Learning to branch: Generalization guarantees and limits of data-independent discretization

Abstract

Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and non-convex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction problems. Tree search algorithms come with a variety of tunable parameters that are notoriously challenging to tune by hand. A growing body of research has demonstrated the power of using a data-driven approach to automatically optimize the parameters of tree search algorithms. These techniques use a training set of integer programs sampled from an application-specific instance distribution to find a parameter setting that has strong average performance over the training set. However, with too few samples, a parameter setting may have strong average performance on the training set but poor expected performance on future integer programs from the same application. Our main contribution is to provide the first sample complexity guarantees for tree search parameter tuning. These guarantees bound the number of samples sufficient to ensure that the average performance of tree search over the samples nearly matches its future expected performance on the unknown instance distribution. In particular, the parameters we analyze weight scoring rules used for variable selection. Proving these guarantees is challenging because tree size is a volatile function of these parameters: we prove that for any discretization (uniform or not) of the parameter space, there exists a distribution over integer programs such that every parameter setting in the discretization results in a tree with exponential expected size, yet there exist parameter settings between the discretized points that result in trees of constant size. In addition, we provide data-dependent guarantees that depend on the volatility of these tree-size functions: our guarantees improve if the tree-size functions can be well-approximated by simpler functions. Finally, via experiments, we illustrate that learning an optimal weighting of scoring rules reduces tree size.