LGOct 17, 2022
Cluster Explanation via Polyhedral DescriptionsConnor Lawless, Oktay Gunluk
Clustering is an unsupervised learning problem that aims to partition unlabelled data points into groups with similar features. Traditional clustering algorithms provide limited insight into the groups they find as their main focus is accuracy and not the interpretability of the group assignments. This has spurred a recent line of work on explainable machine learning for clustering. In this paper we focus on the cluster description problem where, given a dataset and its partition into clusters, the task is to explain the clusters. We introduce a new approach to explain clusters by constructing polyhedra around each cluster while minimizing either the complexity of the resulting polyhedra or the number of features used in the description. We formulate the cluster description problem as an integer program and present a column generation approach to search over an exponential number of candidate half-spaces that can be used to build the polyhedra. To deal with large datasets, we introduce a novel grouping scheme that first forms smaller groups of data points and then builds the polyhedra around the grouped data, a strategy which out-performs simply sub-sampling data. Compared to state of the art cluster description algorithms, our approach is able to achieve competitive interpretability with improved description accuracy.
AIJul 29, 2024
OptiMUS-0.3: Using Large Language Models to Model and Solve Optimization Problems at ScaleAli AhmadiTeshnizi, Wenzhi Gao, Herman Brunborg et al.
Optimization problems are pervasive in sectors from manufacturing and distribution to healthcare. However, most such problems are still solved heuristically by hand rather than optimally by state-of-the-art solvers because the expertise required to formulate and solve these problems limits the widespread adoption of optimization tools and techniques. We introduce a Large Language Model (LLM)-based system designed to formulate and solve (mixed integer) linear programming problems from their natural language descriptions. Our system is capable of developing mathematical models, writing and debugging solver code, evaluating the generated solutions, and improving efficiency and correctness of its model and code based on these evaluations. OptiMUS-0.3 utilizes a modular structure to process problems, allowing it to handle problems with long descriptions and complex data without long prompts. Experiments demonstrate that OptiMUS-0.3 outperforms existing state-of-the-art methods on easy datasets by more than 22% and on hard datasets (including a new dataset, NLP4LP, released with this paper that features long and complex problems) by more than 24%.
LGNov 9, 2022
A Note on Task-Aware Loss via Reweighing Prediction Loss by Decision-RegretConnor Lawless, Angela Zhou
In this short technical note we propose a baseline for decision-aware learning for contextual linear optimization, which solves stochastic linear optimization when cost coefficients can be predicted based on context information. We propose a decision-aware version of predict-then-optimize. We reweigh the prediction error by the decision regret incurred by an (unweighted) pilot estimator of costs to obtain a decision-aware predictor, then optimize with cost predictions from the decision-aware predictor. This method can be motivated as a finite-difference, iterate-independent approximation of the gradients of previously proposed end-to-end learning algorithms; it is also consistent with previously suggested intuition for end-to-end learning. This baseline is computationally easy to implement with readily available reweighted prediction oracles and linear optimization, and can be implemented with convex optimization so long as the prediction error minimization is convex. Empirically, we demonstrate that this approach can lead to improvements over a "predict-then-optimize" framework for settings with misspecified models, and is competitive with other end-to-end approaches. Therefore, due to its simplicity and ease of use, we suggest it as a simple baseline for end-to-end and decision-aware learning.
AIFeb 20, 2025Code
EquivaMap: Leveraging LLMs for Automatic Equivalence Checking of Optimization FormulationsHaotian Zhai, Connor Lawless, Ellen Vitercik et al.
A fundamental problem in combinatorial optimization is identifying equivalent formulations. Despite the growing need for automated equivalence checks -- driven, for example, by optimization copilots, which generate problem formulations from natural language descriptions -- current approaches rely on simple heuristics that fail to reliably check formulation equivalence. Inspired by Karp reductions, in this work we introduce Quasi-Karp equivalence, a formal criterion for determining when two optimization formulations are equivalent based on the existence of a mapping between their decision variables. We propose EquivaMap, a framework that leverages large language models to automatically discover such mappings for scalable, reliable equivalence checking, with a verification stage that ensures mapped solutions preserve feasibility and optimality without additional solver calls. To evaluate our approach, we construct EquivaFormulation, the first open-source dataset of equivalent optimization formulations, generated by applying transformations such as adding slack variables or valid inequalities to existing formulations. Empirically, EquivaMap significantly outperforms existing methods, achieving substantial improvements in correctly identifying formulation equivalence.
OCSep 4, 2024
Fair Clustering with Minimum Representation ConstraintsConnor Lawless, Oktay Gunluk
Clustering is a well-studied unsupervised learning task that aims to partition data points into a number of clusters. In many applications, these clusters correspond to real-world constructs (e.g., electoral districts, playlists, TV channels), where a group (e.g., social or demographic) benefits only if it reaches a minimum level of representation in the cluster (e.g., 50% to elect their preferred candidate). In this paper, we study the k-means and k-medians clustering problems under the additional fairness constraint that each group must attain a minimum level of representation in at least a specified number of clusters. We formulate this problem as a mixed-integer (nonlinear) optimization problem and propose an alternating minimization algorithm, called MiniReL, to solve it. Although incorporating fairness constraints results in an NP-hard assignment problem within the MiniReL algorithm, we present several heuristic strategies that make the approach practical even for large datasets. Numerical results demonstrate that our method yields fair clusters without increasing clustering cost across standard benchmark datasets.
LGDec 16, 2024
LLMs for Cold-Start Cutting Plane Separator ConfigurationConnor Lawless, Yingxi Li, Anders Wikum et al.
