Can Computational Reducibility Lead to Transferable Models for Graph Combinatorial Optimization?
Authors: Semih Cantürk, Thomas Sabourin, Frederik Wenkel, Michael Perlmutter, Guy Wolf
Organizations: Dept. of Computer Science and Operations Research, Université de Montréal · Mila – Quebec AI Institute · Dept. of Mathematics & Statistics, Université de Montréal · Valence Labs · Dept. of Mathematics, Boise State University
A key challenge in developing unified neural solvers for combinatorial optimization (CO) is the efficient generalization of models from a given set of tasks to new tasks unseen during initial training. To address this, we first establish a new GNN encoder, which uses a GCON module as a form of expressive message passing together with energy-based unsupervised loss functions. This model achieves highly competitive performance across multiple CO tasks when trained individually on each task. We then leverage knowledge from the computational reducibility literature to propose pretraining and fine-tuning strategies that transfer effectively (a) between MVC, MIS and MaxClique, and (b) in a multi-task learning setting that additionally incorporates MaxCut, MDS and graph coloring. Additionally, in a leave-one-out, multi-task learning setting, we observe that pretraining on all but one task almost always leads to faster convergence on the remaining task when fine-tuning, while avoiding negative transfer. Our findings indicate that learning common representations across multiple graph CO problems is viable through the use of expressive message passing coupled with pretraining strategies that are informed by the polynomial reducibility literature, thereby taking an important step towards enabling the development of foundational models for neural CO. We provide an open source implementation of our work at https://github.com/semihcanturk/COPT-MT.
Figures & tables
Figure 1: (Left) Reduction between tasks for pairwise transferability section: MIS/MVC are complements, but MaxClique is based on an auxiliary graph. (Right) Multi-task learning / fine-tuning architecture (pretraining set in green, fine-tuning set in purple).
Table 1: Energy-based loss functions for CO problems considered. Table extended from Sanokowski et al. (2024) .
Method
Type
MVC ↓
MClique ↑
MIS ↑
True Size
—
206.95
19.07
20.07
GUROBI
OR
—
† 19.05 †
† 19.98 †
GFN
SSL
—
16.24
19.18
GCN
SSL-GNN
221.56 ± 0.05
15.33 ± 0.04
17.67 ± 0.20
GIN
SSL-GNN
221.63 ± 0.23
15.28 ± 0.14
17.50 ± 0.04
GATv2
SSL-GNN
220.76 ± 2.26
15.56 ± 0.09
17.58 ± 0.07
Table 2: Performance comparison of GCON with other baselines on RB-small datasets (Mean ± Std). The best deep learning-based method is listed in gold , second best in silver . † indicates Gurobi outperforms all deep learning methods.
GNN
Out-head
MIS ↑
MVC ↓
Baseline
18.12 ± 0.11
211.69 ± 0.16
Freeze
Reset + FT
17.68 ± 0.04
212.46 ± 0.25
Freeze
Invert + FT
17.69 ± 0.05
212.39 ± 0.21
FT
Invert + FT
18.00 ± 0.05
211.56 ± 0.24
Table 3: MIS ↔ MVC transferability on RB-small . Baseline refers to models trained from scratch on the CO task tested on. Other models are pretrained on the opposite task, e.g., the MIS column evaluates models pretrained on MVC and fine-tuned on MIS.
#
Feats
GNN Stack
GT
Comp?
MC Size
1
G
Baseline
—
False
16.92 ± 0.13
2
G∥Gˉ
Baseline
—
False
16.63 ± 0.05
3
G
Random
—
False
10.71 ± 0.14
4
G
Frozen
—
False
16.12 ± 0.20
5
G
Fine-tuned
—
False
16.55 ± 0.03
6
G∥Gˉ
Frozen
—
False
15.98 ± 0.12
Table 4: Overview of MIS → MaxClique transferability experiments on RB-small . First two rows represent baselines trained from scratch. The “feats” column denotes whether graph statistics from only the original graph G or also its complement Gˉ are provided as initial node features. Third row represents a randomly initialized GCON model. Mean ± standard dev for 3 runs reported. Top 3 transfer runs are denoted with gold , silver and bronze .
