Learning optimization models in the presence of unknown relations

In a sequential auction with multiple bidding agents, it is highly challenging to determine the ordering of the items to sell in order to maximize the revenue due to the fact that the autonomy and private information of the agents heavily influence the outcome of the auction. The main contribution of this paper is two-fold. First, we demonstrate how to apply machine learning techniques to solve the optimal ordering problem in sequential auctions. We learn regression models from historical auctions, which are subsequently used to predict the expected value of orderings for new auctions. Given the learned models, we propose two types of optimization methods: a black-box best-first search approach, and a novel white-box approach that maps learned models to integer linear programs (ILP) which can then be solved by any ILP-solver. Although the studied auction design problem is hard, our proposed optimization methods obtain good orderings with high revenues. Our second main contribution is the insight that the internal structure of regression models can be efficiently evaluated inside an ILP solver for optimization purposes. To this end, we provide efficient encodings of regression trees and linear regression models as ILP constraints. This new way of using learned models for optimization is promising. As the experimental results show, it significantly outperforms the black-box best-first search in nearly all settings.Comment: 37 pages. Working pape

Human in the Loop: Interactive Passive Automata Learning via Evidence-Driven State-Merging Algorithms

We present an interactive version of an evidence-driven state-merging (EDSM) algorithm for learning variants of finite state automata. Learning these automata often amounts to recovering or reverse engineering the model generating the data despite noisy, incomplete, or imperfectly sampled data sources rather than optimizing a purely numeric target function. Domain expertise and human knowledge about the target domain can guide this process, and typically is captured in parameter settings. Often, domain expertise is subconscious and not expressed explicitly. Directly interacting with the learning algorithm makes it easier to utilize this knowledge effectively.Comment: 4 pages, presented at the Human in the Loop workshop at ICML 201

Merging partially labelled trees: hardness and a declarative programming solution

International audienceIntraspecific studies often make use of haplotype networks instead of gene genealogies to represent the evolution of a set of genes. Cassens et al. proposed one such network reconstruction method, based on the global maximum parsimony principle, which was later recast by the first author of the present work as the problem of finding a minimum common supergraph of a set of t partially labelled trees. Although algorithms were proposed for solving the problem on two graphs, the complexity of the general problem remains unknown. In this paper, we show that the corresponding decision problem is NP-complete for t = 3. We then propose a declarative programming approach to solving the problem to optimality in practice, as well as a heuristic approach, both based on the IDP system, and assess the performance of both methods on randomly generated data