Partition-based formulations for mixed-integer optimization of trained ReLU neural networks
File(s)2102.04373v1.pdf (902.16 KB)
Working paper
Author(s)
Tsay, Calvin
Kronqvist, Jan
Thebelt, Alexander
Misener, Ruth
Type
Working Paper
Abstract
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.
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.
Date Issued
2021-02-08
Citation
2021
Publisher
arXiv
Copyright Statement
© 2021 The Author(s)
Sponsor
Engineering and Physical Sciences Research Council
BASF SE
The Royal Society
Engineering & Physical Science Research Council (EPSRC)
Identifier
http://arxiv.org/abs/2102.04373v1
Grant Number
EP/P016871/1
87103067 - RDD022420co1
NIF\R1\182194
EP/T001577/1
Subjects
math.OC
math.OC
cs.LG
stat.ML
Notes
10 pages
Publication Status
Published