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Reinforcement Learning for Predict+Optimize

2020-12-14 · CUHK Course IERG5350 2020 12 · Xinyi Hu, Yuansen Cheng

Predict+Optimize (P+O) is a machine learning framework for optimization problems with unknown parameters. This paper presents a framework to tackle P+O problems using neural networks and reinforcement learning. We focus on the traveling salesman problem and train a recurrent neural network that, given a directed graph, predicts a distribution over different edges permutations. Using negative tour length as the reward signal, we optimize the parameters of the recurrent neural network using a policy gradient method.

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reinforcement-learningReinforcement LearningReinforcement Learning (RL)Traveling Salesman Problem

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