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Record W3091479065 · doi:10.1007/978-3-030-58942-4_7

A Learning-Based Algorithm to Quickly Compute Good Primal Solutions for Stochastic Integer Programs

2020· book-chapter· en· W3091479065 on OpenAlex
Yoshua Bengio, Emma Frejinger, Andrea Lodi, Rahul Patel, Sriram Sankaranarayanan

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueArchivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2020
Typebook-chapter
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsUniversité de MontréalPolytechnique MontréalMila - Quebec Artificial Intelligence Institute
Fundersnot available
KeywordsInteger programmingComputer scienceInteger (computer science)Mathematical optimizationRealization (probability)Stochastic programmingLinear programmingAlgorithmMathematics

Abstract

fetched live from OpenAlex

We propose a novel approach using supervised learning to obtain near-optimal primal solutions for two-stage stochastic integer programming (2SIP) problems with constraints in the first and second stages. The goal of the algorithm is to predict a representative scenario (RS) for the problem such that, deterministically solving the 2SIP with the random realization equal to the RS, gives a near-optimal solution to the original 2SIP. Predicting an RS, instead of directly predicting a solution ensures first-stage feasibility of the solution. If the problem is known to have complete recourse, second-stage feasibility is also guaranteed. For computational testing, we learn to find an RS for a two-stage stochastic facility location problem with integer variables and linear constraints in both stages and consistently provide near-optimal solutions. Our computing times are very competitive with those of general-purpose integer programming solvers to achieve a similar solution quality.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Science and technology studies, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.797
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.000
Science and technology studies0.0010.001
Scholarly communication0.0000.000
Open science0.0020.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.047
GPT teacher head0.277
Teacher spread0.230 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it