Winner Takes It All: Training Performant RL Populations for Combinatorial Optimization

---

This repository contains the official JAX implementation of the paper Winner Takes It All: Training Performant RL Populations for Combinatorial Optimization.

---

Overview 🌺

Though applying reinforcement learning to combinatorial optimization is attractive, it is unrealistic to expect an agent to solve these (often NP-)hard problems in a single shot due to their inherent complexity. Poppy is a method that uses a population of agents with suitably diverse policies to improve the exploration of the solution space of hard combinatorial optimization problems, such as TSP, CVRP or Knapsack. To this end, it uses a new RL objective to induce an unsupervised specialization targeted solely at maximizing the performance of the whole population.

Figure 1: A diverse set of TSP solvers taking different routes in a given instance.

Getting Started 🚀

Installation

A Dockerfile is provided to run the code. Currently, the installation uses JAX, which enables to run our models seamlessly across different hardware (CPU, GPU, TPU). To build the Docker image, start a container, and enter it, run the following from the root directory of the repository.

# Build the container (TPU)
make docker_build_tpu

# Build the container (CPU or GPU, untested)
make docker_build_local

# Start the container
make docker_start

# Get in the container
make docker_enter

Note that the command for building the Docker image changes depending on the hardware being used (CPU, GPU or TPU).

Training

The models can be trained using the experiments/train.py script by executing:

python experiments/train.py

Configs management is done with Hydra, but it can be changed to CVRP for example with --config-name config_exp_cvrp. The most important parameters are:

num_steps: 1000                 # Number of training steps
validation_freq: 500            # Every how many steps validation runs

pop_size: 1                     # Population size (e.g. 1, 4, 8, 16, 32)
num_starting_positions: 20      # Number of starting points (must lower or equal than the problem size)
loss_objective: 'pomo'          # "pomo" for single-decoder, "poppy" or "poppy_with_pomo_baseline" for multi-decoder

batch_size: 64                  # Batch size (number of problems for each training step)

checkpointing:
    save_checkpoint: True           # Whether to save checkpoints
    keep_best_checkpoint: False     # Whether to save a new checkpoint upon achieving best performance (o.w. save the last one)
    
    restore_path: ""                # Path to a checkpoint to be loaded (empty string -> do not load anything)
    load_decoder: True             # Whether to load the decoder(s) from the checkpoint
    allow_cloned_across_population: False  # Whether to allow the same decoder to be cloned across the population

Training Pipeline

The training of our models is divided into 2 phases, as explained in the paper. We briefly describe here which parameters should be used in each of these phases for a (final) 4-agent population:

1. Train a single-decoder architecture (i.e. single agent) is trained from scratch.

pop_size: 1
loss_objective: 'pomo'
restore_path: ""

2. The trained decoder is discarded and a population of decoder heads is randomly initialized. With the parameters of the shared encoder frozen, the decoders are trained in parallel using the same training instances.

pop_size: 4
loss_objective: 'poppy' # (or 'poppy_with_pomo_baseline')
checkpointing:
    restore_path: "path to the checkpoint produced in Phase 1"
    allow_cloned_across_population: True

Testing

• The evaluation sets for TSP100 and CVRP100 are due to Kool et al..
• The evaluation sets for TSP125, TSP150, CVRP125 and CVRP150 are due to Hottung et al..
• The evaluation set for Knapsack has been produced by us.

We describe two ways of evaluating the models below.

Greedy Evaluation

This evaluation runs the greedy policy (i.e. the action with the highest probability is selected). The trained models can be tested using the experiments/validate.py script by executing the command below:

python experiments/validate.py

where

• env - Name of the environment (cvrp, knapsack or tsp).
• problem_size - Size of the problem (number of nodes in CVRP, number of items in Knapsack and number of cities in TSP). The problem sizes we have test sets for are: 100, 125 and 150 for CVRP and TSP, and 100 and 200 for Knapsack.
• pop_size - Population size with which the model was trained.
• model_path - Path to the model's folder (i.e. a checkpoint generated with the training code).

After a variable amount of time, the script will output the corresponding performance metric (e.g., tour length in TSP).

Sampling Evaluation

This evaluation runs stochastic rollouts for the best <agent, starting point> pairs. First, a greedy rollout is run on each starting position for each agent. Second, the best pairs are selected (as many as agents) and 200 stochastic rollouts are run for each of them. The best performance is then returned.

The trained models can be tested using the experiments/slowrl_validation.py script. where the parameters are like those for the greedy evaluation.

Reference ✏️

If you find this repository useful in your work, please use the following citation:

@inproceedings{grinsztajn2023population,
  author    = {Grinsztajn, Nathan and Furelos-Blanco, Daniel and Surana, Shikha and Bonnet, Cl{\'{e}}ment and Barrett, Thomas D.},
  title     = {Winner Takes It All: Training Performant RL Populations for Combinatorial Optimization},
  booktitle = {Advances in Neural Information Processing Systems},
  year      = {2023}
}

Acknowledgements 🙏

This research has been supported with TPUs from Google's TPU Research Cloud (TRC).