LGDSFeb 2, 2023

Rethinking Warm-Starts with Predictions: Learning Predictions Close to Sets of Optimal Solutions for Faster $\text{L}$-/$\text{L}^\natural$-Convex Function Minimization

arXiv:2302.00928v13 citationsh-index: 10
Originality Incremental advance
AI Analysis

This addresses a theoretically critical issue in optimization for problems like bipartite matching, enabling provable warm-starting regardless of multiple optimal solutions, which is incremental but important for specific domains.

The paper tackles the problem of warm-starting algorithms for L-/L♮-convex function minimization when multiple optimal solutions exist, by introducing a framework with time complexity bounds proportional to the distance between a prediction and the set of all optimal solutions, and presents an online-gradient-descent-based method for learning such predictions in polynomial time.

An emerging line of work has shown that machine-learned predictions are useful to warm-start algorithms for discrete optimization problems, such as bipartite matching. Previous studies have shown time complexity bounds proportional to some distance between a prediction and an optimal solution, which we can approximately minimize by learning predictions from past optimal solutions. However, such guarantees may not be meaningful when multiple optimal solutions exist. Indeed, the dual problem of bipartite matching and, more generally, $\text{L}$-/$\text{L}^\natural$-convex function minimization have arbitrarily many optimal solutions, making such prediction-dependent bounds arbitrarily large. To resolve this theoretically critical issue, we present a new warm-start-with-prediction framework for $\text{L}$-/$\text{L}^\natural$-convex function minimization. Our framework offers time complexity bounds proportional to the distance between a prediction and the set of all optimal solutions. The main technical difficulty lies in learning predictions that are provably close to sets of all optimal solutions, for which we present an online-gradient-descent-based method. We thus give the first polynomial-time learnability of predictions that can provably warm-start algorithms regardless of multiple optimal solutions.

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