Aaron Ferber

Taoan Huang, Aaron Ferber, Yuandong Tian et al.

Integer Linear Programs (ILPs) are powerful tools for modeling and solving a large number of combinatorial optimization problems. Recently, it has been shown that Large Neighborhood Search (LNS), as a heuristic algorithm, can find high quality solutions to ILPs faster than Branch and Bound. However, how to find the right heuristics to maximize the performance of LNS remains an open problem. In this paper, we propose a novel approach, CL-LNS, that delivers state-of-the-art anytime performance on several ILP benchmarks measured by metrics including the primal gap, the primal integral, survival rates and the best performing rate. Specifically, CL-LNS collects positive and negative solution samples from an expert heuristic that is slow to compute and learns a new one with a contrastive loss. We use graph attention networks and a richer set of features to further improve its performance.

Arman Zharmagambetov, Brandon Amos, Aaron Ferber et al.

Recent works in learning-integrated optimization have shown promise in settings where the optimization problem is only partially observed or where general-purpose optimizers perform poorly without expert tuning. By learning an optimizer $\mathbf{g}$ to tackle these challenging problems with $f$ as the objective, the optimization process can be substantially accelerated by leveraging past experience. The optimizer can be trained with supervision from known optimal solutions or implicitly by optimizing the compound function $f\circ \mathbf{g}$. The implicit approach may not require optimal solutions as labels and is capable of handling problem uncertainty; however, it is slow to train and deploy due to frequent calls to optimizer $\mathbf{g}$ during both training and testing. The training is further challenged by sparse gradients of $\mathbf{g}$, especially for combinatorial solvers. To address these challenges, we propose using a smooth and learnable Landscape Surrogate $M$ as a replacement for $f\circ \mathbf{g}$. This surrogate, learnable by neural networks, can be computed faster than the solver $\mathbf{g}$, provides dense and smooth gradients during training, can generalize to unseen optimization problems, and is efficiently learned via alternating optimization. We test our approach on both synthetic problems, including shortest path and multidimensional knapsack, and real-world problems such as portfolio optimization, achieving comparable or superior objective values compared to state-of-the-art baselines while reducing the number of calls to $\mathbf{g}$. Notably, our approach outperforms existing methods for computationally expensive high-dimensional problems.

Aaron Ferber, Taoan Huang, Daochen Zha et al.

Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose $\textbf{SurCo}$ that learns linear $\underline{\text{Sur}}$rogate costs which can be used in existing $\underline{\text{Co}}$mbinatorial solvers to output good solutions to the original nonlinear combinatorial optimization problem. The surrogate costs are learned end-to-end with nonlinear loss by differentiating through the linear surrogate solver, combining the flexibility of gradient-based methods with the structure of linear combinatorial optimization. We propose three $\texttt{SurCo}$ variants: $\texttt{SurCo}-\texttt{zero}$ for individual nonlinear problems, $\texttt{SurCo}-\texttt{prior}$ for problem distributions, and $\texttt{SurCo}-\texttt{hybrid}$ to combine both distribution and problem-specific information. We give theoretical intuition motivating $\texttt{SurCo}$, and evaluate it empirically. Experiments show that $\texttt{SurCo}$ finds better solutions faster than state-of-the-art and domain expert approaches in real-world optimization problems such as embedding table sharding, inverse photonic design, and nonlinear route planning.

Taoan Huang, Aaron Ferber, Yuandong Tian et al.

Large Neighborhood Search (LNS) is a popular heuristic algorithm for solving combinatorial optimization problems (COP). It starts with an initial solution to the problem and iteratively improves it by searching a large neighborhood around the current best solution. LNS relies on heuristics to select neighborhoods to search in. In this paper, we focus on designing effective and efficient heuristics in LNS for integer linear programs (ILP) since a wide range of COPs can be represented as ILPs. Local Branching (LB) is a heuristic that selects the neighborhood that leads to the largest improvement over the current solution in each iteration of LNS. LB is often slow since it needs to solve an ILP of the same size as input. Our proposed heuristics, LB-RELAX and its variants, use the linear programming relaxation of LB to select neighborhoods. Empirically, LB-RELAX and its variants compute as effective neighborhoods as LB but run faster. They achieve state-of-the-art anytime performance on several ILP benchmarks.

Aaron Ferber, Arman Zharmagambetov, Taoan Huang et al.

Deep generative models like GAN and VAE have shown impressive results in generating unconstrained objects like images. However, many design settings arising in industrial design, material science, computer graphics and more require that the generated objects satisfy hard combinatorial constraints or meet objectives in addition to modeling a data distribution. To address this, we propose GenCO, a generative framework that guarantees constraint satisfaction throughout training by leveraging differentiable combinatorial solvers to enforce feasibility. GenCO imposes the generative loss on provably feasible solutions rather than intermediate soft solutions, meaning that the deep generative network can focus on ensuring the generated objects match the data distribution without having to also capture feasibility. This shift enables practitioners to enforce hard constraints on the generated outputs during end-to-end training, enabling assessments of their feasibility and introducing additional combinatorial loss components to deep generative training. We demonstrate the effectiveness of our approach on a variety of generative combinatorial tasks, including game level generation, map creation for path planning, and photonic device design, consistently demonstrating its capability to yield diverse, high-quality solutions that verifiably adhere to user-specified combinatorial properties.

