2,921 research outputs found
Provably Good Solutions to the Knapsack Problem via Neural Networks of Bounded Size
The development of a satisfying and rigorous mathematical understanding of
the performance of neural networks is a major challenge in artificial
intelligence. Against this background, we study the expressive power of neural
networks through the example of the classical NP-hard Knapsack Problem. Our
main contribution is a class of recurrent neural networks (RNNs) with rectified
linear units that are iteratively applied to each item of a Knapsack instance
and thereby compute optimal or provably good solution values. We show that an
RNN of depth four and width depending quadratically on the profit of an optimum
Knapsack solution is sufficient to find optimum Knapsack solutions. We also
prove the following tradeoff between the size of an RNN and the quality of the
computed Knapsack solution: for Knapsack instances consisting of items, an
RNN of depth five and width computes a solution of value at least
times the optimum solution value. Our results
build upon a classical dynamic programming formulation of the Knapsack Problem
as well as a careful rounding of profit values that are also at the core of the
well-known fully polynomial-time approximation scheme for the Knapsack Problem.
A carefully conducted computational study qualitatively supports our
theoretical size bounds. Finally, we point out that our results can be
generalized to many other combinatorial optimization problems that admit
dynamic programming solution methods, such as various Shortest Path Problems,
the Longest Common Subsequence Problem, and the Traveling Salesperson Problem.Comment: A short version of this paper appears in the proceedings of AAAI 202
Fine-grained Search Space Classification for Hard Enumeration Variants of Subset Problems
We propose a simple, powerful, and flexible machine learning framework for
(i) reducing the search space of computationally difficult enumeration variants
of subset problems and (ii) augmenting existing state-of-the-art solvers with
informative cues arising from the input distribution. We instantiate our
framework for the problem of listing all maximum cliques in a graph, a central
problem in network analysis, data mining, and computational biology. We
demonstrate the practicality of our approach on real-world networks with
millions of vertices and edges by not only retaining all optimal solutions, but
also aggressively pruning the input instance size resulting in several fold
speedups of state-of-the-art algorithms. Finally, we explore the limits of
scalability and robustness of our proposed framework, suggesting that
supervised learning is viable for tackling NP-hard problems in practice.Comment: AAAI 201
Quantum computing for finance
Quantum computers are expected to surpass the computational capabilities of
classical computers and have a transformative impact on numerous industry
sectors. We present a comprehensive summary of the state of the art of quantum
computing for financial applications, with particular emphasis on stochastic
modeling, optimization, and machine learning. This Review is aimed at
physicists, so it outlines the classical techniques used by the financial
industry and discusses the potential advantages and limitations of quantum
techniques. Finally, we look at the challenges that physicists could help
tackle
Online Predictive Optimization Framework for Stochastic Demand-Responsive Transit Services
This study develops an online predictive optimization framework for
dynamically operating a transit service in an area of crowd movements. The
proposed framework integrates demand prediction and supply optimization to
periodically redesign the service routes based on recently observed demand. To
predict demand for the service, we use Quantile Regression to estimate the
marginal distribution of movement counts between each pair of serviced
locations. The framework then combines these marginals into a joint demand
distribution by constructing a Gaussian copula, which captures the structure of
correlation between the marginals. For supply optimization, we devise a linear
programming model, which simultaneously determines the route structure and the
service frequency according to the predicted demand. Importantly, our framework
both preserves the uncertainty structure of future demand and leverages this
for robust route optimization, while keeping both components decoupled. We
evaluate our framework using a real-world case study of autonomous mobility in
a university campus in Denmark. The results show that our framework often
obtains the ground truth optimal solution, and can outperform conventional
methods for route optimization, which do not leverage full predictive
distributions.Comment: 34 pages, 12 figures, 5 table
Hybridization of evolutionary algorithms and local search by means of a clustering method
This paper presents a hybrid evolutionary algorithm (EA) to solve nonlinear-regression problems. Although EAs have proven their ability to explore large search spaces, they are comparatively inefficient in fine tuning the solution. This drawback is usually avoided by means of local optimization algorithms that are applied to the individuals of the population. The algorithms that use local optimization procedures are usually called hybrid algorithms. On the other hand, it is well known that the clustering process enables the creation of groups (clusters) with mutually close points that hopefully correspond to relevant regions of attraction. Local-search procedures can then be started once in every such region. This paper proposes the combination of an EA, a clustering process, and a local-search procedure to the evolutionary design of product-units neural networks. In the methodology presented, only a few individuals are subject to local optimization. Moreover, the local optimization algorithm is only applied at specific stages of the evolutionary process. Our results show a favorable performance when the regression method proposed is compared to other standard methods
Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded
Decision trees usefully represent sparse, high dimensional and noisy data.
Having learned a function from this data, we may want to thereafter integrate
the function into a larger decision-making problem, e.g., for picking the best
chemical process catalyst. We study a large-scale, industrially-relevant
mixed-integer nonlinear nonconvex optimization problem involving both
gradient-boosted trees and penalty functions mitigating risk. This
mixed-integer optimization problem with convex penalty terms broadly applies to
optimizing pre-trained regression tree models. Decision makers may wish to
optimize discrete models to repurpose legacy predictive models, or they may
wish to optimize a discrete model that particularly well-represents a data set.
We develop several heuristic methods to find feasible solutions, and an exact,
branch-and-bound algorithm leveraging structural properties of the
gradient-boosted trees and penalty functions. We computationally test our
methods on concrete mixture design instance and a chemical catalysis industrial
instance
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