Figure 2: Transfer performance on MVC and MIS. We compare training from scratch against frozen and unfrozen fine-tuning on the other task (MVC on MIS and MIS on MVC), the rest of tasks (MCut, MClique, MDS, K -coloring), and all tasks (rest + other) for BA-small graphs.
Task
From Scratch
Fine-tuned
↑ MaxCut
716.81 ± 3.00
722.40 ± 1.17
↑ MaxClique
00 4.31 ± 0.01
00 4.32 ± 0.01
↓ MDS
0 35.57 ± 2.41
0 36.15 ± 1.87
↑ MIS
111.33 ± 0.20
111.56 ± 0.10
↓ MVC
141.30 ± 0.27
140.04 ± 0.33
↓ Color
00 61.92 ± 36.11
0 24.19 ± 9.08
Table 5: Leave-one-out fine-tuning in low-resource regime on BA-small graphs (20 epochs, unfrozen backbone, 5 runs average)
MaxCut
MaxClique
MIS
MVC
Color
33.36
41.34
41.40
34.68
45.29
Table 6: MDS ( ↓ ) trained together with all but one task on BA-small graphs for 200 epochs (5 runs average)
Task
Fine-tuned
Baseline
Full
↑ MaxCut
722.77 ± 1.00
716.90 ± 1.55
726.58 ± 0.51
↑ MaxClique
00 4.32 ± 0.01
00 4.31 ± 0.00
00 4.43 ± 0.02
↓ MDS
0 29.65 ± 0.09
0 33.93 ± 1.15
0 29.56 ± 0.22
↑ MIS
111.94 ± 0.06
111.33 ± 0.26
112.23 ± 0.06
↓ MVC
139.70 ± 0.31
141.43 ± 0.23
139.40 ± 0.20
↓ Coloring
0 17.29 ± 1.97
00 49.04 ± 21.84
00 3.52 ± 1.52
Table 7: Fine-tuning on MDS-MIS-Coloring pretrained backbones for 20 epochs ( BA-small dataset, 3 runs average)
Appendix figures & tables8 assets
Supplementary material from the paper’s appendix.
Appendix
Parameter
Value
Architecture Details
Number of GCON Layers
16
Hidden Dimension ( dh )
64
Channels (Filters)
[0], [1], [2], [4], [0,1], [1,2], [2,4]
Aggregation
Sum
Dropout Rate
0.3
Appendix
Table 8: GCON Backbone and Training Hyperparameters
Reduction
# Nodes
× MDS size
# Edges
× MDS size
MDS (Base)
250.3 ± 28.9
–
0 985.0 ± 115.8
–
MIS
1239.0 ± 146.8
4.95
2964.0 ± 352.3
3.01
MVC
1239.0 ± 146.8
4.95
2964.0 ± 352.3
3.01
MaxClique
30873.7 ± 7148.0
123.37
0 91870.3 ± 21357.4
93.27
Appendix
Table 9: Average number of nodes and edges for the original BA-small graph where we train on solving MDS, and the equivalent graphs for other tasks obtained by applying reductions to the original graphs. For the transformed graphs, we denote the × change in the “blow-up” in the nodes and edges of the resulting graph.
Method
MDS ↓
MVC ↓
MIS ↑
MaxClique ↑
(MDS Red.) Random
120.43 ± 25.3
190.11 ± 36.9
0 59.87 ± 40.1
1.61 ± 1.04
(MDS Red.) Base (20 epochs)
* 31.37 ± 0.62*
165.21 ± 0.96
0 80.99 ± 6.42
2.98 ± 0.12
(MDS Red.) 0-shot
* 31.37 ± 0.62*
148.21 ± 2.53
102.78 ± 2.53
2.46 ± 0.44
(MDS Red.) F-BB
-
144.59 ± 1.35
106.25 ± 1.35
2.27 ± 0.14
(MDS Red.) FT
-
142.79 ± 1.37
106.45 ± 0.92
2.82 ± 0.01
(MTL) FT (w/ Graph Stats)
32.03 ± 0.66
139.31 ± 0.17
111.96 ± 0.02
4.34 ± 0.01
Appendix
Table 10: Comparison of our MTL framework with unified-MDS-reduction-based approaches, where we train a GCON model to solve MDS on BA-small graphs, and then “transform” the graphs corresponding to MIS/MVC/MaxClique via constructing the true reductions over the graph. We test three variants of the pretrained MDS model: 0-shot, frozen backbone (F-BB), and full fine-tuning (FT). * denotes the original MDS pretraining result, which is trained for 100 epochs as opposed to constraining to 20 epochs for other tasks.
