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CAMBranch: Contrastive Learning with Augmented MILPs for Branching

ICLR 2024 · Label-efficient and robust learning › Recognition and long-tail · approach: Dense features and foundation priors · 0 citations (OpenAlex)

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Proposes CAMBranch, which augments MILPs via variable shifting to create labeled expert samples for Strong Branching imitation, and uses contrastive learning between MILPs and augmented MILPs, reaching competitive branching performance with only 10% of expert data.

Problem

Imitation learning for neural branching in branch-and-bound requires collecting very many Strong Branching expert samples, which is extremely time-consuming for MILP solving.

Approach

Generate Augmented MILPs by shifting variables of existing MILPs; prove that Strong Branching decisions are preserved under the shift, so augmented instances come with free expert labels; pair each MILP with its augmented counterpart as positives in an infoNCE contrastive loss on GCNN graph embeddings, plus a consistency loss on variable probabilities.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
train CAMBranch (10%) instead of GCNN (10%)branching policy · Combinatorial Auction Hardsolving time (s): 672.88 -> 470.83Helped
train CAMBranch (10%) instead of GCNN (10%)branching policy · Capacitated Facility Location Hardsolving time (s): 695.96 -> 496.86Helped
train CAMBranch (10%) instead of GCNN (10%)branching policy · Set Covering Hardsolving time (s): 144.40 -> 131.79Helped
add contrastive learning (ablation)CAMBranch (10%) · Set Coveringacc@1: 64.75 ± 1.43 -> 65.27 ± 3.92No clear effect
add contrastive learning (ablation)CAMBranch (10%) · Set Covering Easysolving time (s): 6.55 -> 6.79Hurt
add contrastive learning (ablation)CAMBranch (10%) · Set Covering Mediumsolving time (s): 66.09 -> 61.00Helped
add contrastive learning (ablation)CAMBranch (10%) · Set Covering Hardsolving time (s): 1472.84 -> 1427.02Helped
increase training sample ratio from 10% to 20% (ablation)CAMBranch · Combinatorial Auction Hardsolving time (s): 131.79 -> 103.38Helped
increase training sample ratio from 10% to 20% (ablation)CAMBranch · Maximum Independent Set Hardsolving time (s): 496.86 -> 416.24Helped

Surprising findings

Limitations

Experimental setup

Datasets: Set Covering instances Combinatorial Auction instances Capacitated Facility Location instances Maximum Independent Set instances Strong Branching expert samples collected via SCIP 6.0.1

Benchmarks: Set Covering Combinatorial Auction Capacitated Facility Location Maximum Independent Set

Metrics: solving time (SGM) number of B&B nodes number of wins imitation accuracy acc@1/5/10

Baselines: RPB FSB GCNN GCNN (10%)

Builds on: GCNN bipartite branching (Gasse et al.) infoNCE Strong Branching

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