Feature selection is a crucial step in the conception of Machine Learning models, which is often performed via datadriven approaches that overlook the possibility of tapping into the human decision-making of the model’s designers and users. We present a human-in-the-loop framework that interacts with domain experts by collecting their feedback regarding the variables (of few samples) they evaluate as the most relevant for the task at hand. Such information can be modeled via Reinforcement Learning to derive a per-example feature selection method that tries to minimize the model’s loss function by focusing on the most pertinent variables from a human perspective. We report results on a proof-of-concept image classification dataset and on a real-world risk classification task in which the model successfully incorporated feedback from experts to improve its accuracy.

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Simulated annealing (SA) is a stochastic global optimisation technique applicable to a wide range of discrete and continuous variable problems. Despite its simplicity, the development of an effective SA optimiser for a given problem hinges on a handful of carefully handpicked components; namely, neighbour proposal distribution and temperature annealing schedule. In this work, we view SA from a reinforcement learning perspective and frame the proposal distribution as a policy, which can be optimised for higher solution quality given a fixed computational budget. We demonstrate that this Neural SA with such a learnt proposal distribution, parametrised by small equivariant neural networks, outperforms SA baselines on a number of problems: Rosenbrock's function, the Knapsack problem, the Bin Packing problem, and the Travelling Salesperson problem. We also show that Neural SA scales well to large problems-generalising to significantly larger problems than the ones seen during training-while achieving comparable performance to popular off-the-shelf solvers and other machine learning methods in terms of solution quality and wall-clock time.

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