Related papers: USCO-Solver: Solving Undetermined Stochastic Combi…
A typical goal of research in combinatorial optimization is to come up with fast algorithms that find optimal solutions to a computational problem. The process that takes a real-world problem and extracts a clean mathematical abstraction of…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
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…
A general framework of unsupervised learning for combinatorial optimization (CO) is to train a neural network (NN) whose output gives a problem solution by directly optimizing the CO objective. Albeit with some advantages over traditional…
Using machine learning to solve combinatorial optimization (CO) problems is challenging, especially when the data is unlabeled. This work proposes an unsupervised learning framework for CO problems. Our framework follows a standard…
Mathematical solvers use parametrized Optimization Problems (OPs) as inputs to yield optimal decisions. In many real-world settings, some of these parameters are unknown or uncertain. Recent research focuses on predicting the value of these…
Combinatorial optimization assumes that all parameters of the optimization problem, e.g. the weights in the objective function is fixed. Often, these weights are mere estimates and increasingly machine learning techniques are used to for…
Neural Combinatorial Optimization aims to learn to solve a class of combinatorial problems through data-driven methods and notably through employing neural networks by learning the underlying distribution of problem instances. While, so far…
In unsupervised combinatorial optimization (UCO), during training, one aims to have continuous decisions that are promising in a probabilistic sense for each training instance, which enables end-to-end training on initially discrete and…
Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…
Neural solvers have demonstrated remarkable success in combinatorial optimization, often surpassing traditional heuristics in speed, solution quality, and generalization. However, their efficacy deteriorates significantly when confronted…
Decision-making problems can be modeled as combinatorial optimization problems with Constraint Programming formalisms such as Constrained Optimization Problems. However, few Constraint Programming formalisms can deal with both optimization…
Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…
Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…
Combinatorial Optimization (CO) encompasses a wide range of problems that arise in many real-world scenarios. While significant progress has been made in developing learning-based methods for specialized CO problems, a unified model with a…
Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…
It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…
We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…
When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…
In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…