Problem
Fine-tuned
Baseline
Full
↑ MaxCut
2935.82 ± 0.63
2926.39 ± 2.46
2946.01 ± 6.00
↑ MaxClique
000 4.31 ± 0.03
000 4.32 ± 0.01
000 4.41 ± 0.02
↓ MDS
0 109.72 ± 0.16
00 129.64 ± 12.74
01 121.20 ± 10.38
↑ MIS
0 453.51 ± 0.17
0 452.59 ± 0.07
00 454.77 ± 0.13
↓ MVC
0 550.55 ± 0.36
0 554.53 ± 1.22
00 548.86 ± 0.35
↓ Coloring
00 31.40 ± 5.29
00 53.48 ± 4.53
000 10.61 ± 2.95
Appendix
Table 11: Fine-tuning on MDS-MIS-Coloring pretrained backbones for 20 epochs ( BA-large dataset, 3 runs average)
BA-large
BA-small
Problem
Fine-tuned
Extrapol.
Diff
Baseline
Fine-tuned
Extrapol.
Diff
Baseline
↑ MaxCut
2935.8 ± 0.6
2936.0 ± 0.1
+0.01%
2926.4 ± 2.5
722.8 ± 1.0
722.0 ± 1.4
-0.11%
716.9 ± 1.5
↑ MaxClique
00 4.31 ± 0.03
00 4.30 ± 0.02
-0.24%
00 4.32 ± 0.01
00 4.32 ± 0.01
00 4.34 ± 0.01
+0.49%
00 4.31 ± 0.00
↓ MDS
109.7 ± 0.2
111.9 ± 0.8
+2.01%
0 129.6 ± 12.7
0 29.6 ± 0.1
0 29.2 ± 0.1
-1.61%
0 33.9 ± 1.2
↑ MIS
453.5 ± 0.2
453.9 ± 0.2
+0.08%
452.6 ± 0.1
111.9 ± 0.1
111.8 ± 0.0
-0.10%
111.3 ± 0.3
↓ MVC
550.5 ± 0.4
550.9 ± 0.3
+0.06%
554.5 ± 1.2
139.7 ± 0.3
139.8 ± 0.2
+0.09%
141.4 ± 0.2
Appendix
Table 12: Size Extrapolation Comparison on BA-large and BA-small datasets (3 runs average)
Problem
BA-large
BA-small
MaxCut
00 6.23
0 2.23
MaxClique
0 48.95
32.58
MDS
0 46.42
10.65
MIS
0 65.11
22.78
MVC
137.52
31.39
Coloring
00 6.38
0 2.84
Appendix
Table 13: Inference Time Performance on NVIDIA L40S GPU (seconds)
Method
Type
MVC Time
MClique Time
MIS Time
True Size
—
—
—
—
Gurobi
OR
—
1:55
47:34
GFN
SSL
—
0:42
0:32
GCN
SSL-GNN
1:29
0:57
0:45
GIN
SSL-GNN
1:24
0:55
0:35
GATv2
SSL-GNN
1:26
1:02
0:57
Appendix
Table 14: Inference times of Table 2 over the RB-small test set (500 graphs, NVIDIA Tesla V100).
Graph name
Pretrained
Random
Best known
C1000.9
56
29
68
C125.9
32
25
34
C2000.5
11
9
16
C2000.9
48
28
80
C250.9
36
28
44
C400.5
10
8
18
Appendix
Table 15: Comparison of our pretrained (RB small) and a randomly initialized model on 0-shot inference on DIMACS instances for MIS.
Grupo de Tratamiento de Imágenes, Information Processing and Telecomunications Center, ETSI Telecomunicación, Universidad Politécnica de Madrid, 28040, Madrid, Spain
Faculty of Engineering, The University of Hong Kong, Hong Kong SAR, China · Costello College of Business, George Mason University, VA, USA · Faculty of Business and Economics, The University of Hong Kong, Hong Kong, China +1