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Learning Encodings for Constructive Neural Combinatorial Optimization Needs to Regret

AAAI 2024 · Probabilistic and scientific modeling › Bayesian optimization · approach: Regret bounds for Bayesian optimization · 6 citations (OpenAlex)

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Proposes LCH-Regret, a model-agnostic plug-in that adds a learnable regret encoding and regret operation (roll back one node) to autoregressive learning constructive heuristics, improving POMO, AM and MatNet on TSP, CVRP and FFSP.

Problem

Learning constructive heuristics for neural combinatorial optimization converge slowly and leave a gap to optimal solutions because the autoregressive greedy construction process is unchanged and can get stuck in local optima.

Approach

Introduce a regret operation that lets the policy erase the last selected node during construction, modeled as a virtual learnable regret token alongside candidate nodes, trained with an added REINFORCE loss term on regret actions so it can be plugged into any LCH model.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add the LCH-Regret mechanism to POMO with ×8 augmentationPOMO · TSP50, uniformaverage solution cost: 5.6919 -> 5.6916Helped
Add the LCH-Regret mechanism to POMO with ×8 augmentationPOMO · TSP100, uniformaverage solution cost: 7.7711 -> 7.7697Helped
Add the LCH-Regret mechanism to AMAM · TSP50, uniformaverage solution cost: 5.8003 -> 5.7946Helped
Add the LCH-Regret mechanism to AMAM · TSP100, uniformaverage solution cost: 8.1029 -> 8.0927Helped
Add the LCH-Regret mechanism to POMO with ×8 augmentationPOMO · CVRP50, uniformaverage solution cost: 10.4577 -> 10.4526Helped
Add the LCH-Regret mechanism to POMO with ×8 augmentationPOMO · CVRP100, uniformaverage solution cost: 15.7863 -> 15.7755Helped
Add the LCH-Regret mechanism to AMAM · CVRP50, uniformaverage solution cost: 11.0330 -> 10.9785Helped
Add the LCH-Regret mechanism to AMAM · CVRP100, uniformaverage solution cost: 16.7566 -> 16.6543Helped
Add the LCH-Regret mechanism to POMOPOMO · TSP100, uniformoptimal gap: 0.37% -> 0.33%Helped
Add the LCH-Regret mechanism to POMOPOMO · TSP150, clusteroptimal gap: 5.76% -> 4.91%Helped
Add the LCH-Regret mechanism to POMOPOMO · TSP200, mixedoptimal gap: 7.17% -> 4.71%Helped
Add the LCH-Regret mechanism to MatNet with ×128 augmentationMatNet · FFSP20average solution cost: 25.4 -> 25.3Helped

Surprising findings

Limitations

Experimental setup

Datasets: uniform random TSP instances uniform random CVRP instances FFSP instances

Benchmarks: TSP50 TSP100 CVRP50 CVRP100 TSPlib FFSP20 FFSP50 FFSP100 TSP clustered/mixed generalization sets

Metrics: optimal gap average cost inference time

Baselines: AM POMO RL-CSL Sym-NCO MDAM MatNet Concorde LKH3 OR Tools HGS Shortest Job First Genetic Algorithm

Builds on: POMO Attention Model MatNet REINFORCE

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