44,842 research outputs found
Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization
Creating impact in real-world settings requires artificial intelligence
techniques to span the full pipeline from data, to predictive models, to
decisions. These components are typically approached separately: a machine
learning model is first trained via a measure of predictive accuracy, and then
its predictions are used as input into an optimization algorithm which produces
a decision. However, the loss function used to train the model may easily be
misaligned with the end goal, which is to make the best decisions possible.
Hand-tuning the loss function to align with optimization is a difficult and
error-prone process (which is often skipped entirely).
We focus on combinatorial optimization problems and introduce a general
framework for decision-focused learning, where the machine learning model is
directly trained in conjunction with the optimization algorithm to produce
high-quality decisions. Technically, our contribution is a means of integrating
common classes of discrete optimization problems into deep learning or other
predictive models, which are typically trained via gradient descent. The main
idea is to use a continuous relaxation of the discrete problem to propagate
gradients through the optimization procedure. We instantiate this framework for
two broad classes of combinatorial problems: linear programs and submodular
maximization. Experimental results across a variety of domains show that
decision-focused learning often leads to improved optimization performance
compared to traditional methods. We find that standard measures of accuracy are
not a reliable proxy for a predictive model's utility in optimization, and our
method's ability to specify the true goal as the model's training objective
yields substantial dividends across a range of decision problems.Comment: Full version of paper accepted at AAAI 201
The Sampling-and-Learning Framework: A Statistical View of Evolutionary Algorithms
Evolutionary algorithms (EAs), a large class of general purpose optimization
algorithms inspired from the natural phenomena, are widely used in various
industrial optimizations and often show excellent performance. This paper
presents an attempt towards revealing their general power from a statistical
view of EAs. By summarizing a large range of EAs into the sampling-and-learning
framework, we show that the framework directly admits a general analysis on the
probable-absolute-approximate (PAA) query complexity. We particularly focus on
the framework with the learning subroutine being restricted as a binary
classification, which results in the sampling-and-classification (SAC)
algorithms. With the help of the learning theory, we obtain a general upper
bound on the PAA query complexity of SAC algorithms. We further compare SAC
algorithms with the uniform search in different situations. Under the
error-target independence condition, we show that SAC algorithms can achieve
polynomial speedup to the uniform search, but not super-polynomial speedup.
Under the one-side-error condition, we show that super-polynomial speedup can
be achieved. This work only touches the surface of the framework. Its power
under other conditions is still open
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