arXiv:2506.00252math.OCcs.LG2025-06

揭示学习选割平面的样本复杂度下界,解释为何难学。

How hard is learning to cut? Trade-offs and sample complexity

  • 证明了学习选割平面需至少与学习任意函数同样多的样本。
  • 在图神经网络实验中,闭合差距分数可有效缩小分支定界树规模。
  • 首次理论结合实证分析两种割平面评分标准的优劣。

近年来,数据驱动方法被用于改进分支定界割算法中分支或割平面选择的决策。针对割平面选择,文献中提出了两种评估割平面质量的评分函数:分支定界树大小和闭合间隙。本文给出了这两种评分函数的新的样本复杂度下界,适用于将实例映射到割平面的广泛函数类 $\mathcal{F}$。结果表明,从未知实例分布中学习以最小化这些评分所需样本数,至少与使用平方损失学习同一函数类 $\mathcal{F}$ 的任意目标函数所需的样本数相当(至多乘以常数因子)。该结果还扩展至仅从单纯形表中选取割平面的情况。据我们所知,这是首个针对学习选割框架的下界结果。我们将这些下界与神经网络情况下的已知上界进行比较,发现它们近乎紧致。通过在集合覆盖和设施选址整数规划模型上对图神经网络选割器的实验,我们验证了闭合差距评分能有效降低分支定界树规模。尽管闭合差距评分在整数规划文献中已被广泛使用,但这是首次同时从理论和计算角度系统分析两种评分函数的工作。

原文摘要 · Abstract (English)

In the recent years, branch-and-cut algorithms have been the target of data-driven approaches designed to enhance the decision making in different phases of the algorithm such as branching, or the choice of cutting planes (cuts). In particular, for cutting plane selection two score functions have been proposed in the literature to evaluate the quality of a cut: branch-and-cut tree size and gap closed. In this paper, we present new sample complexity lower bounds, valid for both scores. We show that for a wide family of classes $\mathcal{F}$ that maps an instance to a cut, learning over an unknown distribution of the instances to minimize those scores requires at least (up to multiplicative constants) as many samples as learning from the same class function $\mathcal{F}$ any generic target function (using square loss). Our results also extend to the case of learning from a restricted set of cuts, namely those from the Simplex tableau. To the best of our knowledge, these constitute the first lower bounds for the learning-to-cut framework. We compare our bounds to known upper bounds in the case of neural networks and show they are nearly tight. We illustrate our results with a graph neural network selection evaluated on set covering and facility location integer programming models and we empirically show that the gap closed score is an effective proxy to minimize the branch-and-cut tree size. Although the gap closed score has been extensively used in the integer programming literature, this is the first principled analysis discussing both scores at the same time both theoretically and computationally.

整数规划学习选割样本复杂度图神经网络

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