论文标题

精确组合优化的深度强化学习:学习分支

Deep Reinforcement Learning for Exact Combinatorial Optimization: Learning to Branch

论文作者

Zhang, Tianyu, Banitalebi-Dehkordi, Amin, Zhang, Yong

论文摘要

分支机构是一种系统的列举方法,用于组合优化,高度依赖于可变选择策略。最先进的手工启发式策略的推理时间相对较慢,而当前的机器学习方法需要大量的标记数据。我们提出了一种基于加固学习(RL)范式的组合优化中数据标记和推理潜伏期问题的新方法。我们使用模仿学习来引导RL代理,然后使用近端策略优化(PPO)进一步探索全球最佳动作。然后,一个值网络用于运行蒙特卡洛树搜索(MCT)以增强策略网络。我们评估了我们在四个不同类别的组合优化问题上的方法的性能,并表明我们的方法与最先进的机器学习和基于启发式方法的方法相比表现强劲。

Branch-and-bound is a systematic enumerative method for combinatorial optimization, where the performance highly relies on the variable selection strategy. State-of-the-art handcrafted heuristic strategies suffer from relatively slow inference time for each selection, while the current machine learning methods require a significant amount of labeled data. We propose a new approach for solving the data labeling and inference latency issues in combinatorial optimization based on the use of the reinforcement learning (RL) paradigm. We use imitation learning to bootstrap an RL agent and then use Proximal Policy Optimization (PPO) to further explore global optimal actions. Then, a value network is used to run Monte-Carlo tree search (MCTS) to enhance the policy network. We evaluate the performance of our method on four different categories of combinatorial optimization problems and show that our approach performs strongly compared to the state-of-the-art machine learning and heuristics based methods.

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