Abstract:Feasible solutions are crucial for Integer Programming (IP) since they can substantially speed up the solving process. In many applications, similar IP instances often exhibit similar structures and shared solution distributions, which can be potentially modeled by deep learning methods. Unfortunately, existing deep-learning-based algorithms, such as Neural Diving and Predict-and-search framework, are limited to generating only partial feasible solutions, and they must rely on solvers like SCIP and Gurobi to complete the solutions for a given IP problem. In this paper, we propose a novel framework that generates complete feasible solutions end-to-end. Our framework leverages contrastive learning to characterize the relationship between IP instances and solutions, and learns latent embeddings for both IP instances and their solutions. Further, the framework employs diffusion models to learn the distribution of solution embeddings conditioned on IP representations, with a dedicated guided sampling strategy that accounts for both constraints and objectives. We empirically evaluate our framework on four typical datasets of IP problems, and show that it effectively generates complete feasible solutions with a high probability (> 89.7 \%) without the reliance of Solvers and the quality of solutions is comparable to the best heuristic solutions from Gurobi. Furthermore, by integrating our method's sampled partial solutions with the CompleteSol heuristic from SCIP, the resulting feasible solutions outperform those from state-of-the-art methods across all datasets, exhibiting a 3.7 to 33.7\% improvement in the gap to optimal values, and maintaining a feasible ratio of over 99.7\% for all datasets.
Abstract:Real-world scenarios frequently involve multi-objective data-driven optimization problems, characterized by unknown problem coefficients and multiple conflicting objectives. Traditional two-stage methods independently apply a machine learning model to estimate problem coefficients, followed by invoking a solver to tackle the predicted optimization problem. The independent use of optimization solvers and prediction models may lead to suboptimal performance due to mismatches between their objectives. Recent efforts have focused on end-to-end training of predictive models that use decision loss derived from the downstream optimization problem. However, these methods have primarily focused on single-objective optimization problems, thus limiting their applicability. We aim to propose a multi-objective decision-focused approach to address this gap. In order to better align with the inherent properties of multi-objective optimization problems, we propose a set of novel loss functions. These loss functions are designed to capture the discrepancies between predicted and true decision problems, considering solution space, objective space, and decision quality, named landscape loss, Pareto set loss, and decision loss, respectively. Our experimental results demonstrate that our proposed method significantly outperforms traditional two-stage methods and most current decision-focused methods.
Abstract:Open Domain Multi-Hop Question Answering (ODMHQA) plays a crucial role in Natural Language Processing (NLP) by aiming to answer complex questions through multi-step reasoning over retrieved information from external knowledge sources. Recently, Large Language Models (LLMs) have demonstrated remarkable performance in solving ODMHQA owing to their capabilities including planning, reasoning, and utilizing tools. However, LLMs may generate off-topic answers when attempting to solve ODMHQA, namely the generated answers are irrelevant to the original questions. This issue of off-topic answers accounts for approximately one-third of incorrect answers, yet remains underexplored despite its significance. To alleviate this issue, we propose the Discriminate->Re-Compose->Re- Solve->Re-Decompose (Dr3) mechanism. Specifically, the Discriminator leverages the intrinsic capabilities of LLMs to judge whether the generated answers are off-topic. In cases where an off-topic answer is detected, the Corrector performs step-wise revisions along the reversed reasoning chain (Re-Compose->Re-Solve->Re-Decompose) until the final answer becomes on-topic. Experimental results on the HotpotQA and 2WikiMultiHopQA datasets demonstrate that our Dr3 mechanism considerably reduces the occurrence of off-topic answers in ODMHQA by nearly 13%, improving the performance in Exact Match (EM) by nearly 3% compared to the baseline method without the Dr3 mechanism.
