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Towards General Algorithm Discovery for Combinatorial Optimization: Learning Symbolic Branching Policy from Bipartite Graph

ICML 2024 · Graph learning › Graph algorithms and clustering · approach: Neural combinatorial optimization on graphs

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Proposes GS4CO, which generates interpretable symbolic variable-selection branching policies directly from bipartite graph inputs using a Transformer with tree-structural encodings trained via PPO with a risk-seeking objective, and shows these lightweight policies beat human-designed and learned baselines on CPU-based SCIP.

Problem

Learned branching policies for exact MILP/combinatorial optimization solvers are black-box neural networks, and existing symbolic distillation from GNNs accumulates error and needs hand-crafted features, limiting interpretability and generality.

Approach

Represent symbolic branching policies directly over variable-constraint bipartite graph features with unified symbolic aggregation subtrees, and generate them end-to-end with a decoder-only Transformer augmented with positional, layer, active parent/sibling, and spatial tree encodings, optimized by PPO on imitation accuracy against full strong branching, instead of layer-wise distillation from GNN

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use GS4CO instead of the strongest CPU baselinebranching policy · Indset Easy, Medium, and Hardtime (s): 54.60 -> 53.18; 309.91 -> 217.67; 2223.04 -> 2157.23Helped
use GS4CO instead of the strongest CPU baselinebranching policy · Cauctions Easy, Medium, and Hardtime (s): 3.35 -> 3.16; 33.12 -> 30.58; 351.75 -> 326.19Helped
use GS4CO instead of the strongest CPU baselinebranching policy · Setcover Easy, Medium, and Hardtime (s): 13.88 -> 13.29; 105.13 -> 103.74; 2160.35 -> 2100.53Helped
use GS4CO instead of the strongest CPU baselinebranching policy · Facilities Easy, Medium, and Hardtime (s): 71.11 -> 76.27; 284.24 -> 295.82; 1219.91 -> 1018.70Mixed
add end-to-end symbolic policy generation instead of iteratively distilling a trained GNN (ablation)GS4CO · Setcoveraccuracy (%): 37.28 -> 44.13Helped
add the Transformer sequential model instead of LSTM (ablation)GS4CO · Setcoveraccuracy (%): 40.05 -> 44.13Helped
add tree-structural encodings (ablation)GS4CO · Setcoveraccuracy (%): 35.73 -> 44.13Helped
add graph-input-specific constraints (ablation)GS4CO · Setcoveraccuracy (%): 41.85 -> 44.13Helped

Surprising findings

Limitations

Experimental setup

Datasets: Setcover Cauctions Facilities Indset

Benchmarks: Setcover Cauctions Facilities Indset

Metrics: 1-shifted geometric mean solving time B&B nodes wins imitation accuracy model size inference time

Baselines: FSB RPB Trees GNN Hybrid Distilling-GNN LSTM

Builds on: Symb4CO deep symbolic optimization Gasse et al. 2019 GNN branching Cranmer et al. 2020 symbolic GNN distillation Graphormer

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