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Learning-Order Autoregressive Models with Application to Molecular Graph Generation

Wang, Zhe, Shi, Jiaxin, Heess, Nicolas, Gretton, Arthur, Titsias, Michalis K.

arXiv.org Machine Learning

Autoregressive models (ARMs) have become the workhorse for sequence generation tasks, since many problems can be modeled as next-token prediction. While there appears to be a natural ordering for text (i.e., left-to-right), for many data types, such as graphs, the canonical ordering is less obvious. To address this problem, we introduce a variant of ARM that generates high-dimensional data using a probabilistic ordering that is sequentially inferred from data. This model incorporates a trainable probability distribution, referred to as an \emph{order-policy}, that dynamically decides the autoregressive order in a state-dependent manner. To train the model, we introduce a variational lower bound on the exact log-likelihood, which we optimize with stochastic gradient estimation. We demonstrate experimentally that our method can learn meaningful autoregressive orderings in image and graph generation. On the challenging domain of molecular graph generation, we achieve state-of-the-art results on the QM9 and ZINC250k benchmarks, evaluated using the Fr\'{e}chet ChemNet Distance (FCD).


Certified Inventory Control of Critical Resources

Hult, Ludvig, Zachariah, Dave, Stoica, Petre

arXiv.org Machine Learning

Inventory control using discrete-time models is a wellstudied problem, where orders of items to hold in stock must anticipate future demand [1, 2]. By defining the costs of insufficient stocks, it is possible to find cost-minimizing policies using dynamic programming [3, 4, 5]. In practice, however, maintaining a certain service level of an inventory control system is a greater priority than cost minimization [6, 7]. Under certain restrictive assumptions on the demand process - such as memoryless and identically distributed demand - there are explicit formulations of the duality between service levels and costs [8].


Control of Dual-Sourcing Inventory Systems using Recurrent Neural Networks

Böttcher, Lucas, Asikis, Thomas, Fragkos, Ioannis

arXiv.org Artificial Intelligence

A key challenge in inventory management is to identify policies that optimally replenish inventory from multiple suppliers. To solve such optimization problems, inventory managers need to decide what quantities to order from each supplier, given the net inventory and outstanding orders, so that the expected backlogging, holding, and sourcing costs are jointly minimized. Inventory management problems have been studied extensively for over 60 years, and yet even basic dual-sourcing problems, in which orders from an expensive supplier arrive faster than orders from a regular supplier, remain intractable in their general form. In addition, there is an emerging need to develop proactive, scalable optimization algorithms that can adjust their recommendations to dynamic demand shifts in a timely fashion. In this work, we approach dual sourcing from a neural network--based optimization lens and incorporate information on inventory dynamics and its replenishment (i.e., control) policies into the design of recurrent neural networks. We show that the proposed neural network controllers (NNCs) are able to learn near-optimal policies of commonly used instances within a few minutes of CPU time on a regular personal computer. To demonstrate the versatility of NNCs, we also show that they can control inventory dynamics with empirical, non-stationary demand distributions that are challenging to tackle effectively using alternative, state-of-the-art approaches. Our work shows that high-quality solutions of complex inventory management problems with non-stationary demand can be obtained with deep neural-network optimization approaches that directly account for inventory dynamics in their optimization process. As such, our research opens up new ways of efficiently managing complex, high-dimensional inventory dynamics.