Neural Networks for Optimization
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Transcript of Neural Networks for Optimization
Neural Networks for
OptimizationBill Wolfe
California State University Channel Islands
Neural Models
• Simple processing units• Lots of them• Highly interconnected• Exchange excitatory and inhibitory signals• Variety of connection architectures/strengths• “Learning”: changes in connection strengths• “Knowledge”: connection architecture• No central processor: distributed processing
Simple Neural Model
• ai Activation
• ei External input
• wij Connection Strength
Assume: wij = wji (“symmetric” network)
W = (wij) is a symmetric matrix
ai ajwij
ei ej
Net Input
ai
aj
wij
ei
i
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jiji eawnet
eaWnet
Dynamics
• Basic idea:
ai
neti > 0
ai
neti < 0
ii
ii
anet
anet
0
0
netdt
adnet
dt
dai
i
Energy
aeaWaE TT 21
net
netnet
ewew
aEaE
E
n
j
nnj
j
j
n
,...,
,...,
/,....,/
1
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1
netE
Lower Energy
• da/dt = net = -grad(E) seeks lower energy
net
Energy
a
Problem: Divergence
Energy
net a
A Fix: Saturation
))(1( iiii
aanetdt
da
corner-seeking
lower energy
10 ia
Keeps the activation vector inside the hypercube boundaries
a
Energy
0 1
))(1( iiii
aanetdt
da
corner-seeking
lower energy
Encourages convergence to corners
Summary: The Neural Model
))(1( iiii
aanetdt
da
i
j
jiji eawnet
ai Activation ei External Inputwij Connection StrengthW (wij = wji) Symmetric
10 ia
Example: Inhibitory Networks
• Completely inhibitory– wij = -1 for all i,j– k-winner
• Inhibitory Grid– neighborhood inhibition
Traveling Salesman Problem
• Classic combinatorial optimization problem
• Find the shortest “tour” through n cities
• n!/2n distinct tours
D
D
AE
B
C
AE
B
C
ABCED
ABECD
TSP solution for 15,000 cities in Germany
TSP
50 City Example
Random
Nearest-City
2-OPT
http://www.jstor.org/view/0030364x/ap010105/01a00060/0
An Effective Heuristic for the Traveling Salesman Problem
S. Lin and B. W. Kernighan
Operations Research, 1973
Centroid
Monotonic
Neural Network Approach
D
C
B
A1 2 3 4
time stops
cities neuron
Tours – Permutation Matrices
D
C
B
A
tour: CDBA
permutation matrices correspond to the “feasible” states.
Not Allowed
D
C
B
A
Only one city per time stopOnly one time stop per city
Inhibitory rows and columns
inhibitory
Distance Connections:
Inhibit the neighboring cities in proportion to their distances.
D
C
B
A-dAC
-dBC
-dDC
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A
B
C
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B
A-dAC
-dBC
-dDC
putting it all together:
Research Questions
• Which architecture is best?• Does the network produce:
– feasible solutions?– high quality solutions?– optimal solutions?
• How do the initial activations affect network performance?
• Is the network similar to “nearest city” or any other traditional heuristic?
• How does the particular city configuration affect network performance?
• Is there any way to understand the nonlinear dynamics?
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D
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F
G
1 2 3 4 5 6 7
typical state of the network before convergence
“Fuzzy Readout”
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1 2 3 4 5 6 7
à GAECBFD
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Neural ActivationsFuzzy Tour
Initial Phase
Neural ActivationsFuzzy Tour
Monotonic Phase
Neural ActivationsFuzzy Tour
Nearest-City Phase
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to
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gt
h
10009008007006005004003002001000iteration
Fuzzy Tour Lengths
centroidphase
monotonicphase
nearest-cityphase
monotonic (19.04)
centroid (9.76)nc-worst (9.13)
nc-best (7.66)2opt (6.94)
Fuzzy Tour Lengthstour length
iteration
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tour length
70656055504540353025201510# cities
average of 50 runs per problem size
centroid
nc-w
nc-bneur
2-opt
Average Results for n=10 to n=70 cities
(50 random runs per n)
# cities
DEMO 2
Applet by Darrell Longhttp://hawk.cs.csuci.edu/william.wolfe/TSP001/TSP1.html
Conclusions
• Neurons stimulate intriguing computational models.
• The models are complex, nonlinear, and difficult to analyze.
• The interaction of many simple processing units is difficult to visualize.
• The Neural Model for the TSP mimics some of the properties of the nearest-city heuristic.
• Much work to be done to understand these models.
EXTRA SLIDES
Brain
• Approximately 1010 neurons• Neurons are relatively simple• Approximately 104 fan out• No central processor• Neurons communicate via excitatory and
inhibitory signals• Learning is associated with modifications of
connection strengths between neurons
Fuzzy Tour Lengths
iteration
tour length
Average Results for n=10 to n=70 cities
(50 random runs per n)
# cities
tour length
01
10W
1,1
1
1,1
1
v
v
a1
a2
1
1
0111
1011
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1110
W
a1
a2
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1
with external input e = 1/2
Perfect K-winner Performance: e = k-1/2
e
e
e
e
e
e
e
e
1
0
initial activations
final activations
1
0
initial activations
final activations
e=½(k=1)
e=1 + ½(k=2)