Searcharxiv⌕ Search

arXiv subjects

Helmut G. Katzgraber

Publications and source records attributed to Helmut G. Katzgraber.

At least 37 records · Page 2Linked to original sources

Reply to: Inability of a graph neural network heuristic to outperform greedy algorithms in solving combinatorial optimization problems

We provide a comprehensive reply to the comment written by Stefan Boettcher [arXiv:2210.00623] and argue that the comment singles out one particular non-representative example problem, entirely focusing on the maximum cut problem (MaxCut) on sparse graphs, for which greedy algorithms are expected to perform well. Conversely, we highlight the broader algorithmic development underlying our original work, and (within our original framework) provide additional numerical results showing sizable improvements over our original data, thereby refuting the comment's original performance statements. Furthermore, it has already been shown that physics-inspired graph neural networks (PI-GNNs) can outperform greedy algorithms, in particular on hard, dense instances. We also argue that the internal (parallel) anatomy of graph neural networks is very different from the (sequential) nature of greedy algorithms, and (based on their usage at the scale of real-world social networks) point out that graph neural networks have demonstrated their potential for superior scalability compared to existing heuristics such as extremal optimization. Finally, we conclude highlighting the conceptual novelty of our work and outline some potential extensions.

cs.LG↗

Reply to: Modern graph neural networks do worse than classical greedy algorithms in solving combinatorial optimization problems like maximum independent set

We provide a comprehensive reply to the comment written by Chiara Angelini and Federico Ricci-Tersenghi [arXiv:2206.13211] and argue that the comment singles out one particular non-representative example problem, entirely focusing on the maximum independent set (MIS) on sparse graphs, for which greedy algorithms are expected to perform well. Conversely, we highlight the broader algorithmic development underlying our original work, and (within our original framework) provide additional numerical results showing sizable improvements over our original results, thereby refuting the comment's performance statements. We also provide results showing run-time scaling superior to the results provided by Angelini and Ricci-Tersenghi. Furthermore, we show that the proposed set of random d-regular graphs does not provide a universal set of benchmark instances, nor do greedy heuristics provide a universal algorithmic baseline. Finally, we argue that the internal (parallel) anatomy of graph neural networks is very different from the (sequential) nature of greedy algorithms and emphasize that graph neural networks have demonstrated their potential for superior scalability compared to existing heuristics such as parallel tempering. We conclude by discussing the conceptual novelty of our work and outline some potential extensions.

cond-mat.dis-nn↗

Graph Coloring with Physics-Inspired Graph Neural Networks

We show how graph neural networks can be used to solve the canonical graph coloring problem. We frame graph coloring as a multi-class node classification problem and utilize an unsupervised training strategy based on the statistical physics Potts model. Generalizations to other multi-class problems such as community detection, data clustering, and the minimum clique cover problem are straightforward. We provide numerical benchmark results and illustrate our approach with an end-to-end application for a real-world scheduling use case within a comprehensive encode-process-decode framework. Our optimization approach performs on par or outperforms existing solvers, with the ability to scale to problems with millions of variables.

cs.LG↗

Optimization of Robot Trajectory Planning with Nature-Inspired and Hybrid Quantum Algorithms

We solve robot trajectory planning problems at industry-relevant scales. Our end-to-end solution integrates highly versatile random-key algorithms with model stacking and ensemble techniques, as well as path relinking for solution refinement. The core optimization module consists of a biased random-key genetic algorithm. Through a distinct separation of problem-independent and problem-dependent modules, we achieve an efficient problem representation, with a native encoding of constraints. We show that generalizations to alternative algorithmic paradigms such as simulated annealing are straightforward. We provide numerical benchmark results for industry-scale data sets. Our approach is found to consistently outperform greedy baseline results. To assess the capabilities of today's quantum hardware, we complement the classical approach with results obtained on quantum annealing hardware, using qbsolv on Amazon Braket. Finally, we show how the latter can be integrated into our larger pipeline, providing a quantum-ready hybrid solution to the problem.

