用机器学习统一求解单机调度问题,兼顾离线训练与在线优化。
Integrated Offline and Online Learning to Solve a Large Class of Scheduling Problems
- 基于时间索引的统一建模,用深度网络预测连续解并转为可行离散解。
- 通过易解实例离线训练模型,再针对新实例在线微调参数提升精度。
- 适用于1000个任务的复杂调度场景,适合工业界快速求解需求。
本文提出一种统一的机器学习方法,用于预测具有非递减最小和目标函数的单机调度问题(含或不含释放时间)的高质量解。该方法在三个方面具创新性:首先,所有问题可统一建模为时间索引形式,构建深度神经网络(DNN),以时间索引形式中的成本参数为输入,预测连续解,并据此构造可行离散解;其次,由于问题为NP-hard,难以获取最优解标签,因此利用一组可高效求解的特殊实例进行离线训练;第三,设计在线单实例学习机制,通过可微的可行性代理函数近似目标值,导出梯度对DNN参数进行微调,以优化特定实例解。数值实验表明,该方法能高效生成多达1000个任务的各类单机调度问题的高质量解。
原文摘要 · Abstract (English)
In this paper, we develop a unified machine learning (ML) approach to predict high-quality solutions for single-machine scheduling problems with a non-decreasing min-sum objective function with or without release times. Our ML approach is novel in three major aspects. First, our approach is developed for the entire class of the aforementioned problems. To achieve this, we exploit the fact that the entire class of the problems considered can be formulated as a time-indexed formulation in a unified manner. We develop a deep neural network (DNN) which uses the cost parameters in the time-indexed formulation as the inputs to effectively predict a continuous solution to this formulation, based on which a feasible discrete solution is easily constructed. The second novel aspect of our approach lies in how the DNN model is trained. In view of the NP-hard nature of the problems, labels (i.e., optimal solutions) are hard to generate for training. To overcome this difficulty, we generate and utilize a set of special instances, for which optimal solutions can be found with little computational effort, to train the ML model offline. The third novel idea we employ in our approach is that we develop an online single-instance learning approach to fine tune the parameters in the DNN for a given online instance, with the goal of generating an improved solution for the given instance. To this end, we develop a feasibility surrogate that approximates the objective value of a given instance as a continuous function of the outputs of the DNN, which then enables us to derive gradients and update the learnable parameters in the DNN. Numerical results show that our approach can efficiently generate high-quality solutions for a variety of single-machine scheduling min-sum problems with up to 1000 jobs.
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