Olivier Goudet

Thomas Landais, Olivier Goudet, Adrien Goëffon et al.

Combinatorial black-box optimization in high-dimensional settings demands a careful trade-off between exploiting promising regions of the search space and preserving sufficient exploration to identify multiple optima. Although Estimation-of-Distribution Algorithms (EDAs) provide a powerful model-based framework, they often concentrate on a single region of interest, which may result in premature convergence when facing complex or multimodal objective landscapes. In this work, we incorporate the Stein operator to introduce a repulsive mechanism among particles in the parameter space, thereby encouraging the population to disperse and jointly explore several modes of the fitness landscape. Empirical evaluations across diverse benchmark problems show that the proposed method achieves performance competitive with, and in several cases superior to, leading state-of-the-art approaches, particularly on large-scale instances. These findings highlight the potential of Stein variational gradient descent as a promising direction for addressing large, computationally expensive, discrete black-box optimization problems.

Cyril Grelier, Olivier Goudet, Jin-Kao Hao

This work investigates the Monte Carlo Tree Search (MCTS) method combined with dedicated heuristics for solving the Weighted Vertex Coloring Problem. In addition to the basic MCTS algorithm, we study several MCTS variants where the conventional random simulation is replaced by other simulation strategies including greedy and local search heuristics. We conduct experiments on well-known benchmark instances to assess these combined MCTS variants. We provide empirical evidence to shed light on the advantages and limits of each simulation strategy. This is an extension of the work of Grelier and al. presented at EvoCOP2022.

Diviyan Kalainathan, Olivier Goudet

This paper presents a new open source Python framework for causal discovery from observational data and domain background knowledge, aimed at causal graph and causal mechanism modeling. The 'cdt' package implements the end-to-end approach, recovering the direct dependencies (the skeleton of the causal graph) and the causal relationships between variables. It includes algorithms from the 'Bnlearn' and 'Pcalg' packages, together with algorithms for pairwise causal discovery such as ANM. 'cdt' is available under the MIT License at https://github.com/Diviyan-Kalainathan/CausalDiscoveryToolbox.

Jean Pinsolle, Olivier Goudet, Cyrille Enderli et al.

In this paper, we propose a new deinterleaving method for mixtures of discrete renewal Markov chains. This method relies on the maximization of a penalized likelihood score. It exploits all available information about both the sequence of the different symbols and their arrival times. A theoretical analysis is carried out to prove that minimizing this score allows to recover the true partition of symbols in the large sample limit, under mild conditions on the component processes. This theoretical analysis is then validated by experiments on synthetic data. Finally, the method is applied to deinterleave pulse trains received from different emitters in a RESM (Radar Electronic Support Measurements) context and we show that the proposed method competes favorably with state-of-the-art methods on simulated warfare datasets.

Olivier Goudet, Quentin Suire, Adrien Goëffon et al.

We introduce an order-invariant reinforcement learning framework for black-box combinatorial optimization. Classical estimation-of-distribution algorithms (EDAs) often rely on learning explicit variable dependency graphs, which can be costly and fail to capture complex interactions efficiently. In contrast, we parameterize a multivariate autoregressive generative model trained without a fixed variable ordering. By sampling random generation orders during training - a form of information-preserving dropout - the model is encouraged to be invariant to variable order, promoting search-space diversity and shaping the model to focus on the most relevant variable dependencies, improving sample efficiency. We adapt Generalized Reinforcement Policy Optimization (GRPO) to this setting, providing stable policy-gradient updates from scale-invariant advantages. Across a wide range of benchmark algorithms and problem instances of varying sizes, our method frequently achieves the best performance and consistently avoids catastrophic failures.

Mohamed Salim Amri Sakhri, Adrien Goëffon, Olivier Goudet et al.

This paper explores a novel approach aimed at overcoming existing challenges in the realm of local search algorithms. Our aim is to improve the decision process that takes place within a local search algorithm so as to make the best possible transitions in the neighborhood at each iteration. To improve this process, we propose to use a neural network that has the same input information as conventional local search algorithms. In this paper, which is an extension of the work presented at EvoCOP2024, we investigate different ways of representing this information so as to make the algorithm as efficient as possible but also robust to monotonic transformations of the problem objective function. To assess the efficiency of this approach, we develop an experimental setup centered around NK landscape problems, offering the flexibility to adjust problem size and ruggedness. This approach offers a promising avenue for the emergence of new local search algorithms and the improvement of their problem-solving capabilities for black-box problems. The last version of this article is published in the journal SN Computer Science (Springer).

Cyril Grelier, Olivier Goudet, Jin-Kao Hao

This work presents the first study of using the popular Monte Carlo Tree Search (MCTS) method combined with dedicated heuristics for solving the Weighted Vertex Coloring Problem. Starting with the basic MCTS algorithm, we gradually introduce a number of algorithmic variants where MCTS is extended by various simulation strategies including greedy and local search heuristics. We conduct experiments on well-known benchmark instances to assess the value of each studied combination. We also provide empirical evidence to shed light on the advantages and limits of each strategy.

