Can machines solve general queueing systems?

In this paper, we analyze how well a machine can solve a general problem in queueing theory. To answer this question, we use a deep learning model to predict the stationary queue-length distribution of an M/G/1 queue (Poisson arrivals, general service times, one server). To the best of our knowledge, this is the first time a machine learning model is applied to a general queueing theory problem. We chose M/G/1 queue for this paper because it lies "on the cusp" of the analytical frontier: on the one hand exact solution for this model is available, which is both computationally and mathematically complex. On the other hand, the problem (specifically the service time distribution) is general. This allows us to compare the accuracy and efficiency of the deep learning approach to the analytical solutions. The two key challenges in applying machine learning to this problem are (1) generating a diverse set of training examples that provide a good representation of a "generic" positive-valued distribution, and (2) representations of the continuous distribution of service times as an input. We show how we overcome these challenges. Our results show that our model is indeed able to predict the stationary behavior of the M/G/1 queue extremely accurately: the average value of our metric over the entire test set is 0.0009. Moreover, our machine learning model is very efficient, computing very accurate stationary distributions in a fraction of a second (an approach based on simulation modeling would take much longer to converge). We also present a case-study that mimics a real-life setting and shows that our approach is more robust and provides more accurate solutions compared to the existing methods. This shows the promise of extending our approach beyond the analytically solvable systems (e.g., G/G/1 or G/G/c).