为分支定界算法的机器学习策略提供泛化能力理论保障
Generalization Guarantees for Learning Branch-and-Cut Policies in Integer Programming
- 基于分段多项式结构建模决策得分函数
- 给出从有限数据中学习策略的样本复杂度上界
- 适用于实际使用的神经网络与传统启发式方法
混合整数规划(MIP)为优化问题提供了强大框架,分支定界(B&C)是当前最优求解器的核心算法。B&C的效率高度依赖于一系列启发式策略,包括节点选择、割平面选择和分支变量选择。传统求解器多采用手动调参的启发式方法,而近年研究逐渐转向利用机器学习(尤其是神经网络)直接从数据中学习这些策略。一个关键挑战是理解这些学习策略在有限数据下的泛化性能。本文建立了针对具有特定分段多项式结构的评分函数的严格样本复杂度边界,该结构推广了实践中最常用的线性模型,并涵盖现代研究中常用的神经网络架构(如使用ReLU激活函数)。因此,本理论框架紧密贴合从业者在B&C中应用机器学习的实际模型,为经典理论与现代实证研究提供了统一视角。此外,该理论还适用于更广泛的序列决策问题。
原文摘要 · Abstract (English)
Mixed-integer programming (MIP) provides a powerful framework for optimization problems, with Branch-and-Cut (B&C) being the predominant algorithm in state-of-the-art solvers. The efficiency of B&C critically depends on heuristic policies for making sequential decisions, including node selection, cut selection, and branching variable selection. While traditional solvers often employ heuristics with manually tuned parameters, recent approaches increasingly leverage machine learning, especially neural networks, to learn these policies directly from data. A key challenge is to understand the theoretical underpinnings of these learned policies, particularly their generalization performance from finite data. This paper establishes rigorous sample complexity bounds for learning B&C policies where the scoring functions guiding each decision step (node, cut, branch) have a certain piecewise polynomial structure. This structure generalizes the linear models that form the most commonly deployed policies in practice and investigated recently in a foundational series of theoretical works by Balcan et al. Such piecewise polynomial policies also cover the neural network architectures (e.g., using ReLU activations) that have been the focal point of contemporary practical studies. Consequently, our theoretical framework closely reflects the models utilized by practitioners investigating machine learning within B&C, offering a unifying perspective relevant to both established theory and modern empirical research in this area. Furthermore, our theory applies to quite general sequential decision making problems beyond B&C.
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