Related papers: Melding the Data-Decisions Pipeline: Decision-Focu…
Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…
This paper presents a novel decision-focused framework integrating the physical energy storage model into machine learning pipelines. Motivated by the model predictive control for energy storage, our end-to-end method incorporates the prior…
Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…
Data-driven optimization aims to translate a machine learning model into decision-making by optimizing decisions on estimated costs. Such a pipeline can be conducted by fitting a distributional model which is then plugged into the target…
It is increasingly common to solve combinatorial optimisation problems that are partially-specified. We survey the case where the objective function or the relations between variables are not known or are only partially specified. The…
Decision-Focused Learning (DFL) is a paradigm for tailoring a predictive model to a downstream optimization task that uses its predictions in order to perform better on that specific task. The main technical challenge associated with DFL is…
Decision-focused learning (DFL) is an increasingly popular paradigm for training predictive models whose outputs are used in decision-making tasks. Instead of merely optimizing for predictive accuracy, DFL trains models to directly minimize…
In the predict-then-optimize framework, the objective is to train a predictive model, mapping from environment features to parameters of an optimization problem, which maximizes decision quality when the optimization is subsequently solved.…
Many real-world decisions are made under uncertainty by solving optimization problems using predicted quantities. This predict-then-optimize paradigm has motivated decision-focused learning, which trains models with awareness of how the…
In the past few years, the area of Machine Learning (ML) has witnessed tremendous advancements, becoming a pervasive technology in a wide range of applications. One area that can significantly benefit from the use of ML is Combinatorial…
We present a differentiable, decision-oriented learning framework for cost prediction in a class of multi-robot decision-making problems, in which the robots need to trade off the task performance with the costs of taking actions when they…
Recent years have seen considerable progress in the continual training of deep neural networks, predominantly thanks to approaches that add replay or regularization terms to the loss function to approximate the joint loss over all tasks so…
The Predict-Then-Optimize framework uses machine learning models to predict unknown parameters of an optimization problem from exogenous features before solving. This setting is common to many real-world decision processes, and recently it…
The topic of learning to solve optimization problems has received interest from both the operations research and machine learning communities. In this work, we combine techniques from both fields to address the problem of learning to…
Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…
Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…
Decision-Focused Learning (DFL) is an emerging learning paradigm that tackles the task of training a machine learning (ML) model to predict missing parameters of an incomplete optimization problem, where the missing parameters are…
We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…
We address the decision-making capability within an end-to-end planning framework that focuses on motion prediction, decision-making, and trajectory planning. Specifically, we formulate decision-making and trajectory planning as a…
Distributed training in deep learning (DL) is common practice as data and models grow. The current practice for distributed training of deep neural networks faces the challenges of communication bottlenecks when operating at scale, and…