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1. Sample Complexity of Tree Search Configuration: Cutting Planes and Beyond

   Balcan, M.-F. ; Prasad, S. ; Sandholm, T. ; Vitercik, E. ( January 2021 , ArXivorg)

   null (Ed.)

   Cutting-plane methods have enabled remarkable successes in integer programming over the last few decades. State-of-the-art solvers integrate a myriad of cutting-plane techniques to speed up the underlying tree-search algorithm used to find optimal solutions. In this paper we prove the first guarantees for learning high-performing cut-selection policies tailored to the instance distribution at hand using samples. We first bound the sample complexity of learning cutting planes from the canonical family of Chvátal-Gomory cuts. Our bounds handle any number of waves of any number of cuts and are fine tuned to the magnitudes of the constraint coefficients. Next, we prove sample complexity bounds for more sophisticated cut selection policies that use a combination of scoring rules to choose from a family of cuts. Finally, beyond the realm of cutting planes for integer programming, we develop a general abstraction of tree search that captures key components such as node selection and variable selection. For this abstraction, we bound the sample complexity of learning a good policy for building the search tree. 

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2. Adaptive Discretization in Online Reinforcement Learning

   https://doi.org/10.1287/opre.2022.2396  

   Sinclair, Sean R. ; Banerjee, Siddhartha ; Yu, Christina Lee ( November 2022 , Operations Research)

   Discretization-based approaches to solving online reinforcement learning problems are studied extensively on applications such as resource allocation and cache management. The two major questions in designing discretization-based algorithms are how to create the discretization and when to refine it. There are several experimental results investigating heuristic approaches to these questions but little theoretical treatment. In this paper, we provide a unified theoretical analysis of model-free and model-based, tree-based adaptive hierarchical partitioning methods for online reinforcement learning. We show how our algorithms take advantage of inherent problem structure by providing guarantees that scale with respect to the “zooming” instead of the ambient dimension, an instance-dependent quantity measuring the benignness of the optimal [Formula: see text] function. Many applications in computing systems and operations research require algorithms that compete on three facets: low sample complexity, mild storage requirements, and low computational burden for policy evaluation and training. Our algorithms are easily adapted to operating constraints, and our theory provides explicit bounds across each of the three facets. Funding: This work is supported by funding from the National Science Foundation [Grants ECCS-1847393, DMS-1839346, CCF-1948256, and CNS-1955997] and the Army Research Laboratory [Grant W911NF-17-1-0094]. Supplemental Material: The online appendix is available at https://doi.org/10.1287/opre.2022.2396 . 

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3. Fast Sparse Decision Tree Optimization via Reference Ensembles

   https://doi.org/10.1609/aaai.v36i9.21194  

   McTavish, Hayden ; Zhong, Chudi ; Achermann, Reto ; Karimalis, Ilias ; Chen, Jacques ; Rudin, Cynthia ; Seltzer, Margo ( June 2022 , Proceedings of the AAAI Conference on Artificial Intelligence)

   Sparse decision tree optimization has been one of the most fundamental problems in AI since its inception and is a challenge at the core of interpretable machine learning. Sparse decision tree optimization is computationally hard, and despite steady effort since the 1960's, breakthroughs have been made on the problem only within the past few years, primarily on the problem of finding optimal sparse decision trees. However, current state-of-the-art algorithms often require impractical amounts of computation time and memory to find optimal or near-optimal trees for some real-world datasets, particularly those having several continuous-valued features. Given that the search spaces of these decision tree optimization problems are massive, can we practically hope to find a sparse decision tree that competes in accuracy with a black box machine learning model? We address this problem via smart guessing strategies that can be applied to any optimal branch-and-bound-based decision tree algorithm. The guesses come from knowledge gleaned from black box models. We show that by using these guesses, we can reduce the run time by multiple orders of magnitude while providing bounds on how far the resulting trees can deviate from the black box's accuracy and expressive power. Our approach enables guesses about how to bin continuous features, the size of the tree, and lower bounds on the error for the optimal decision tree. Our experiments show that in many cases we can rapidly construct sparse decision trees that match the accuracy of black box models. To summarize: when you are having trouble optimizing, just guess. 

