A Survey on Reinforcement Learning for Combinatorial Optimization

This paper gives a detailed review of reinforcement learning in combinatorial optimization, introduces the history of combinatorial optimization starting in the 1960s, and compares it with the reinforcement learning algorithms in recent years. We explicitly look at a famous combinatorial problem known as the Traveling Salesperson Problem (TSP). We compare the approach of the modern reinforcement learning algorithms on TSP with an approach published in 1970. Then, we discuss the similarities between these algorithms and how the approach of reinforcement learning changes due to the evolution of machine learning techniques and computing power. We also mention the deep learning approach on the TSP, which is named Deep Reinforcement Learning. We argue that deep learning is a generic approach that can be integrated with traditional reinforcement learning algorithms and optimize the outcomes of the TSP.Comment: manuscript submitted to Management Scienc

An Incidence Geometry approach to Dictionary Learning

We study the Dictionary Learning (aka Sparse Coding) problem of obtaining a sparse representation of data points, by learning \emph{dictionary vectors} upon which the data points can be written as sparse linear combinations. We view this problem from a geometry perspective as the spanning set of a subspace arrangement, and focus on understanding the case when the underlying hypergraph of the subspace arrangement is specified. For this Fitted Dictionary Learning problem, we completely characterize the combinatorics of the associated subspace arrangements (i.e.\ their underlying hypergraphs). Specifically, a combinatorial rigidity-type theorem is proven for a type of geometric incidence system. The theorem characterizes the hypergraphs of subspace arrangements that generically yield (a) at least one dictionary (b) a locally unique dictionary (i.e.\ at most a finite number of isolated dictionaries) of the specified size. We are unaware of prior application of combinatorial rigidity techniques in the setting of Dictionary Learning, or even in machine learning. We also provide a systematic classification of problems related to Dictionary Learning together with various algorithms, their assumptions and performance

Faster quantum mixing for slowly evolving sequences of Markov chains

Markov chain methods are remarkably successful in computational physics, machine learning, and combinatorial optimization. The cost of such methods often reduces to the mixing time, i.e., the time required to reach the steady state of the Markov chain, which scales as $\delta^{-1}$, the inverse of the spectral gap. It has long been conjectured that quantum computers offer nearly generic quadratic improvements for mixing problems. However, except in special cases, quantum algorithms achieve a run-time of $\mathcal{O}(\sqrt{\delta^{-1}} \sqrt{N})$, which introduces a costly dependence on the Markov chain size $N,$ not present in the classical case. Here, we re-address the problem of mixing of Markov chains when these form a slowly evolving sequence. This setting is akin to the simulated annealing setting and is commonly encountered in physics, material sciences and machine learning. We provide a quantum memory-efficient algorithm with a run-time of $\mathcal{O}(\sqrt{\delta^{-1}} \sqrt[4]{N})$, neglecting logarithmic terms, which is an important improvement for large state spaces. Moreover, our algorithms output quantum encodings of distributions, which has advantages over classical outputs. Finally, we discuss the run-time bounds of mixing algorithms and show that, under certain assumptions, our algorithms are optimal.Comment: 20 pages, 2 figure