quant-ph↗

Combinatorial Optimization with Physics-Inspired Graph Neural Networks

Combinatorial optimization problems are pervasive across science and industry. Modern deep learning tools are poised to solve these problems at unprecedented scales, but a unifying framework that incorporates insights from statistical physics is still outstanding. Here we demonstrate how graph neural networks can be used to solve combinatorial optimization problems. Our approach is broadly applicable to canonical NP-hard problems in the form of quadratic unconstrained binary optimization problems, such as maximum cut, minimum vertex cover, maximum independent set, as well as Ising spin glasses and higher-order generalizations thereof in the form of polynomial unconstrained binary optimization problems. We apply a relaxation strategy to the problem Hamiltonian to generate a differentiable loss function with which we train the graph neural network and apply a simple projection to integer variables once the unsupervised training process has completed. We showcase our approach with numerical results for the canonical maximum cut and maximum independent set problems. We find that the graph neural network optimizer performs on par or outperforms existing solvers, with the ability to scale beyond the state of the art to problems with millions of variables.

cs.LG↗

Automated Design of Pulse Sequences for Magnetic Resonance Fingerprinting using Physics-Inspired Optimization

Magnetic Resonance Fingerprinting (MRF) is a method to extract quantitative tissue properties such as T1 and T2 relaxation rates from arbitrary pulse sequences using conventional magnetic resonance imaging hardware. MRF pulse sequences have thousands of tunable parameters which can be chosen to maximize precision and minimize scan time. Here we perform de novo automated design of MRF pulse sequences by applying physics-inspired optimization heuristics. Our experimental data suggests systematic errors dominate over random errors in MRF scans under clinically-relevant conditions of high undersampling. Thus, in contrast to prior optimization efforts, which focused on statistical error models, we use a cost function based on explicit first-principles simulation of systematic errors arising from Fourier undersampling and phase variation. The resulting pulse sequences display features qualitatively different from previously used MRF pulse sequences and achieve fourfold shorter scan time than prior human-designed sequences of equivalent precision in T1 and T2. Furthermore, the optimization algorithm has discovered the existence of MRF pulse sequences with intrinsic robustness against shading artifacts due to phase variation.

physics.med-ph↗

Scaling overhead of embedding optimization problems in quantum annealing

In order to treat all-to-all connected quadratic binary optimization problems (QUBO) with hardware quantum annealers, an embedding of the original problem is required due to the sparsity of the hardware's topology. Embedding fully-connected graphs - typically found in industrial applications - incurs a quadratic space overhead and thus a significant overhead in the time to solution. Here we investigate this embedding penalty of established planar embedding schemes such as minor embedding on a square lattice, minor embedding on a Chimera graph, and the Lechner-Hauke-Zoller scheme using simulated quantum annealing on classical hardware. Large-scale quantum Monte Carlo simulation suggest a polynomial time-to-solution overhead. Our results demonstrate that standard analog quantum annealing hardware is at a disadvantage in comparison to classical digital annealers, as well as gate-model quantum annealers and could also serve as benchmark for improvements of the standard quantum annealing protocol.

quant-ph↗

Optimization and benchmarking of the thermal cycling algorithm

Optimization plays a significant role in many areas of science and technology. Most of the industrial optimization problems have inordinately complex structures that render finding their global minima a daunting task. Therefore, designing heuristics that can efficiently solve such problems is of utmost importance. In this paper we benchmark and improve the thermal cycling algorithm [Phys. Rev. Lett. 79, 4297 (1997)] that is designed to overcome energy barriers in nonconvex optimization problems by temperature cycling of a pool of candidate solutions. We perform a comprehensive parameter tuning of the algorithm and demonstrate that it competes closely with other state-of-the-art algorithms such as parallel tempering with isoenergetic cluster moves, while overwhelmingly outperforming more simplistic heuristics such as simulated annealing.

cond-mat.dis-nn↗

Computational Overhead of Locality Reduction in Binary Optimization Problems

Recently, there has been considerable interest in solving optimization problems by mapping these onto a binary representation, sparked mostly by the use of quantum annealing machines. Such binary representation is reminiscent of a discrete physical two-state system, such as the Ising model. As such, physics-inspired techniques -- commonly used in fundamental physics studies -- are ideally suited to solve optimization problems in a binary format. While binary representations can be often found for paradigmatic optimization problems, these typically result in k-local higher-order unconstrained binary optimization cost functions. In this work, we discuss the effects of locality reduction needed for the majority of the currently available quantum and quantum-inspired solvers that can only accommodate 2-local (quadratic) cost functions. General locality reduction approaches require the introduction of ancillary variables which cause an overhead over the native problem. Using a parallel tempering Monte Carlo solver on Microsoft Azure Quantum, as well as k-local binary problems with planted solutions, we show that post reduction to a corresponding 2-local representation the problems become considerably harder to solve. We further quantify the increase in computational hardness introduced by the reduction algorithm by measuring the variation of number of variables, statistics of the coefficient values, and the population annealing entropic family size. Our results demonstrate the importance of avoiding locality reduction when solving optimization problems.

