用图神经网络快速求解商品组合优化问题,小样本训练大问题仍高效。
From Small to Large: A Graph Convolutional Network Approach for Solving Assortment Optimization Problems
- 构建商品图结构,用GCN学习参数到最优组合的映射
- 20个商品训练的模型在2000个商品上达85%以上最优收益
- 适合需要每分钟处理数千次优化的电商业务场景
商品组合优化旨在受限条件下选择可替代商品子集以最大化预期收入,因其组合与非线性特性属于NP难问题,在电商等领域高频出现。本文提出一种图卷积网络(GCN)框架,将问题建模为图结构,训练GCN学习从问题参数到最优组合的映射,并设计三种基于输出的推理策略。得益于GCN对不同规模实例的泛化能力,从小规模样本中学习的模式可迁移至大规模问题。理论分析揭示了该GCN的表达能力及规模泛化机制。数值实验表明,仅在20个商品的样本上训练的模型,在长达2,000个商品的问题上仍能实现超过85%的最优收益,且计算耗时仅数秒,优于现有启发式方法。进一步将框架扩展至选择模型未知的场景,仅使用交易数据即展现相似性能与可扩展性。
原文摘要 · Abstract (English)
Assortment optimization seeks to select a subset of substitutable products, subject to constraints, to maximize expected revenue. The problem is NP-hard due to its combinatorial and nonlinear nature and arises frequently in industries such as e-commerce, where platforms must solve thousands of such problems each minute. We propose a graph convolutional network (GCN) framework to efficiently solve constrained assortment optimization problems. Our approach constructs a graph representation of the problem, trains a GCN to learn the mapping from problem parameters to optimal assortments, and develops three inference policies based on the GCN's output. Owing to the GCN's ability to generalize across instance sizes, patterns learned from small-scale samples can be transferred to large-scale problems. Theoretical results are established to show the expressive power of the proposed GCN, and explain the underlying mechanism of the size generalization ability. Numerical experiments show that a GCN trained on instances with 20 products achieves over 85% of the optimal revenue on problems with up to 2,000 products within seconds, outperforming existing heuristics in both accuracy and efficiency. We further extend the framework to settings with an unknown choice model using transaction data and demonstrate similar performance and scalability.
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