Partition-Based Formulations for Mixed-Integer Optimization of Trained ReLU Neural Networks

被引:0
|
作者
Tsay, Calvin [1 ]
Kronqvist, Jan [2 ]
Thebelt, Alexander [1 ]
Misener, Ruth [1 ]
机构
[1] Imperial Coll London, Dept Comp, London, England
[2] KTH Royal Inst Technol, Dept Math, Stockholm, Sweden
基金
英国工程与自然科学研究理事会;
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暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper introduces a class of mixed-integer formulations for trained ReLU neural networks. The approach balances model size and tightness by partitioning node inputs into a number of groups and forming the convex hull over the partitions via disjunctive programming. At one extreme, one partition per input recovers the convex hull of a node, i.e., the tightest possible formulation for each node. For fewer partitions, we develop smaller relaxations that approximate the convex hull, and show that they outperform existing formulations. Specifically, we propose strategies for partitioning variables based on theoretical motivations and validate these strategies using extensive computational experiments. Furthermore, the proposed scheme complements known algorithmic approaches, e.g., optimization-based bound tightening captures dependencies within a partition.
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页数:13
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