quant-ph↗

Chook -- A comprehensive suite for generating binary optimization problems with planted solutions

We present Chook, an open-source Python-based tool to generate discrete optimization problems of tunable complexity with a priori known solutions. Chook provides a cross-platform unified environment for solution planting using a number of techniques, such as tile planting, Wishart planting, equation planting, and deceptive cluster loop planting. Chook also incorporates planted solutions for higher-order (beyond quadratic) binary optimization problems. The support for various planting schemes and the tunable hardness allows the user to generate problems with a wide range of complexity on different graph topologies ranging from hypercubic lattices to fully-connected graphs.

quant-ph↗

Griffiths-McCoy singularity on the diluted Chimera graph: Monte Carlo simulations and experiments on the quantum hardware

The Griffiths-McCoy singularity is a phenomenon characteristic of low-dimensional disordered quantum spin systems, in which the magnetic susceptibility shows singular behavior as a function of the external field even within the paramagnetic phase. We study whether this phenomenon is observed in the transverse-field Ising model with disordered ferromagnetic interactions on the quasi-two-dimensional diluted Chimera graph both by quantum Monte Carlo simulations and by extensive experiments on the D-Wave quantum annealer used as a quantum simulator. From quantum Monte Carlo simulations, evidence is found for the existence of the Griffiths-McCoy singularity in the paramagnetic phase. The experimental approach on the quantum hardware produces results that are less clear-cut due to the intrinsic noise and errors in the analog quantum device but can nonetheless be interpreted to be consistent with the existence of the Griffiths-McCoy singularity as in the Monte Carlo case. This is the first experimental approach based on an analog quantum simulator to study the subtle phenomenon of Griffiths-McCoy singularities in a disordered quantum spin system, through which we have clarified the capabilities and limitations of the D-Wave quantum annealer as a quantum simulator.

quant-ph↗

Machine learning in physics: The pitfalls of poisoned training sets

Known for their ability to identify hidden patterns in data, artificial neural networks are among the most powerful machine learning tools. Most notably, neural networks have played a central role in identifying states of matter and phase transitions across condensed matter physics. To date, most studies have focused on systems where different phases of matter and their phase transitions are known, and thus the performance of neural networks is well controlled. While neural networks present an exciting new tool to detect new phases of matter, here we demonstrate that when the training sets are poisoned (i.e., poor training data or mislabeled data) it is easy for neural networks to make misleading predictions.

cond-mat.dis-nn↗

Learning to find order in disorder

We introduce the use of neural networks as classifiers on classical disordered systems with no spatial ordering. In this study, we implement a convolutional neural network trained to identify the spin-glass state in the three-dimensional Edwards-Anderson Ising spin-glass model from an input of Monte Carlo sampled configurations at a given temperature. The neural network is designed to be flexible with the input size and can accurately perform inference over a small sample of the instances in the test set. Using the neural network to classify instances of the three-dimensional Edwards-Anderson Ising spin-glass in a (random) field we show that the inferred phase boundary is consistent with the absence of an Almeida-Thouless line.

cond-mat.dis-nn↗

The Wishart planted ensemble: A tunably-rugged pairwise Ising model with a first-order phase transition

We propose the Wishart planted ensemble, a class of zero-field Ising models with tunable algorithmic hardness and specifiable (or planted) ground state. The problem class arises from a simple procedure for generating a family of random integer programming problems with specific statistical symmetry properties, but turns out to have intimate connections to a sign-inverted variant of the Hopfield model. The Hamiltonian contains only 2-spin interactions, with the coupler matrix following a type of Wishart distribution. The class exhibits a classical first-order phase transition in temperature. For some parameter settings the model has a locally-stable paramagnetic state, a feature which correlates strongly with difficulty in finding the ground state and suggests an extremely rugged energy landscape. We analytically probe the ensemble thermodynamic properties by deriving the Thouless-Anderson-Palmer equations and free energy and corroborate the results with a replica and annealed approximation analysis; extensive Monte Carlo simulations confirm our predictions of the first-order transition temperature. The class exhibits a wide variation in algorithmic hardness as a generation parameter is varied, with a pronounced easy-hard-easy profile and peak in solution time towering many orders of magnitude over that of the easy regimes. By deriving the ensemble-averaged energy distribution and taking into account finite-precision representation, we propose an analytical expression for the location of the hardness peak and show that at fixed precision, the number of constraints in the integer program must increase with system size to yield truly hard problems. The Wishart planted ensemble is interesting for its peculiar physical properties and provides a useful and analytically-transparent set of problems for benchmarking optimization algorithms.