Abstract:In large-scale industrial e-commerce, the efficiency of an online recommendation system is crucial in delivering highly relevant item/content advertising that caters to diverse business scenarios. However, most existing studies focus solely on item advertising, neglecting the significance of content advertising. This oversight results in inconsistencies within the multi-entity structure and unfair retrieval. Furthermore, the challenge of retrieving top-k advertisements from multi-entity advertisements across different domains adds to the complexity. Recent research proves that user-entity behaviors within different domains exhibit characteristics of differentiation and homogeneity. Therefore, the multi-domain matching models typically rely on the hybrid-experts framework with domain-invariant and domain-specific representations. Unfortunately, most approaches primarily focus on optimizing the combination mode of different experts, failing to address the inherent difficulty in optimizing the expert modules themselves. The existence of redundant information across different domains introduces interference and competition among experts, while the distinct learning objectives of each domain lead to varying optimization challenges among experts. To tackle these issues, we propose robust representation learning for the unified online top-k recommendation. Our approach constructs unified modeling in entity space to ensure data fairness. The robust representation learning employs domain adversarial learning and multi-view wasserstein distribution learning to learn robust representations. Moreover, the proposed method balances conflicting objectives through the homoscedastic uncertainty weights and orthogonality constraints. Various experiments validate the effectiveness and rationality of our proposed method, which has been successfully deployed online to serve real business scenarios.
Abstract:Pick-up and Delivery Route Prediction (PDRP), which aims to estimate the future service route of a worker given his current task pool, has received rising attention in recent years. Deep neural networks based on supervised learning have emerged as the dominant model for the task because of their powerful ability to capture workers' behavior patterns from massive historical data. Though promising, they fail to introduce the non-differentiable test criteria into the training process, leading to a mismatch in training and test criteria. Which considerably trims down their performance when applied in practical systems. To tackle the above issue, we present the first attempt to generalize Reinforcement Learning (RL) to the route prediction task, leading to a novel RL-based framework called DRL4Route. It combines the behavior-learning abilities of previous deep learning models with the non-differentiable objective optimization ability of reinforcement learning. DRL4Route can serve as a plug-and-play component to boost the existing deep learning models. Based on the framework, we further implement a model named DRL4Route-GAE for PDRP in logistic service. It follows the actor-critic architecture which is equipped with a Generalized Advantage Estimator that can balance the bias and variance of the policy gradient estimates, thus achieving a more optimal policy. Extensive offline experiments and the online deployment show that DRL4Route-GAE improves Location Square Deviation (LSD) by 0.9%-2.7%, and Accuracy@3 (ACC@3) by 2.4%-3.2% over existing methods on the real-world dataset.
Abstract:Real-world last-mile delivery datasets are crucial for research in logistics, supply chain management, and spatio-temporal data mining. Despite a plethora of algorithms developed to date, no widely accepted, publicly available last-mile delivery dataset exists to support research in this field. In this paper, we introduce \texttt{LaDe}, the first publicly available last-mile delivery dataset with millions of packages from the industry. LaDe has three unique characteristics: (1) Large-scale. It involves 10,677k packages of 21k couriers over 6 months of real-world operation. (2) Comprehensive information. It offers original package information, such as its location and time requirements, as well as task-event information, which records when and where the courier is while events such as task-accept and task-finish events happen. (3) Diversity. The dataset includes data from various scenarios, including package pick-up and delivery, and from multiple cities, each with its unique spatio-temporal patterns due to their distinct characteristics such as populations. We verify LaDe on three tasks by running several classical baseline models per task. We believe that the large-scale, comprehensive, diverse feature of LaDe can offer unparalleled opportunities to researchers in the supply chain community, data mining community, and beyond. The dataset homepage is publicly available at https://huggingface.co/datasets/Cainiao-AI/LaDe.
