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Learning to Branch (1803.10150v2)

Published 27 Mar 2018 in cs.AI and cs.DS

Abstract: Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and nonconvex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction problems. Tree search algorithms recursively partition the search space to find an optimal solution. In order to keep the tree size small, it is crucial to carefully decide, when expanding a tree node, which question (typically variable) to branch on at that node in order to partition the remaining space. Numerous partitioning techniques (e.g., variable selection) have been proposed, but there is no theory describing which technique is optimal. We show how to use machine learning to determine an optimal weighting of any set of partitioning procedures for the instance distribution at hand using samples from the distribution. We provide the first sample complexity guarantees for tree search algorithm configuration. These guarantees bound the number of samples sufficient to ensure that the empirical performance of an algorithm over the samples nearly matches its expected performance on the unknown instance distribution. This thorough theoretical investigation naturally gives rise to our learning algorithm. Via experiments, we show that learning an optimal weighting of partitioning procedures can dramatically reduce tree size, and we prove that this reduction can even be exponential. Through theory and experiments, we show that learning to branch is both practical and hugely beneficial.

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Authors (4)
  1. Maria-Florina Balcan (87 papers)
  2. Travis Dick (21 papers)
  3. Tuomas Sandholm (119 papers)
  4. Ellen Vitercik (35 papers)
Citations (160)

Summary

  • The paper introduces a machine learning approach to optimize variable selection in tree search algorithms, reducing tree size and computational cost.
  • The study provides first-of-its-kind sample complexity guarantees that ensure robust generalization with a limited number of problem instances.
  • Empirical results demonstrate exponential reductions in tree size across diverse applications, outperforming traditional static branching methods.

An Expert Overview of "Learning to Branch"

The paper "Learning to Branch" explores a novel application of machine learning to optimize tree search algorithms, specifically focusing on the variable selection process within these algorithms. Tree search algorithms like branch-and-bound (B&B) are fundamental computational techniques used extensively in combinatorial and nonconvex optimization domains, including mixed integer programming (MIP) and constraint satisfaction problems (CSPs). These algorithms are pivotal in fields ranging from operations research to artificial intelligence.

Core Contributions and Methodology

The primary contribution of this paper is the development of a machine learning-based approach to determine the optimal parameters for variable selection, which significantly impacts the efficiency of tree search algorithms. The paper introduces a theoretical framework that leverages empirical risk minimization (ERM) to learn an optimal mixture of various heuristic-based scoring rules for branching. The authors provide the first ever sample complexity guarantees for configuring tree search algorithms, ensuring that with a sufficient number of problem instances, the learned branching strategy generalizes well to unseen instances.

The research presents a learning model wherein various partitioning techniques are optimally weighted through machine learning to reduce tree size in expectation. This reduces computational costs significantly, as evidenced by empirical results showing that the tree size reduction can be exponential under certain conditions.

Strong Numerical Results

The experimental section of the paper demonstrates that the learned branching strategies can outperform traditional static methods. The experiments were conducted across diverse domains, including combinatorial auctions, facility location, clustering, and linear separator learning. The results consistently show that adapting branching policies through learning results in more compact search trees, translating into faster problem-solving times.

Furthermore, the authors enhance the credibility of their approach by providing robust theoretical guarantees related to the sample complexity. They prove that a surprisingly small number of samples is sufficient to achieve strong learnability guarantees, with the sample complexity growing quadratically with the problem's variable size.

Theoretical and Practical Implications

From a theoretical standpoint, the paper's sample complexity results are a significant boon for algorithm designers. They indicate that complex tree search problems can be effectively managed with limited data, broadening the applicability of machine learning-driven solution approaches in such domains. Practically, the ability to automatically fine-tune tree search algorithms opens new avenues for automating complex industrial applications, where solving large-scale optimization problems is a routine necessity.

Future Directions and Speculation

Looking ahead, the implications of this research suggest several avenues for future exploration. One such area is the extension of the learning framework to cover real-time adaptation in dynamic environments, where problem characteristics may evolve rapidly. Another potential direction could involve exploring additional machine learning models that might offer competitive advantages over the current framework, potentially involving deep learning or reinforcement learning methods.

Additionally, while the current research focuses primarily on MIPs and CSPs, similar methodologies could be adapted for other computational tasks that involve decision trees or hierarchical planning frameworks.

Conclusion

"Learning to Branch" provides a compelling case for integrating machine learning techniques with classical algorithmic strategies to enhance the performance of tree search algorithms. Through rigorous theoretical backing and solid empirical evidence, the paper stands as a valuable resource for researchers aiming to enhance optimization techniques in the landscape of computational problem-solving. As advancements in AI continue to accelerate, such interdisciplinary approaches will likely become increasingly pivotal in shaping the future of optimization and decision-making methodologies.