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Erschienen in: Neural Processing Letters 1/2023

15.06.2022

Heavy-Head Sampling for Fast Imitation Learning of Machine Learning Based Combinatorial Auction Solver

verfasst von: Chen Peng, Bolin Liao

Erschienen in: Neural Processing Letters | Ausgabe 1/2023

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Abstract

The winner determination problem of a combinatorial auction can be modeled as mixed-integer linear programming, and is a popular benchmark to evaluate modern solvers. Recent advancements in combinatorial optimization improve the branch-and-bound solving process by replacing the time-consuming heuristics with machine learning models. In this paper, by taking advantage of the heavy-head maximum depth distribution of the branch-and-bound solution trees, a heavy-head sampling strategy is proposed for the imitation learning on the combinatorial auction problems. Experimental results show that, under the small-dataset fast-training scheme and using the heavy-head sampling strategy, the final evaluation results of the trained policy on the combinatorial auction problems are improved significantly (in the sense of statistical testing), compared to using the uniform sampling strategy in previous studies.

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Metadaten
Titel
Heavy-Head Sampling for Fast Imitation Learning of Machine Learning Based Combinatorial Auction Solver
verfasst von
Chen Peng
Bolin Liao
Publikationsdatum
15.06.2022
Verlag
Springer US
Erschienen in
Neural Processing Letters / Ausgabe 1/2023
Print ISSN: 1370-4621
Elektronische ISSN: 1573-773X
DOI
https://doi.org/10.1007/s11063-022-10900-y

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