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Abstract:
We present our submission for the configuration task of the Machine Learning for Combinatorial Optimization (ML4CO) NeurIPS 2021 competition. The configuration task is to predict a good configuration of the open-source solver SCIP to solve a mixed integer linear program (MILP) efficiently. We pose this task as a supervised learning problem: First, we compile a large dataset of the solver performance for various configurations and all provided MILP instances. Second, we use this data to train a graph neural network that learns to predict a good configuration for a specific instance. The submission was tested on the three problem benchmarks of the competition and improved solver performance over the default by 12% and 35% and 8% across the hidden test instances. We ranked 3rd out of 15 on the global leaderboard and won the student leaderboard. We make our code publicly available.
Reference:
Instance-wise algorithm configuration with graph neural networks R. Valentin, C. Ferrari, J. Scheurer, A. Amrollahi, C. Wendler, M. B. PaulusNeurIPS Machine Learning for Combinatorial Optimization Competition, 2021Student Winner
Bibtex Entry:
@misc{valentin2021Instance,
	author = {Valentin, Romeo and Ferrari, Claudio and Scheurer, Jeremy and Amrollahi, Andisheh and Wendler, Chris and Paulus, Max B.},
	month = {December},
	publisher = {NeurIPS Machine Learning for Combinatorial Optimization Competition},
	title = {Instance-wise algorithm configuration with graph neural networks},
	year = {2021}}