End-to-End Game-Focused Learning of Adversary Behavior in Security Games

Stackelberg security games are a critical tool for maximizing the utility of limited defense resources to protect important targets from an intelligent adversary. Motivated by green security, where the defender may only observe an adversary's response to defense on a limited set of targets, we study the problem of learning a defense that generalizes well to a new set of targets with novel feature values and combinations. Traditionally, this problem has been addressed via a two-stage approach where an adversary model is trained to maximize predictive accuracy without considering the defender's optimization problem. We develop an end-to-end game-focused approach, where the adversary model is trained to maximize a surrogate for the defender's expected utility. We show both in theory and experimental results that our game-focused approach achieves higher defender expected utility than the two-stage alternative when there is limited data.Comment: Appeared at AAAI 202

MIPaaL: Mixed Integer Program as a Layer

Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused learning explicitly integrates the downstream decision problem when training the predictive model, in order to optimize the quality of decisions induced by the predictions. It has been successfully applied to several limited combinatorial problem classes, such as those that can be expressed as linear programs (LP), and submodular optimization. However, these previous applications have uniformly focused on problems from specific classes with simple constraints. Here, we enable decision-focused learning for the broad class of problems that can be encoded as a Mixed Integer Linear Program (MIP), hence supporting arbitrary linear constraints over discrete and continuous variables. We show how to differentiate through a MIP by employing a cutting planes solution approach, which is an exact algorithm that iteratively adds constraints to a continuous relaxation of the problem until an integral solution is found. We evaluate our new end-to-end approach on several real world domains and show that it outperforms the standard two phase approaches that treat prediction and prescription separately, as well as a baseline approach of simply applying decision-focused learning to the LP relaxation of the MIP

Balanced Order Batching with Task-Oriented Graph Clustering

Balanced order batching problem (BOBP) arises from the process of warehouse picking in Cainiao, the largest logistics platform in China. Batching orders together in the picking process to form a single picking route, reduces travel distance. The reason for its importance is that order picking is a labor intensive process and, by using good batching methods, substantial savings can be obtained. The BOBP is a NP-hard combinational optimization problem and designing a good problem-specific heuristic under the quasi-real-time system response requirement is non-trivial. In this paper, rather than designing heuristics, we propose an end-to-end learning and optimization framework named Balanced Task-orientated Graph Clustering Network (BTOGCN) to solve the BOBP by reducing it to balanced graph clustering optimization problem. In BTOGCN, a task-oriented estimator network is introduced to guide the type-aware heterogeneous graph clustering networks to find a better clustering result related to the BOBP objective. Through comprehensive experiments on single-graph and multi-graphs, we show: 1) our balanced task-oriented graph clustering network can directly utilize the guidance of target signal and outperforms the two-stage deep embedding and deep clustering method; 2) our method obtains an average 4.57m and 0.13m picking distance ("m" is the abbreviation of the meter (the SI base unit of length)) reduction than the expert-designed algorithm on single and multi-graph set and has a good generalization ability to apply in practical scenario.Comment: 10 pages, 6 figure