Related papers: Branch Ranking for Efficient Mixed-Integer Program…
In this paper, we describe a novel unsupervised learning scheme for accelerating the solution of a family of mixed integer programming (MIP) problems. Distinct substantially from existing learning-to-optimize methods, our proposal seeks to…
Besides training, mathematical optimization is also used in deep learning to model and solve formulations over trained neural networks for purposes such as verification, compression, and optimization with learned constraints. However,…
We propose a new learning to rank algorithm, named Weighted Margin-Rank Batch loss (WMRB), to extend the popular Weighted Approximate-Rank Pairwise loss (WARP). WMRB uses a new rank estimator and an efficient batch training algorithm. The…
Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…
Reinforcement learning (RL) with tree search has demonstrated superior performance in traditional reasoning tasks. Compared to conventional independent chain sampling strategies with outcome supervision, tree search enables better…
Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…
How to obtain an unbiased ranking model by learning to rank with biased user feedback is an important research question for IR. Existing work on unbiased learning to rank (ULTR) can be broadly categorized into two groups -- the studies on…
Cutting planes (cuts) are crucial for solving Mixed Integer Linear Programming (MILP) problems. Advanced MILP solvers typically rely on manually designed heuristic algorithms for cut selection, which require much expert experience and…
Reinforcement learning (RL) in recommendation systems offers the potential to optimize recommendations for long-term user engagement. However, the environment often involves large state and action spaces, which makes it hard to efficiently…
Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…
State-of-the-art branch and bound algorithms for mixed integer programming make use of special methods for making branching decisions. Strategies that have gained prominence include modern variants of so-called strong branching (Applegate,…
Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…
We propose a deep reinforcement learning (RL) method to learn large neighborhood search (LNS) policy for integer programming (IP). The RL policy is trained as the destroy operator to select a subset of variables at each step, which is…
This paper endeavors to augment the robustness of offline reinforcement learning (RL) in scenarios laden with heavy-tailed rewards, a prevalent circumstance in real-world applications. We propose two algorithmic frameworks, ROAM and ROOM,…
In this paper, we show how a resource allocation problem can be solved through Integer Linear Programming (ILP). A detailed illustrative example is presented, together with an exhaustive overview of the mathematical model. The size of the…
Sequential decision-making agents struggle with long horizon tasks, since solving them requires multi-step reasoning. Most reinforcement learning (RL) algorithms address this challenge by improved credit assignment, introducing memory…
In e-commerce platforms such as Amazon and TaoBao, ranking items in a search session is a typical multi-step decision-making problem. Learning to rank (LTR) methods have been widely applied to ranking problems. However, such methods often…
Learning a reward function from human preferences is challenging as it typically requires having a high-fidelity simulator or using expensive and potentially unsafe actual physical rollouts in the environment. However, in many tasks the…
With the aim of improving performance in Markov Decision Problem in an Off-Policy setting, we suggest taking inspiration from what is done in Offline Reinforcement Learning (RL). In Offline RL, it is a common practice during policy learning…
For almost two decades, mixed integer programming (MIP) solvers have used graph-based conflict analysis to learn from local infeasibilities during branch-and-bound search. In this paper, we improve MIP conflict analysis by instead using…