Kenshin Abe

Kenshin Abe, Yunzhuo Wang, Shuhei Watanabe

Tree-structured Parzen estimator (TPE) is a versatile hyperparameter optimization (HPO) method supported by popular HPO tools. Since these HPO tools have been developed in line with the trend of deep learning (DL), the problem setups often used in the DL domain have been discussed for TPE such as multi-objective optimization and multi-fidelity optimization. However, the practical applications of HPO are not limited to DL, and black-box combinatorial optimization is actively utilized in some domains, e.g., chemistry and biology. As combinatorial optimization has been an untouched, yet very important, topic in TPE, we propose an efficient combinatorial optimization algorithm for TPE. In this paper, we first generalize the categorical kernel with the numerical kernel in TPE, enabling us to introduce a distance structure to the categorical kernel. Then we discuss modifications for the newly developed kernel to handle a large combinatorial search space. These modifications reduce the time complexity of the kernel calculation with respect to the size of a combinatorial search space. In the experiments using synthetic problems, we verified that our proposed method identifies better solutions with fewer evaluations than the original TPE. Our algorithm is available in Optuna, an open-source framework for HPO.

Kenshin Abe, Takanori Maehara, Issei Sato

We study the problem of modeling a binary operation that satisfies some algebraic requirements. We first construct a neural network architecture for Abelian group operations and derive a universal approximation property. Then, we extend it to Abelian semigroup operations using the characterization of associative symmetric polynomials. Both models take advantage of the analytic invertibility of invertible neural networks. For each case, by repeating the binary operations, we can represent a function for multiset input thanks to the algebraic structure. Naturally, our multiset architecture has size-generalization ability, which has not been obtained in existing methods. Further, we present modeling the Abelian group operation itself is useful in a word analogy task. We train our models over fixed word embeddings and demonstrate improved performance over the original word2vec and another naive learning method.

Kenshin Abe, Zijian Xu, Issei Sato et al.

There have been increasing challenges to solve combinatorial optimization problems by machine learning. Khalil et al. proposed an end-to-end reinforcement learning framework, S2V-DQN, which automatically learns graph embeddings to construct solutions to a wide range of problems. To improve the generalization ability of their Q-learning method, we propose a novel learning strategy based on AlphaGo Zero which is a Go engine that achieved a superhuman level without the domain knowledge of the game. Our framework is redesigned for combinatorial problems, where the final reward might take any real number instead of a binary response, win/lose. In experiments conducted for five kinds of NP-hard problems including {\sc MinimumVertexCover} and {\sc MaxCut}, our method is shown to generalize better to various graphs than S2V-DQN. Furthermore, our method can be combined with recently-developed graph neural network (GNN) models such as the \emph{Graph Isomorphism Network}, resulting in even better performance. This experiment also gives an interesting insight into a suitable choice of GNN models for each task.