Related papers: Smart "Predict, then Optimize"

Optimizing resource allocation with predicted information has shown promising gain in boosting network performance and improving user experience. Earlier research efforts focus on optimizing proactive policies under the assumption of…

Real-world scenarios frequently involve multi-objective data-driven optimization problems, characterized by unknown problem coefficients and multiple conflicting objectives. Traditional two-stage methods independently apply a machine…

Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…

In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…

In this short technical note we propose a baseline for decision-aware learning for contextual linear optimization, which solves stochastic linear optimization when cost coefficients can be predicted based on context information. We propose…

A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…

Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

High penetration of renewable energy sources (RES) introduces significant uncertainty and intermittency into microgrid operations, posing challenges to economic and reliable scheduling. To address this, this paper proposes an end-to-end…

Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…

Offline preference optimization allows fine-tuning large models directly from offline data, and has proved effective in recent alignment practices. We propose generalized preference optimization (GPO), a family of offline losses…

Performative prediction aims to model scenarios where predictive outcomes subsequently influence the very systems they target. The pursuit of a performative optimum (PO) -- minimizing performative risk -- is generally reliant on modeling of…

Supervised and preference-based fine-tuning techniques have become popular for aligning large language models (LLMs) with user intent and correctness criteria. However, real-world training data often exhibits spurious correlations --…

Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…

Learning to optimize - the idea that we can learn from data algorithms that optimize a numerical criterion - has recently been at the heart of a growing number of research efforts. One of the most challenging issues within this approach is…

The predict-then-optimize framework arises in a wide variety of applications where the unknown cost coefficients of an optimization problem are first predicted based on contextual features and then used to solve the problem. In this work,…

Ubiquitous mobile devices have catalyzed the development of vehicle crowd sensing (VCS). In particular, vehicle sensing systems show great potential in the flexible acquisition of spatio-temporal urban data through built-in sensors under…

Optimal-Transport Distributionally Robust Optimization (OT-DRO) robustifies data-driven decision-making under uncertainty by capturing the sampling-induced statistical error via optimal transport ambiguity sets. The standard OT-DRO pipeline…

We provide novel theoretical insights on structured prediction in the context of efficient convex surrogate loss minimization with consistency guarantees. For any task loss, we construct a convex surrogate that can be optimized via…

Predict and optimize is an increasingly popular decision-making paradigm that employs machine learning to predict unknown parameters of optimization problems. Instead of minimizing the prediction error of the parameters, it trains…

Safe exploration is a key to applying reinforcement learning (RL) in safety-critical systems. Existing safe exploration methods guaranteed safety under the assumption of regularity, and it has been difficult to apply them to large-scale…