Olivier Goudet, Cyril Grelier, Jin-Kao Hao

Given an undirected graph $G=(V,E)$ with a set of vertices $V$ and a set of edges $E$, a graph coloring problem involves finding a partition of the vertices into different independent sets. In this paper we present a new framework that combines a deep neural network with the best tools of classical metaheuristics for graph coloring. The proposed method is evaluated on two popular graph coloring problems (vertex coloring and weighted coloring). Computational experiments on well-known benchmark graphs show that the proposed approach is able to obtain highly competitive results for both problems. A study of the contribution of deep learning in the method highlights that it is possible to learn relevant patterns useful to obtain better solutions to graph coloring problems.

Olivier Goudet, Jin-Kao Hao

The partial Latin square extension problem is to fill as many as possible empty cells of a partially filled Latin square. This problem is a useful model for a wide range of applications in diverse domains. This paper presents the first massively parallel evolutionary algorithm algorithm for this computationally challenging problem based on a transformation of the problem to partial graph coloring. The algorithm features the following original elements. Based on a very large population (with more than $10^4$ individuals) and modern graphical processing units, the algorithm performs many local searches in parallel to ensure an intensive exploitation of the search space. The algorithm employs a dedicated crossover with a specific parent matching strategy to create a large number of diversified and information-preserving offspring at each generation. Extensive experiments on 1800 benchmark instances show a high competitiveness of the algorithm compared to the current best performing methods. Competitive results are also reported on the related Latin square completion problem. Analyses are performed to shed lights on the roles of the main algorithmic components. The code of the algorithm will be made publicly available.

Mikael Escobar-Bach, Olivier Goudet

In the presence of right-censored data with covariates, the conditional Kaplan-Meier estimator (also known as the Beran estimator) consistently estimates the conditional survival function of the random follow-up for the event of interest. However, a necessary condition is the unambiguous knowledge of whether each individual is censored or not, which may be incomplete in practice. We therefore propose a study of the Beran estimator when the censoring indicators are generic random variables and discuss necessary conditions for the efficiency of the Beran estimator. From this, we provide a new estimator for the conditional survival function with missing not at random (MNAR) censoring indicators based on a conditional copula model for the missingness mechanism. In addition to the theoretical results, we illustrate how the estimators work for small samples through a simulation study and show their practical applicability by analyzing synthetic and real data.

Olivier Goudet, Béatrice Duval, Jin-Kao Hao

Graph coloring involves assigning colors to the vertices of a graph such that two vertices linked by an edge receive different colors. Graph coloring problems are general models that are very useful to formulate many relevant applications and, however, are computationally difficult. In this work, a general population-based weight learning framework for solving graph coloring problems is presented. Unlike existing methods for graph coloring that are specific to the considered problem, the presented work targets a generic objective by introducing a unified method that can be applied to different graph coloring problems. This work distinguishes itself by its solving approach that formulates the search of a solution as a continuous weight tensor optimization problem and takes advantage of a gradient descent method computed in parallel on graphics processing units. The proposed approach is also characterized by its general global loss function that can easily be adapted to different graph coloring problems. The usefulness of the proposed approach is demonstrated by applying it to solve two typical graph coloring problems and performing large computational studies on popular benchmarks. Improved best-known results (new upper bounds) are reported for several large graphs.

Diviyan Kalainathan, Olivier Goudet, Isabelle Guyon et al.

A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper. Leveraging both conditional independencies and distributional asymmetries, SAM aims to find the underlying causal structure from observational data. The approach is based on a game between different players estimating each variable distribution conditionally to the others as a neural net, and an adversary aimed at discriminating the generated data against the original data. A learning criterion combining distribution estimation, sparsity and acyclicity constraints is used to enforce the optimization of the graph structure and parameters through stochastic gradient descent. SAM is extensively experimentally validated on synthetic and real data.

Olivier Goudet, Diviyan Kalainathan, Philippe Caillou et al.

We present Causal Generative Neural Networks (CGNNs) to learn functional causal models from observational data. CGNNs leverage conditional independencies and distributional asymmetries to discover bivariate and multivariate causal structures. CGNNs make no assumption regarding the lack of confounders, and learn a differentiable generative model of the data by using backpropagation. Extensive experiments show their good performances comparatively to the state of the art in observational causal discovery on both simulated and real data, with respect to cause-effect inference, v-structure identification, and multivariate causal discovery.

Olivier Goudet, Diviyan Kalainathan, Philippe Caillou et al.

We introduce a new approach to functional causal modeling from observational data, called Causal Generative Neural Networks (CGNN). CGNN leverages the power of neural networks to learn a generative model of the joint distribution of the observed variables, by minimizing the Maximum Mean Discrepancy between generated and observed data. An approximate learning criterion is proposed to scale the computational cost of the approach to linear complexity in the number of observations. The performance of CGNN is studied throughout three experiments. Firstly, CGNN is applied to cause-effect inference, where the task is to identify the best causal hypothesis out of $X\rightarrow Y$ and $Y\rightarrow X$. Secondly, CGNN is applied to the problem of identifying v-structures and conditional independences. Thirdly, CGNN is applied to multivariate functional causal modeling: given a skeleton describing the direct dependences in a set of random variables $\textbf{X} = [X_1, \ldots, X_d]$, CGNN orients the edges in the skeleton to uncover the directed acyclic causal graph describing the causal structure of the random variables. On all three tasks, CGNN is extensively assessed on both artificial and real-world data, comparing favorably to the state-of-the-art. Finally, CGNN is extended to handle the case of confounders, where latent variables are involved in the overall causal model.