Learning Multi-Stage Sparsification for Maximum Clique Enumeration

We propose a multi-stage learning approach for pruning the search space of maximum clique enumeration, a fundamental computationally difficult problem arising in various network analysis tasks. In each stage, our approach learns the characteristics of vertices in terms of various neighborhood features and leverage them to prune the set of vertices that are likely not contained in any maximum clique. Furthermore, we demonstrate that our approach is domain independent -- the same small set of features works well on graph instances from different domain. Compared to the state-of-the-art heuristics and preprocessing strategies, the advantages of our approach are that (i) it does not require any estimate on the maximum clique size at runtime and (ii) we demonstrate it to be effective also for dense graphs. In particular, for dense graphs, we typically prune around 30 \% of the vertices resulting in speedups of up to 53 times for state-of-the-art solvers while generally preserving the size of the maximum clique (though some maximum cliques may be lost). For large real-world sparse graphs, we routinely prune over 99 \% of the vertices resulting in several tenfold speedups at best, typically with no impact on solution quality.Comment: Appeared at the Data Science Meets Optimization Workshop (DSO) at IJCAI'1

Generalization of Machine Learning for Problem Reduction: A Case Study on Travelling Salesman Problems

Combinatorial optimization plays an important role in real-world problem solving. In the big data era, the dimensionality of a combinatorial optimization problem is usually very large, which poses a significant challenge to existing solution methods. In this paper, we examine the generalization capability of a machine learning model for problem reduction on the classic travelling salesman problems (TSP). We demonstrate that our method can greedily remove decision variables from an optimization problem that are predicted not to be part of an optimal solution. More specifically, we investigate our model's capability to generalize on test instances that have not been seen during the training phase. We consider three scenarios where training and test instances are different in terms of: 1) problem characteristics; 2) problem sizes; and 3) problem types. Our experiments show that this machine learning based technique can generalize reasonably well over a wide range of TSP test instances with different characteristics or sizes. While the accuracy of predicting unused variables naturally deteriorates as a test instance is further away from the training set, we observe that even when tested on a different TSP problem variant, the machine learning model still makes useful predictions about which variables can be eliminated without significantly impacting solution quality.Comment: Published as a regular article at OR Spectrum (https://rdcu.be/b6ECv

Learning fine-grained search space pruning and heuristics for combinatorial optimization

Combinatorial optimization problems arise in a wide range of applications from diverse domains. Many of these problems are NP-hard and designing efficient heuristics for them requires considerable time and experimentation. On the other hand, the number of optimization problems in the industry continues to grow. In recent years, machine learning techniques have been explored to address this gap. We propose a framework for leveraging machine learning techniques to scale-up exact combinatorial optimization algorithms. In contrast to the existing approaches based on deep-learning, reinforcement learning and restricted Boltzmann machines that attempt to directly learn the output of the optimization problem from its input (with limited success), our framework learns the relatively simpler task of pruning the elements in order to reduce the size of the problem instances. In addition, our framework uses only interpretable learning models based on intuitive features and thus the learning process provides deeper insights into the optimization problem and the instance class, that can be used for designing better heuristics. For the classical maximum clique enumeration problem, we show that our framework can prune a large fraction of the input graph (around 99 % of nodes in case of sparse graphs) and still detect almost all of the maximum cliques. This results in several fold speedups of state-of-the-art algorithms. Furthermore, the model used in our framework highlights that the chi-squared value of neighborhood degree has a statistically significant correlation with the presence of a node in a maximum clique, particularly in dense graphs which constitute a significant challenge for modern solvers. We leverage this insight to design a novel heuristic for this problem outperforming the state-of-the-art. Our heuristic is also of independent interest for maximum clique detection and enumeration.Comment: Integrates three works which appeared at AAAI'19 [arXiv:1902.08455], the DSO workshop at IJCAI'19 [arXiv:1910.00517] and CIKM'1