Abstract:Text-based delivery addresses, as the data foundation for logistics systems, contain abundant and crucial location information. How to effectively encode the delivery address is a core task to boost the performance of downstream tasks in the logistics system. Pre-trained Models (PTMs) designed for Natural Language Process (NLP) have emerged as the dominant tools for encoding semantic information in text. Though promising, those NLP-based PTMs fall short of encoding geographic knowledge in the delivery address, which considerably trims down the performance of delivery-related tasks in logistic systems such as Cainiao. To tackle the above problem, we propose a domain-specific pre-trained model, named G2PTL, a Geography-Graph Pre-trained model for delivery address in Logistics field. G2PTL combines the semantic learning capabilities of text pre-training with the geographical-relationship encoding abilities of graph modeling. Specifically, we first utilize real-world logistics delivery data to construct a large-scale heterogeneous graph of delivery addresses, which contains abundant geographic knowledge and delivery information. Then, G2PTL is pre-trained with subgraphs sampled from the heterogeneous graph. Comprehensive experiments are conducted to demonstrate the effectiveness of G2PTL through four downstream tasks in logistics systems on real-world datasets. G2PTL has been deployed in production in Cainiao's logistics system, which significantly improves the performance of delivery-related tasks.
Abstract:This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along with the corresponding revenue coefficients. When a column is revealed, the corresponding decision variables are determined instantaneously without future information. Moreover, in online applications, the resource consumption coefficients are often obtained by prediction. To model their uncertainties, we take the chance constraints into the consideration. To the best of our knowledge, this is the first time chance constraints are introduced in the online RAP problem. Assuming that the uncertain variables have known Gaussian distributions, the stochastic RAP can be transformed into a deterministic but nonlinear problem with integer second-order cone constraints. Next, we linearize this nonlinear problem and analyze the performance of vanilla online primal-dual algorithm for solving the linearized stochastic RAP. Under mild technical assumptions, the optimality gap and constraint violation are both on the order of $\sqrt{n}$. Then, to further improve the performance of the algorithm, several modified online primal-dual algorithms with heuristic corrections are proposed. Finally, extensive numerical experiments on both synthetic and real data demonstrate the applicability and effectiveness of our methods.
Abstract:Large-scale commercial platforms usually involve numerous business domains for diverse business strategies and expect their recommendation systems to provide click-through rate (CTR) predictions for multiple domains simultaneously. Existing promising and widely-used multi-domain models discover domain relationships by explicitly constructing domain-specific networks, but the computation and memory boost significantly with the increase of domains. To reduce computational complexity, manually grouping domains with particular business strategies is common in industrial applications. However, this pre-defined data partitioning way heavily relies on prior knowledge, and it may neglect the underlying data distribution of each domain, hence limiting the model's representation capability. Regarding the above issues, we propose an elegant and flexible multi-distribution modeling paradigm, named Adaptive Distribution Hierarchical Model (AdaptDHM), which is an end-to-end optimization hierarchical structure consisting of a clustering process and classification process. Specifically, we design a distribution adaptation module with a customized dynamic routing mechanism. Instead of introducing prior knowledge for pre-defined data allocation, this routing algorithm adaptively provides a distribution coefficient for each sample to determine which cluster it belongs to. Each cluster corresponds to a particular distribution so that the model can sufficiently capture the commonalities and distinctions between these distinct clusters. Extensive experiments on both public and large-scale Alibaba industrial datasets verify the effectiveness and efficiency of AdaptDHM: Our model achieves impressive prediction accuracy and its time cost during the training stage is more than 50% less than that of other models.
Abstract:Maximizing a monotone submodular function is a fundamental task in machine learning, economics, and statistics. In this paper, we present two communication-efficient decentralized online algorithms for the monotone continuous DR-submodular maximization problem, both of which reduce the number of per-function gradient evaluations and per-round communication complexity from $T^{3/2}$ to $1$. The first one, One-shot Decentralized Meta-Frank-Wolfe (Mono-DMFW), achieves a $(1-1/e)$-regret bound of $O(T^{4/5})$. As far as we know, this is the first one-shot and projection-free decentralized online algorithm for monotone continuous DR-submodular maximization. Next, inspired by the non-oblivious boosting function \citep{zhang2022boosting}, we propose the Decentralized Online Boosting Gradient Ascent (DOBGA) algorithm, which attains a $(1-1/e)$-regret of $O(\sqrt{T})$. To the best of our knowledge, this is the first result to obtain the optimal $O(\sqrt{T})$ against a $(1-1/e)$-approximation with only one gradient inquiry for each local objective function per step. Finally, various experimental results confirm the effectiveness of the proposed methods.