Confidence Threshold Neural Diving

February 15, 2022 · Entered Twilight · 🏛 arXiv.org

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Authors Taehyun Yoon arXiv ID 2202.07506 Category math.OC: Optimization & Control Cross-listed cs.AI, cs.DM, cs.LG, cs.NE Citations 8 Venue arXiv.org Repository https://github.com/ds4dm/ml4co-competition-hidden ⭐ 5 Last Checked 1 month ago

Abstract

Finding a better feasible solution in a shorter time is an integral part of solving Mixed Integer Programs. We present a post-hoc method based on Neural Diving to build heuristics more flexibly. We hypothesize that variables with higher confidence scores are more definite to be included in the optimal solution. For our hypothesis, we provide empirical evidence that confidence threshold technique produces partial solutions leading to final solutions with better primal objective values. Our method won 2nd place in the primal task on the NeurIPS 2021 ML4CO competition. Also, our method shows the best score among other learning-based methods in the competition.