Multi-Task Predict-then-Optimize

The predict-then-optimize framework arises in a wide variety of applications where the unknown cost coefficients of an optimization problem are first predicted based on contextual features and then used to solve the problem. In this work, we extend the predict-then-optimize framework to a multi-task setting: contextual features must be used to predict cost coefficients of multiple optimization problems, possibly with different feasible regions, simultaneously. For instance, in a vehicle dispatch/routing application, features such as time-of-day, traffic, and weather must be used to predict travel times on the edges of a road network for multiple traveling salesperson problems that span different target locations and multiple s-t shortest path problems with different source-target pairs. We propose a set of methods for this setting, with the most sophisticated one drawing on advances in multi-task deep learning that enable information sharing between tasks for improved learning, particularly in the small-data regime. Our experiments demonstrate that multi-task predict-then-optimize methods provide good tradeoffs in performance among different tasks, particularly with less training data and more tasks

Regularization of persistent homology gradient computation

Persistent homology is a method for computing the topological features present in a given data. Recently, there has been much interest in the integration of persistent homology as a computational step in neural networks or deep learning. In order for a given computation to be integrated in such a way, the computation in question must be differentiable. Computing the gradients of persistent homology is an ill-posed inverse problem with infinitely many solutions. Consequently, it is important to perform regularization so that the solution obtained agrees with known priors. In this work we propose a novel method for regularizing persistent homology gradient computation through the addition of a grouping term. This has the effect of helping to ensure gradients are defined with respect to larger entities and not individual points

Regularization of persistent homology gradient computation

Persistent homology is a method for computing the topological features present in a given data. Recently, there has been much interest in the integration of persistent homology as a computational step in neural networks or deep learning. In order for a given computation to be integrated in such a way, the computation in question must be differentiable. Computing the gradients of persistent homology is an ill-posed inverse problem with infinitely many solutions. Consequently, it is important to perform regularization so that the solution obtained agrees with known priors. In this work we propose a novel method for regularizing persistent homology gradient computation through the addition of a grouping term. This has the effect of helping to ensure gradients are defined with respect to larger entities and not individual points