用强化学习自动学步长,统一解决多种复杂优化问题
Neural Predictor-Corrector: Solving Homotopy Problems with Reinforcement Learning
- 将求解过程建模为序列决策,用强化学习自动学策略
- 在4类问题上比传统方法更快更稳,新任务也能快速适应
- 适合需要稳定高效求解的工程优化场景
同伦法是一种广泛应用于鲁棒优化、全局优化、多项式根求解和采样等领域的通用求解范式。实际求解器通常采用预测-校正(PC)结构,但依赖人工设计的步长和终止条件,往往次优且任务特异。为此,本文将这些任务统一到一个框架下,提出神经预测-校正(NPC)模型,用可学习策略替代手工启发式规则。NPC将策略选择建模为序列决策问题,利用强化学习自动发现高效求解策略。为进一步提升泛化能力,引入摊销训练机制,实现一次离线训练即可应对一类问题,并在新实例上高效在线推理。在四类代表性同伦问题上的实验表明,该方法能有效泛化至未见实例,在效率上持续优于经典与专用基线,且跨任务表现更稳定,验证了将同伦方法统一为神经框架的价值。
原文摘要 · Abstract (English)
The Homotopy paradigm, a general principle for solving challenging problems, appears across diverse domains such as robust optimization, global optimization, polynomial root-finding, and sampling. Practical solvers for these problems typically follow a predictor-corrector (PC) structure, but rely on hand-crafted heuristics for step sizes and iteration termination, which are often suboptimal and task-specific. To address this, we unify these problems under a single framework, which enables the design of a general neural solver. Building on this unified view, we propose Neural Predictor-Corrector (NPC), which replaces hand-crafted heuristics with automatically learned policies. NPC formulates policy selection as a sequential decision-making problem and leverages reinforcement learning to automatically discover efficient strategies. To further enhance generalization, we introduce an amortized training mechanism, enabling one-time offline training for a class of problems and efficient online inference on new instances. Experiments on four representative homotopy problems demonstrate that our method generalizes effectively to unseen instances. It consistently outperforms classical and specialized baselines in efficiency while demonstrating superior stability across tasks, highlighting the value of unifying homotopy methods into a single neural framework.
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