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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…

Machine Learning · Computer Science 2025-06-23 Yehya Farhat

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…

Machine Learning · Computer Science 2026-03-10 Aymeric Capitaine , Maxime Haddouche , Eric Moulines , Michael I. Jordan , Etienne Boursier , Alain Durmus

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…

Machine Learning · Computer Science 2022-11-10 Sanket Shah , Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

Decision-focused learning (DFL) is an emerging paradigm that integrates machine learning (ML) and constrained optimization to enhance decision quality by training ML models in an end-to-end system. This approach shows significant potential…

Machine Learning · Computer Science 2024-09-05 Jayanta Mandi , James Kotary , Senne Berden , Maxime Mulamba , Victor Bucarey , Tias Guns , Ferdinando Fioretto

Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…

Decision-making under uncertainty is often considered in two stages: predicting the unknown parameters, and then optimizing decisions based on predictions. While traditional prediction-focused learning (PFL) treats these two stages…

Machine Learning · Computer Science 2025-09-11 Haeun Jeon , Hyunglip Bae , Chanyeong Kim , Yongjae Lee , Woo Chang Kim

Decision-focused learning (DFL) integrates predictive models with downstream optimization, directly training machine learning models to minimize decision errors. While DFL has been shown to provide substantial advantages when compared to a…

Machine Learning · Computer Science 2026-03-03 Prince Zizhuang Wang , Shuyi Chen , Jinhao Liang , Ferdinando Fioretto , Shixiang Zhu

Many real-world decision processes are modeled by optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize framework uses machine learning models to predict unknown…

Machine Learning · Computer Science 2023-11-23 James Kotary , Vincenzo Di Vito , Jacob Christopher , Pascal Van Hentenryck , Ferdinando Fioretto

Decision-focused learning (DFL) offers an end-to-end approach to the predict-then-optimize (PO) framework by training predictive models directly on decision loss (DL), enhancing decision-making performance within PO contexts. However, the…

Machine Learning · Computer Science 2025-04-15 Jiaqi Yang , Enming Liang , Zicheng Su , Zhichao Zou , Peng Zhen , Jiecheng Guo , Wanjing Ma , Kun An

When some parameters of a constrained optimization problem (COP) are uncertain, this gives rise to a predict-then-optimize (PtO) problem, comprising two stages: the prediction of the unknown parameters from contextual information and the…

Machine Learning · Computer Science 2025-10-28 Jayanta Mandi , Marianne Defresne , Senne Berden , Tias Guns

In many automated planning applications, action costs can be hard to specify. An example is the time needed to travel through a certain road segment, which depends on many factors, such as the current weather conditions. A natural way to…

Artificial Intelligence · Computer Science 2024-08-27 Jayanta Mandi , Marco Foschini , Daniel Holler , Sylvie Thiebaux , Jorg Hoffmann , Tias Guns

Decision Focused Learning has emerged as a critical paradigm for integrating machine learning with downstream optimisation. Despite its promise, existing methodologies predominantly rely on probabilistic models and focus narrowly on task…

Machine Learning · Computer Science 2025-03-21 Keivan Shariatmadar , Neil Yorke-Smith , Ahmad Osman , Fabio Cuzzolin , Hans Hallez , David Moens

Mathematical optimization is a fundamental tool for decision-making in a wide range of applications. However, in many real-world scenarios, the parameters of the optimization problem are not known a priori and must be predicted from…

Machine Learning · Computer Science 2025-11-13 Senne Berden , Ali İrfan Mahmutoğulları , Dimos Tsouros , Tias Guns

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…

Machine Learning · Computer Science 2022-06-20 Jayanta Mandi , Víctor Bucarey , Maxime Mulamba , Tias Guns

Many real-world combinatorial problems involve uncertain parameters, which can be predicted given contextual features and historical data. These `predict-then-optimize' or `contextual optimization' problems have gained significant…

Machine Learning · Computer Science 2026-05-19 Noah Schutte , Senne Berden , Tias Guns , Krzysztof Postek , Neil Yorke-Smith

Decision-focused learning (DFL) integrates predictive modeling and optimization by training predictors to optimize the downstream decision target rather than merely minimizing prediction error. To date, existing DFL methods typically rely…

Machine Learning · Computer Science 2025-10-14 Zihao Zhao , Christopher Yeh , Lingkai Kong , Kai Wang

This article introduces the concept of optimization learning, a methodology to design optimization proxies that learn the input/output mapping of parametric optimization problems. These optimization proxies are trustworthy by design: they…

Optimization and Control · Mathematics 2025-01-08 Pascal Van Hentenryck

Decision-focused learning (DFL), which differentiates through the KKT conditions, has recently emerged as a powerful approach for predict-then-optimize problems. However, under probabilistic settings, DFL faces three major bottlenecks:…

Machine Learning · Computer Science 2025-06-25 Lingkai Kong , Wenhao Mu , Jiaming Cui , Yuchen Zhuang , B. Aditya Prakash , Bo Dai , Chao Zhang

We consider Decision-Focused Federated Learning (DFFL), a predict-then-optimize setting in which multiple clients collaboratively train predictive models for downstream linear optimization problems without exchanging raw data. Besides the…

Optimization and Control · Mathematics 2026-05-19 Konstantinos Ziliaskopoulos , Alexander Vinel

Predict-then-Optimize (PTO) pipelines are widely employed in computing and networked systems, where Machine Learning (ML) models are used to predict critical contextual information for downstream decision-making tasks such as cloud LLM…

Machine Learning · Computer Science 2026-02-04 Jiaqi Wen , Lei Fan , Jianyi Yang
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