Brendan Hogan Rappazzo, Yingheng Wang, Aaron Ferber et al.

The ability to form, retrieve, and reason about memories in response to stimuli serves as the cornerstone for general intelligence - shaping entities capable of learning, adaptation, and intuitive insight. Large Language Models (LLMs) have proven their ability, given the proper memories or context, to reason and respond meaningfully to stimuli. However, they are still unable to optimally encode, store, and retrieve memories - the ability to do this would unlock their full ability to operate as AI agents, and to specialize to niche domains. To remedy this, one promising area of research is Retrieval Augmented Generation (RAG), which aims to augment LLMs by providing them with rich in-context examples and information. In question-answering (QA) applications, RAG methods embed the text of interest in chunks, and retrieve the most relevant chunks for a prompt using text embeddings. Motivated by human memory encoding and retrieval, we aim to improve over standard RAG methods by generating and encoding higher-level information and tagging the chunks by their utility to answer questions. We introduce Graphical Eigen Memories For Retrieval Augmented Generation (GEM-RAG). GEM-RAG works by tagging each chunk of text in a given text corpus with LLM generated ``utility'' questions, connecting chunks in a graph based on the similarity of both their text and utility questions, and then using the eigendecomposition of the memory graph to build higher level summary nodes that capture the main themes of the text. We evaluate GEM-RAG, using both UnifiedQA and GPT-3.5 Turbo as the LLMs, with SBERT, and OpenAI's text encoders on two standard QA tasks, showing that GEM-RAG outperforms other state-of-the-art RAG methods on these tasks. We also discuss the implications of having a robust RAG system and future directions.

Brendan Hogan Rappazzo, Aaron Ferber, Carla Gomes

Modern neural network classifiers achieve remarkable performance across a variety of tasks; however, they frequently exhibit overconfidence in their predictions due to the cross-entropy loss. Inspired by this problem, we propose the \textbf{Cr}i\textbf{t}ic Loss for Image \textbf{Cl}assification (CrtCl, pronounced Critical). CrtCl formulates image classification training in a generator-critic framework, with a base classifier acting as a generator, and a correctness critic imposing a loss on the classifier. The base classifier, acting as the generator, given images, generates the probability distribution over classes and intermediate embeddings. The critic model, given the image, intermediate embeddings, and output predictions of the base model, predicts the probability that the base model has produced the correct classification, which then can be back propagated as a self supervision signal. Notably, the critic does not use the label as input, meaning that the critic can train the base model on both labeled and unlabeled data in semi-supervised learning settings. CrtCl represents a learned loss method for accuracy, alleviating the negative side effects of using cross-entropy loss. Additionally, CrtCl provides a powerful way to select data to be labeled in an active learning setting, by estimating the classification ability of the base model on unlabeled data. We study the effectiveness of CrtCl in low-labeled data regimes, and in the context of active learning. In classification, we find that CrtCl, compared to recent baselines, increases classifier generalization and calibration with various amounts of labeled data. In active learning, we show our method outperforms baselines in accuracy and calibration. We observe consistent results across three image classification datasets.

Lingkai Kong, Yuanqi Du, Wenhao Mu et al.

Addressing real-world optimization problems becomes particularly challenging when analytic objective functions or constraints are unavailable. While numerous studies have addressed the issue of unknown objectives, limited research has focused on scenarios where feasibility constraints are not given explicitly. Overlooking these constraints can lead to spurious solutions that are unrealistic in practice. To deal with such unknown constraints, we propose to perform optimization within the data manifold using diffusion models. To constrain the optimization process to the data manifold, we reformulate the original optimization problem as a sampling problem from the product of the Boltzmann distribution defined by the objective function and the data distribution learned by the diffusion model. Depending on the differentiability of the objective function, we propose two different sampling methods. For differentiable objectives, we propose a two-stage framework that begins with a guided diffusion process for warm-up, followed by a Langevin dynamics stage for further correction. For non-differentiable objectives, we propose an iterative importance sampling strategy using the diffusion model as the proposal distribution. Comprehensive experiments on a synthetic dataset, six real-world black-box optimization datasets, and a multi-objective molecule optimization dataset show that our method achieves better or comparable performance with previous state-of-the-art baselines.

Augustin Parjadis, Quentin Cappart, Bistra Dilkina et al.