cond-mat.dis-nn↗

Adding color: Visualization of energy landscapes in spin glasses

Disconnectivity graphs are used to visualize the minima and the lowest energy barriers between the minima of complex systems. They give an easy and intuitive understanding of the underlying energy landscape and, as such, are excellent tools for understanding the complexity involved in finding low-lying or global minima of such systems. We have developed a classification scheme that categorizes highly-degenerate minima of spin glasses based on similarity and accessibility of the individual states. This classification allows us to condense the information pertained in different dales of the energy landscape to a single representation using color to distinguish its type and a bar chart to indicate the average size of the dales at their respective energy levels. We use this classification to visualize disconnectivity graphs of small representations of different tile-planted models of spin glasses. An analysis of the results shows that different models have distinctly different features in the total number of minima, the distribution of the minima with respect to the ground state, the barrier height and in the occurrence of the different types of minimum energy dales.

cond-mat.dis-nn↗

Computational hardness of spin-glass problems with tile-planted solutions

We investigate the computational hardness of spin-glass instances on a square lattice, generated via a recently introduced tunable and scalable approach for planting solutions. The method relies on partitioning the problem graph into edge-disjoint subgraphs, and planting frustrated, elementary subproblems that share a common local ground state, which guarantees that the ground state of the entire problem is known a priori. Using population annealing Monte Carlo, we compare the typical hardness of problem classes over a large region of the multi-dimensional tuning parameter space. Our results show that the problems have a wide range of tunable hardness. Moreover, we observe multiple transitions in the hardness phase space, which we further corroborate using simulated annealing and simulated quantum annealing. By investigating thermodynamic properties of these planted systems, we demonstrate that the harder samples undergo magnetic ordering transitions which are also ultimately responsible for the observed hardness transitions on changing the sample composition.

cond-mat.dis-nn↗

Effects of setting the temperatures in the parallel tempering Monte Carlo algorithm

Parallel tempering Monte Carlo has proven to be an efficient method in optimization and sampling applications. Having an optimized temperature set enhances the efficiency of the algorithm through more-frequent replica visits to the temperature limits. The approaches for finding an optimal temperature set can be divided into two main categories. The methods of the first category distribute the replicas such that the swapping ratio between neighbouring replicas is constant and independent of the temperature values. The second-category techniques including the feedback-optimized method, on the other hand, aim for a temperature distribution that has higher density at simulation bottlenecks, resulting in temperature-dependent replica-exchange probabilities. In this paper, we compare the performance of various temperature setting methods on both sparse and fully-connected spin-glass problems as well as fully-connected Wishart problems that have planted solutions. These include two classes of problems that have either continuous or discontinuous phase transitions in the order parameter. Our results demonstrate that there is no performance advantage for the methods that promote nonuniform swapping probabilities on spin-glass problems where the order parameter has a smooth transition between phases at the critical temperature. However, on Wishart problems that have a first-order phase transition at low temperatures, the feedback-optimized method exhibits a time-to-solution speedup of at least a factor of two over the other approaches.

physics.comp-ph↗

Uncertain fate of fair sampling in quantum annealing

Recently, it was demonstrated both theoretically and experimentally on the D-Wave quantum annealer that transverse-field quantum annealing does not find all ground states with equal probability. In particular, it was proposed that more complex driver Hamiltonians beyond transverse fields might mitigate this shortcoming. Here, we investigate the mechanisms of (un)fair sampling in quantum annealing. While higher-order terms can improve the sampling for selected small problems, we present multiple counterexamples where driver Hamiltonians that go beyond transverse fields do not remove the sampling bias. Using perturbation theory we explain why this is the case. In addition, we present large-scale quantum Monte Carlo simulations for spin glasses with known degeneracy in two space dimensions and demonstrate that the fair-sampling performance of quadratic driver terms is comparable to standard transverse-field drivers. Our results suggest that quantum annealing machines are not well suited for sampling applications, unless post-processing techniques to improve the sampling are applied.

quant-ph↗