Mixed integer linear programming (MILP) solvers expose hundreds of parameters that have an outsized impact on performance but are difficult to configure for all but expert users. Existing machine learning (ML) approaches require training on thousands of related instances, generalize poorly and can be difficult to integrate into existing solver workflows. We propose a large language model (LLM)-based framework that configures cutting plane separators using problem descriptions and solver-specific separator summaries. To reduce variance in LLM outputs, we introduce an ensembling strategy that clusters and aggregates candidate configurations into a small portfolio of high-performing configurations. Our method requires no custom solver interface, generates configurations in seconds via simple API calls, and requires solving only a small number of instances. Extensive experiments on standard synthetic and real-world MILPs show our approach matches or outperforms state-of-the-art configuration methods with a fraction of the data and computation.
LGFeb 22, 2025
Understanding Fixed Predictions via Confined RegionsConnor Lawless, Tsui-Wei Weng, Berk Ustun et al.
Machine learning models can assign fixed predictions that preclude individuals from changing their outcome. Existing approaches to audit fixed predictions do so on a pointwise basis, which requires access to an existing dataset of individuals and may fail to anticipate fixed predictions in out-of-sample data. This work presents a new paradigm to identify fixed predictions by finding confined regions of the feature space in which all individuals receive fixed predictions. This paradigm enables the certification of recourse for out-of-sample data, works in settings without representative datasets, and provides interpretable descriptions of individuals with fixed predictions. We develop a fast method to discover confined regions for linear classifiers using mixed-integer quadratically constrained programming. We conduct a comprehensive empirical study of confined regions across diverse applications. Our results highlight that existing pointwise verification methods fail to anticipate future individuals with fixed predictions, while our method both identifies them and provides an interpretable description.
LGFeb 6, 2023
Fair Minimum Representation ClusteringConnor Lawless, Oktay Gunluk
Clustering is an unsupervised learning task that aims to partition data into a set of clusters. In many applications, these clusters correspond to real-world constructs (e.g. electoral districts) whose benefit can only be attained by groups when they reach a minimum level of representation (e.g. 50\% to elect their desired candidate). This paper considers the problem of performing k-means clustering while ensuring groups (e.g. demographic groups) have that minimum level of representation in a specified number of clusters. We show that the popular $k$-means algorithm, Lloyd's algorithm, can result in unfair outcomes where certain groups lack sufficient representation past the minimum threshold in a proportional number of clusters. We formulate the problem through a mixed-integer optimization framework and present a variant of Lloyd's algorithm, called MiniReL, that directly incorporates the fairness constraints. We show that incorporating the fairness criteria leads to a NP-Hard sub-problem within Lloyd's algorithm, but we provide computational approaches that make the problem tractable for even large datasets. Numerical results show that the approach is able to create fairer clusters with practically no increase in the k-means clustering cost across standard benchmark datasets.
LGDec 10, 2021
Interpretable Clustering via Multi-Polytope MachinesConnor Lawless, Jayant Kalagnanam, Lam M. Nguyen et al.
Clustering is a popular unsupervised learning tool often used to discover groups within a larger population such as customer segments, or patient subtypes. However, despite its use as a tool for subgroup discovery and description - few state-of-the-art algorithms provide any rationale or description behind the clusters found. We propose a novel approach for interpretable clustering that both clusters data points and constructs polytopes around the discovered clusters to explain them. Our framework allows for additional constraints on the polytopes - including ensuring that the hyperplanes constructing the polytope are axis-parallel or sparse with integer coefficients. We formulate the problem of constructing clusters via polytopes as a Mixed-Integer Non-Linear Program (MINLP). To solve our formulation we propose a two phase approach where we first initialize clusters and polytopes using alternating minimization, and then use coordinate descent to boost clustering performance. We benchmark our approach on a suite of synthetic and real world clustering problems, where our algorithm outperforms state of the art interpretable and non-interpretable clustering algorithms.
LGNov 16, 2021
Interpretable and Fair Boolean Rule Sets via Column GenerationConnor Lawless, Sanjeeb Dash, Oktay Gunluk et al.
This paper considers the learning of Boolean rules in disjunctive normal form (DNF, OR-of-ANDs, equivalent to decision rule sets) as an interpretable model for classification. An integer program is formulated to optimally trade classification accuracy for rule simplicity. We also consider the fairness setting and extend the formulation to include explicit constraints on two different measures of classification parity: equality of opportunity and equalized odds. Column generation (CG) is used to efficiently search over an exponential number of candidate rules without the need for heuristic rule mining. To handle large data sets, we propose an approximate CG algorithm using randomization. Compared to three recently proposed alternatives, the CG algorithm dominates the accuracy-simplicity trade-off in 8 out of 16 data sets. When maximized for accuracy, CG is competitive with rule learners designed for this purpose, sometimes finding significantly simpler solutions that are no less accurate. Compared to other fair and interpretable classifiers, our method is able to find rule sets that meet stricter notions of fairness with a modest trade-off in accuracy.
LGJul 3, 2021
Fair Decision Rules for Binary ClassificationConnor Lawless, Oktay Gunluk
In recent years, machine learning has begun automating decision making in fields as varied as college admissions, credit lending, and criminal sentencing. The socially sensitive nature of some of these applications together with increasing regulatory constraints has necessitated the need for algorithms that are both fair and interpretable. In this paper we consider the problem of building Boolean rule sets in disjunctive normal form (DNF), an interpretable model for binary classification, subject to fairness constraints. We formulate the problem as an integer program that maximizes classification accuracy with explicit constraints on two different measures of classification parity: equality of opportunity and equalized odds. Column generation framework, with a novel formulation, is used to efficiently search over exponentially many possible rules. When combined with faster heuristics, our method can deal with large data-sets. Compared to other fair and interpretable classifiers, our method is able to find rule sets that meet stricter notions of fairness with a modest trade-off in accuracy.