公开(公告)号：US20250045577A1

公开(公告)日：2025-02-06

申请号：US18697304

申请日：2021-10-05

Applicant: Google LLC

Inventor： Bo Dai ,  Hanjun Dai ,  Yuan Xue ,  Zia Syed ,  Dale Eric Schuurmans

IPC: G06N3/08

Abstract: Methods, systems, and apparatus, including computer programs encoded on computer storage media, for performing stochastic optimization using machine learning. One of the methods includes obtaining data defining a multi-stage stochastic optimization (MSSO) problem instance, the data characterizing an observation distribution, an action space, and a cost function; generating a neural network input characterizing the MSSO problem instance from the data; providing the neural network input as input to a neural network that generates, from the network input, a neural network output characterizing parameters of a value function corresponding to the MSSO problem instance; processing the neural network input using the neural network to generate the neural network output; obtaining a new observation determined according to the observation distribution for the MSSO problem instance; determining, using the value function characterized by the network output, an optimal action to take in response to the new observation; and executing the optimal action.