforms baselines in terms of VWAP slippage, with an average cost saving of 1.16 base points compared to the optimal baseline.

Column Generation (CG) is an effective method for solving large-scale optimization problems. CG starts by solving a sub-problem with a subset of columns (i.e., variables) and gradually includes new columns that can improve the solution of the current subproblem. The new columns are generated as needed by repeatedly solving a pricing problem, which is often NP-hard and is a bottleneck of the CG approach. To tackle this, we propose a Machine-Learning-based Pricing Heuristic (MLPH)that can generate many high-quality columns efficiently. In each iteration of CG, our MLPH leverages an ML model to predict the optimal solution of the pricing problem, which is then used to guide a sampling method to efficiently generate multiple high-quality columns. Using the graph coloring problem, we empirically show that MLPH significantly enhancesCG as compared to six state-of-the-art methods, and the improvement in CG can lead to substantially better performance of the branch-and-price exact method.

We study the hierarchy of communities in real-world networks under a generic stochastic block model, in which the connection probabilities are structured in a binary tree. Under such model, a standard recursive bi-partitioning algorithm is dividing the network into two communities based on the Fiedler vector of the unnormalized graph Laplacian and repeating the split until a stopping rule indicates no further community structures. We prove the strong consistency of this method under a wide range of model parameters, which include sparse networks with node degrees as small as $O(\log n)$. In addition, unlike most of existing work, our theory covers multiscale networks where the connection probabilities may differ by orders of magnitude, which comprise an important class of models that are practically relevant but technically challenging to deal with. Finally we demonstrate the performance of our algorithm on synthetic data and real-world examples.

This document describes the generalized moving peaks benchmark (GMPB) and how it can be used to generate problem instances for continuous large-scale dynamic optimization problems. It presents a set of 15 benchmark problems, the relevant source code, and a performance indicator, designed for comparative studies and competitions in large-scale dynamic optimization. Although its primary purpose is to provide a coherent basis for running competitions, its generality allows the interested reader to use this document as a guide to design customized problem instances to investigate issues beyond the scope of the presented benchmark suite. To this end, we explain the modular structure of the GMPB and how its constituents can be assembled to form problem instances with a variety of controllable characteristics ranging from unimodal to highly multimodal, symmetric to highly asymmetric, smooth to highly irregular, and various degrees of variable interaction and ill-conditioning.