论文标题
逆学习:使用反优化解决部分知名模型
Inverse Learning: Solving Partially Known Models Using Inverse Optimization
论文作者
论文摘要
我们考虑了学习部分已知的线性优化问题的最佳解决方案的问题,并恢复其潜在的成本函数,其中一组过去的决策和可行的集合是已知的。我们开发了一个新的框架,称为逆学习,将逆优化文献扩展到(1)学习基本问题的最佳解决方案,(2)整合有关约束及其重要性的其他信息,以及(3)控制模仿过去的行为与实现学识渊博的解决方案的新目标和规则之间的平衡。我们将逆学习作为一个优化问题,将(可行和不可行的)观察结果映射到具有最小扰动的单个最佳解决方案,因此,不仅可以恢复缺失的成本向量,而且还可以同时提供最佳解决方案。该框架提供了对恢复线性优化问题的基本权衡的见解,这些问题在保留了可观察到的行为和最优性可行设置的绑定约束方面。我们提出了一系列混合整数线性编程模型,以捕获此权衡的效果,并使用二维示例对其进行验证。然后,我们证明了该框架对饮食推荐问题的适用性,用于高血压和糖尿病前患者。目的是平衡饮食限制,以实现必要的营养目标与用户的饮食习惯,以鼓励遵守饮食。结果表明,我们的模型建议日常食品摄入量,以保留原始数据趋势,同时根据权衡为患者和提供者提供一系列选择。
We consider the problem of learning optimal solutions of a partially known linear optimization problem and recovering its underlying cost function where a set of past decisions and the feasible set are known. We develop a new framework, denoted as Inverse Learning, that extends the inverse optimization literature to (1) learn the optimal solution of the underlying problem, (2) integrate additional information on constraints and their importance, and (3) control the balance between mimicking past behaviors and reaching new goals and rules for the learned solution. We pose inverse learning as an optimization problem that maps given (feasible and infeasible) observations to a single optimal solution with minimum perturbation, hence, not only recovering the missing cost vector but also providing an optimal solution simultaneously. The framework provides insights into an essential tradeoff in recovering linear optimization problems with regard to preserving observed behaviors and binding constraints of the known feasible set at optimality. We propose a series of mixed integer linear programming models to capture the effects of this tradeoff and validate it using a two-dimensional example. We then demonstrate the framework's applicability to a diet recommendation problem for a population of hypertension and prediabetic patients. The goal is to balance dietary constraints to achieve the necessary nutritional goals with the dietary habits of the users to encourage adherence to the diet. Results indicate that our models recommend daily food intakes that preserve the original data trends while providing a range of options to patients and providers based on the tradeoff.