exact solver
Promoting Generalization for Exact Solvers via Adversarial Instance Augmentation
Liu, Haoyang, Kuang, Yufei, Wang, Jie, Li, Xijun, Zhang, Yongdong, Wu, Feng
Machine learning has been successfully applied to improve the efficiency of Mixed-Integer Linear Programming (MILP) solvers. However, the learning-based solvers often suffer from severe performance degradation on unseen MILP instances -- especially on large-scale instances from a perturbed environment -- due to the limited diversity of training distributions. To tackle this problem, we propose a novel approach, which is called Adversarial Instance Augmentation and does not require to know the problem type for new instance generation, to promote data diversity for learning-based branching modules in the branch-and-bound (B&B) Solvers (AdaSolver). We use the bipartite graph representations for MILP instances and obtain various perturbed instances to regularize the solver by augmenting the graph structures with a learned augmentation policy. The major technical contribution of AdaSolver is that we formulate the non-differentiable instance augmentation as a contextual bandit problem and adversarially train the learning-based solver and augmentation policy, enabling efficient gradient-based training of the augmentation policy. To the best of our knowledge, AdaSolver is the first general and effective framework for understanding and improving the generalization of both imitation-learning-based (IL-based) and reinforcement-learning-based (RL-based) B&B solvers. Extensive experiments demonstrate that by producing various augmented instances, AdaSolver leads to a remarkable efficiency improvement across various distributions.
Maximum A Posteriori Inference in Sum-Product Networks
Mei, Jun (ShanghaiTech University) | Jiang, Yong (ShanghaiTech University) | Tu, Kewei (ShanghaiTech University)
Sum-product networks (SPNs) are a class of probabilistic graphical models that allow tractable marginal inference. However, the maximum a posteriori (MAP) inference in SPNs is NP-hard. We investigate MAP inference in SPNs from both theoretical and algorithmic perspectives. For the theoretical part, we reduce general MAP inference to its special case without evidence and hidden variables; we also show that it is NP-hard to approximate the MAP problem to 2 nฮต for fixed 0 โค ฮต < 1, where n is the input size. For the algorithmic part, we first present an exact MAP solver that runs reasonably fast and could handle SPNs with up to 1k variables and 150k arcs in our experiments. We then present a new approximate MAP solver with a good balance between speed and accuracy, and our comprehensive experiments on real-world datasets show that it has better overall performance than existing approximate solvers.
JudgeD: A Probabilistic Datalog with Dependencies
Wanders, Brend (University of Twente) | Keulen, Maurice van (University of Twente) | Flokstra, Jan (University of Twente)
We present JudgeD, a probabilistic datalog. A JudgeD program defines a distribution over a set of traditional datalog programs by attaching logical sentences to clauses to implicitly specify traditional data programs. Through the logical sentences, JudgeD provides a novel method for the expression of complex dependencies between both rules and facts. JudgeD is implemented as a proof-of-concept in the language Python. The implementation allows connection to external data sources, and features both a Monte Carlo probability approximation as well as an exact solver supported by BDDs. Several directions for future work are discussed and the implementation is released under the MIT license.
Uncertainty quantification in complex systems using approximate solvers
Koutsourelakis, Phaedon-Stelios
This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling with Bayesian formulations. The key departure from existing works is the use of inexpensive, approximate computational models in a rigorous manner. Such models can readily be derived by coarsening the discretization size in the solution of the governing PDEs, increasing the time step when integration of ODEs is performed, using fewer iterations if a non-linear solver is employed or making use of lower order models. It is shown that even in cases where the inexact models provide very poor approximations of the exact response, statistics of the latter can be quantified accurately with significant reductions in the computational effort. Multiple approximate models can be used and rigorous confidence bounds of the estimates produced are provided at all stages.