JGraphT -- A Java library for graph data structures and algorithms

Mathematical software and graph-theoretical algorithmic packages to efficiently model, analyze and query graphs are crucial in an era where large-scale spatial, societal and economic network data are abundantly available. One such package is JGraphT, a programming library which contains very efficient and generic graph data-structures along with a large collection of state-of-the-art algorithms. The library is written in Java with stability, interoperability and performance in mind. A distinctive feature of this library is the ability to model vertices and edges as arbitrary objects, thereby permitting natural representations of many common networks including transportation, social and biological networks. Besides classic graph algorithms such as shortest-paths and spanning-tree algorithms, the library contains numerous advanced algorithms: graph and subgraph isomorphism; matching and flow problems; approximation algorithms for NP-hard problems such as independent set and TSP; and several more exotic algorithms such as Berge graph detection. Due to its versatility and generic design, JGraphT is currently used in large-scale commercial, non-commercial and academic research projects. In this work we describe in detail the design and underlying structure of the library, and discuss its most important features and algorithms. A computational study is conducted to evaluate the performance of JGraphT versus a number of similar libraries. Experiments on a large number of graphs over a variety of popular algorithms show that JGraphT is highly competitive with other established libraries such as NetworkX or the BGL.Comment: Major Revisio

On Correcting Inputs: Inverse Optimization for Online Structured Prediction

Algorithm designers typically assume that the input data is correct, and then proceed to find "optimal" or "sub-optimal" solutions using this input data. However this assumption of correct data does not always hold in practice, especially in the context of online learning systems where the objective is to learn appropriate feature weights given some training samples. Such scenarios necessitate the study of inverse optimization problems where one is given an input instance as well as a desired output and the task is to adjust the input data so that the given output is indeed optimal. Motivated by learning structured prediction models, in this paper we consider inverse optimization with a margin, i.e., we require the given output to be better than all other feasible outputs by a desired margin. We consider such inverse optimization problems for maximum weight matroid basis, matroid intersection, perfect matchings, minimum cost maximum flows, and shortest paths and derive the first known results for such problems with a non-zero margin. The effectiveness of these algorithmic approaches to online learning for structured prediction is also discussed.Comment: Conference version to appear in FSTTCS, 201

Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is first trained via a measure of predictive accuracy, and then its predictions are used as input into an optimization algorithm which produces a decision. However, the loss function used to train the model may easily be misaligned with the end goal, which is to make the best decisions possible. Hand-tuning the loss function to align with optimization is a difficult and error-prone process (which is often skipped entirely). We focus on combinatorial optimization problems and introduce a general framework for decision-focused learning, where the machine learning model is directly trained in conjunction with the optimization algorithm to produce high-quality decisions. Technically, our contribution is a means of integrating common classes of discrete optimization problems into deep learning or other predictive models, which are typically trained via gradient descent. The main idea is to use a continuous relaxation of the discrete problem to propagate gradients through the optimization procedure. We instantiate this framework for two broad classes of combinatorial problems: linear programs and submodular maximization. Experimental results across a variety of domains show that decision-focused learning often leads to improved optimization performance compared to traditional methods. We find that standard measures of accuracy are not a reliable proxy for a predictive model's utility in optimization, and our method's ability to specify the true goal as the model's training objective yields substantial dividends across a range of decision problems.Comment: Full version of paper accepted at AAAI 201