用强化学习选邻域,提升局部搜索效率
Reinforcement Learning Methods for Neighborhood Selection in Local Search
- 用强化学习动态选择邻域,避免人工设计
- ε-贪婪策略在三类问题中表现稳定领先
- 深度强化学习计算开销大,仅长时运行才具优势
强化学习近年来被用于改进组合优化方法,但在局部搜索元启发式中的应用仍相对不足。本文评估了多种基于强化学习的邻域选择策略——多臂赌博机(上限置信区间、ε-贪婪)和深度强化学习方法(近端策略优化、双深度Q网络),并与多个基线在三个不同问题上进行对比:旅行商问题、带时间窗的取送货问题以及汽车排序问题。实验表明,搜索特性(特别是因约束违反惩罚导致的成本大幅波动)要求精心设计奖励函数以提供稳定且有信息量的学习信号。尽管算法性能在不同问题间差异显著,ε-贪婪始终表现优异。相比之下,深度强化学习方法的计算开销使其仅在长时间运行下才能与基线竞争。研究揭示了深度强化学习在局部搜索中的潜力与实际局限。
原文摘要 · Abstract (English)
Reinforcement learning has recently gained traction as a means to improve combinatorial optimization methods, yet its effectiveness within local search metaheuristics specifically remains comparatively underexamined. In this study, we evaluate a range of reinforcement learning-based neighborhood selection strategies -- multi-armed bandits (upper confidence bound, $ε$-greedy) and deep reinforcement learning methods (proximal policy optimization, double deep $Q$-network) -- and compare them against multiple baselines across three different problems: the traveling salesman problem, the pickup and delivery problem with time windows, and the car sequencing problem. We show how search-specific characteristics, particularly large variations in cost due to constraint violation penalties, necessitate carefully designed reward functions to provide stable and informative learning signals. Our extensive experiments reveal that algorithm performance varies substantially across problems, although that $ε$-greedy consistently ranks among the best performers. In contrast, the computational overhead of deep reinforcement learning approaches only makes them competitive with a substantially longer runtime. These findings highlight both the promise and the practical limitations of deep reinforcement learning in local search.
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