用强化学习训练非局部蒙特卡洛算法,提升难解组合问题求解效率。
Nonlocal Monte Carlo via Reinforcement Learning
- 用深度强化学习自动优化非局部蒙特卡洛的转移策略
- 在4-SAT难题上实现更低残差能量和更快求解时间
- 适合解决相变附近难以采样的复杂优化问题
优化或采样组合优化问题中的复杂代价函数是跨学科长期挑战。传统基于马尔可夫链蒙特卡洛(MCMC)的方法如模拟退火或平行退火,假设输入空间温度分布均匀,但在接近计算相变点且满足重叠-间隙性质(overlap-gap-property)的难题中表现不佳。此时传统MCMC难以解开刚性变量、跳出次优吸引域,也难以生成高质量多样解。为此提出非平衡非局部蒙特卡洛(NMC)算法,通过非均匀温度分布加速配置空间探索而不牺牲利用能力。本文采用深度强化学习(RL)训练NMC的非局部转移策略,仅以配置空间能量变化作为奖励、局部最小能量景观几何作为状态即可完成训练。实验表明,该方法在硬性均匀随机与尺度不变随机4-SAT基准上,优于标准MCMC和非局部模拟退火,在残差能量、求解时间与解多样性指标上均有提升。
原文摘要 · Abstract (English)
Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC) such as simulated annealing or parallel tempering, one assumes homogeneous (equilibrium) temperature profiles across input. This instance independent approach was shown to be ineffective for the hardest benchmarks near a computational phase transition when the so-called overlap-gap-property holds. In these regimes conventional MCMC struggles to unfreeze rigid variables, escape suboptimal basins of attraction, and sample high-quality and diverse solutions. In order to mitigate these challenges, Nonequilibrium Nonlocal Monte Carlo (NMC) algorithms were proposed that leverage inhomogeneous temperature profiles thereby accelerating exploration of the configuration space without compromising its exploitation. Here, we employ deep reinforcement learning (RL) to train the nonlocal transition policies of NMC which were previously designed phenomenologically. We demonstrate that the resulting solver can be trained solely by observing energy changes of the configuration space exploration as RL rewards and the local minimum energy landscape geometry as RL states. We further show that the trained policies improve upon the standard MCMC-based and nonlocal simulated annealing on hard uniform random and scale-free random 4-SAT benchmarks in terms of residual energy, time-to-solution, and diversity of solutions metrics.
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