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4. Learning Complexity of Simulated Annealing

   Blum, Avrim ; Dan, Chen ; Seddighin, Saeed ( January 2021 , Proeedings of the International Workshop on Artificial Intelligence and Statistics)

   null (Ed.)

   Simulated annealing is an effective and general means of optimization. It is in fact inspired by metallurgy, where the temperature of a material determines its behavior in thermodynamics. Likewise, in simulated annealing, the actions that the algorithm takes depend entirely on the value of a variable which captures the notion of temperature. Typically, simulated annealing starts with a high temperature, which makes the algorithm pretty unpredictable, and gradually cools the temperature down to become more stable. A key component that plays a crucial role in the performance of simulated annealing is the criteria under which the temperature changes namely, the cooling schedule. Motivated by this, we study the following question in this work: "Given enough samples to the instances of a specific class of optimization problems, can we design optimal (or approximately optimal) cooling schedules that minimize the runtime or maximize the success rate of the algorithm on average when the underlying problem is drawn uniformly at random from the same class?" We provide positive results both in terms of sample complexity and simulation complexity. For sample complexity, we show that O (m^1/2) samples suffice to find an approximately optimal cooling schedule of length m. We complement this result by giving a lower bound of Ω (m^1/3) on the sample complexity of any learning algorithm that provides an almost optimal cooling schedule. These results are general and rely on no assumption. For simulation complexity, however, we make additional assumptions to measure the success rate of an algorithm. To this end, we introduce the monotone stationary graph that models the performance of simulated annealing. Based on this model, we present polynomial time algorithms with provable guarantees for the learning problem. 

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5. Bilu-Linial Stability, Certified Algorithms and the Independent Set Problem

   Angelidakis, H ; Awasthi, P. ; Blum, A. ; Chatziafratis, V. ; Dan, C. ( September 2019 , 27th Annual European Symposium on Algorithms (ESA 2019))

   We study the classic Maximum Independent Set problem under the notion of stability introduced by Bilu and Linial (2010): a weighted instance of Independent Set is γ-stable if it has a unique optimal solution that remains the unique optimal solution under multiplicative perturbations of the weights by a factor of at most γ ≥ 1. The goal then is to efficiently recover this “pronounced” optimal solution exactly. In this work, we solve stable instances of Independent Set on several classes of graphs: we improve upon previous results by solving \tilde{O}(∆/sqrt(log ∆))-stable instances on graphs of maximum degree ∆, (k − 1)-stable instances on k-colorable graphs and (1 + ε)-stable instances on planar graphs (for any fixed ε > 0), using both combinatorial techniques as well as LPs and the Sherali-Adams hierarchy. For general graphs, we give an algorithm for (εn)-stable instances, for any fixed ε > 0, and lower bounds based on the planted clique conjecture. As a by-product of our techniques, we give algorithms as well as lower bounds for stable instances of Node Multiway Cut (a generalization of Edge Multiway Cut), by exploiting its connections to Vertex Cover. Furthermore, we prove a general structural result showing that the integrality gap of convex relaxations of several maximization problems reduces dramatically on stable instances. Moreover, we initiate the study of certified algorithms for Independent Set. The notion of a γ-certified algorithm was introduced very recently by Makarychev and Makarychev (2018) and it is a class of γ-approximation algorithms that satisfy one crucial property: the solution returned is optimal for a perturbation of the original instance, where perturbations are again multiplicative up to a factor of γ ≥ 1 (hence, such algorithms not only solve γ-stable instances optimally, but also have guarantees even on unstable instances). Here, we obtain ∆-certified algorithms for Independent Set on graphs of maximum degree ∆, and (1 + ε)-certified algorithms on planar graphs. Finally, we analyze the algorithm of Berman and Fürer (1994) and prove that it is a ((∆+1)/3 + ε)-certified algorithm for Independent Set on graphs of maximum degree ∆ where all weights are equal to 1. 

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