Lagrangian relaxation is a versatile mathematical technique employed to relax constraints in an optimization problem, enabling the generation of dual bounds to prove the optimality of feasible solutions and the design of efficient propagators in constraint programming (such as the weighted circuit constraint). However, the conventional process of deriving Lagrangian multipliers (e.g., using subgradient methods) is often computationally intensive, limiting its practicality for large-scale or time-sensitive problems. To address this challenge, we propose an innovative unsupervised learning approach that harnesses the capabilities of graph neural networks to exploit the problem structure, aiming to generate accurate Lagrangian multipliers efficiently. We apply this technique to the well-known Held-Karp Lagrangian relaxation for the travelling salesman problem. The core idea is to predict accurate Lagrangian multipliers and to employ them as a warm start for generating Held-Karp relaxation bounds. These bounds are subsequently utilized to enhance the filtering process carried out by branch-and-bound algorithms. In contrast to much of the existing literature, which primarily focuses on finding feasible solutions, our approach operates on the dual side, demonstrating that learning can also accelerate the proof of optimality. We conduct experiments across various distributions of the metric travelling salesman problem, considering instances with up to 200 cities. The results illustrate that our approach can improve the filtering level of the weighted circuit global constraint, reduce the optimality gap by a factor two for unsolved instances up to a timeout, and reduce the execution time for solved instances by 10%.

Brendan Hogan, Anmol Kabra, Felipe Siqueira Pacheco et al.

Trust and interpretability are crucial for the use of Artificial Intelligence (AI) in scientific research, but current models often operate as black boxes offering limited transparency and justifications for their outputs. We introduce AiSciVision, a framework that specializes Large Multimodal Models (LMMs) into interactive research partners and classification models for image classification tasks in niche scientific domains. Our framework uses two key components: (1) Visual Retrieval-Augmented Generation (VisRAG) and (2) domain-specific tools utilized in an agentic workflow. To classify a target image, AiSciVision first retrieves the most similar positive and negative labeled images as context for the LMM. Then the LMM agent actively selects and applies tools to manipulate and inspect the target image over multiple rounds, refining its analysis before making a final prediction. These VisRAG and tooling components are designed to mirror the processes of domain experts, as humans often compare new data to similar examples and use specialized tools to manipulate and inspect images before arriving at a conclusion. Each inference produces both a prediction and a natural language transcript detailing the reasoning and tool usage that led to the prediction. We evaluate AiSciVision on three real-world scientific image classification datasets: detecting the presence of aquaculture ponds, diseased eelgrass, and solar panels. Across these datasets, our method outperforms fully supervised models in low and full-labeled data settings. AiSciVision is actively deployed in real-world use, specifically for aquaculture research, through a dedicated web application that displays and allows the expert users to converse with the transcripts. This work represents a crucial step toward AI systems that are both interpretable and effective, advancing their use in scientific research and scientific discovery.

Aaron Ferber, Jialin Song, Bistra Dilkina et al.

We propose a machine learning approach for quickly solving Mixed Integer Programs (MIP) by learning to prioritize a set of decision variables, which we call pseudo-backdoors, for branching that results in faster solution times. Learning-based approaches have seen success in the area of solving combinatorial optimization problems by being able to flexibly leverage common structures in a given distribution of problems. Our approach takes inspiration from the concept of strong backdoors, which corresponds to a small set of variables such that only branching on these variables yields an optimal integral solution and a proof of optimality. Our notion of pseudo-backdoors corresponds to a small set of variables such that only branching on them leads to faster solve time (which can be solver dependent). A key advantage of pseudo-backdoors over strong backdoors is that they are much amenable to data-driven identification or prediction. Our proposed method learns to estimate the solver performance of a proposed pseudo-backdoor, using a labeled dataset collected on a set of training MIP instances. This model can then be used to identify high-quality pseudo-backdoors on new MIP instances from the same distribution. We evaluate our method on the generalized independent set problems and find that our approach can efficiently identify high-quality pseudo-backdoors. In addition, we compare our learned approach against Gurobi, a state-of-the-art MIP solver, demonstrating that our method can be used to improve solver performance.

Aaron Ferber, Bryan Wilder, Bistra Dilkina et al.

Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused learning explicitly integrates the downstream decision problem when training the predictive model, in order to optimize the quality of decisions induced by the predictions. It has been successfully applied to several limited combinatorial problem classes, such as those that can be expressed as linear programs (LP), and submodular optimization. However, these previous applications have uniformly focused on problems from specific classes with simple constraints. Here, we enable decision-focused learning for the broad class of problems that can be encoded as a Mixed Integer Linear Program (MIP), hence supporting arbitrary linear constraints over discrete and continuous variables. We show how to differentiate through a MIP by employing a cutting planes solution approach, which is an exact algorithm that iteratively adds constraints to a continuous relaxation of the problem until an integral solution is found. We evaluate our new end-to-end approach on several real world domains and show that it outperforms the standard two phase approaches that treat prediction and prescription separately, as well as a baseline approach of simply applying decision-focused learning to the LP relaxation of the MIP.