Recurrent State Encoders for Efficient Neural Combinatorial Optimization

The primary paradigm in Neural Combinatorial Optimization (NCO) consists of construction methods, where a neural network is trained to sequentially add one solution component at a time until a complete solution is formed. We observe that the typical changes to the state between two steps are small, since usually only the node added to the solution is removed from the state. An efficient model should be able to reuse computation from prior steps. To that end, we propose a recurrent encoder that computes state embeddings based not only on the current state but also on embeddings from the previous state. We show that this recurrent encoder can achieve equivalent or better performance than a non-recurrent encoder even with 3× fewer layers, thus significantly improving latency. We demonstrate our findings on three different problems: the Traveling Salesman Problem (TSP), the Capacitated Vehicle Routing Problem (CVRP), and the Orienteering Problem (OP), and integrate the models into a large neighborhood search algorithm to showcase the practical relevance of our findings.