Related papers: Prediction Loss Guided Decision-Focused Learning
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…
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…
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…
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…
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…
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) 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…
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…
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…
Decision-focused learning (DFL) has emerged as a powerful end-to-end alternative to conventional predict-then-optimize (PTO) pipelines by directly optimizing predictive models through downstream decision losses. Existing DFL frameworks are…
When solving optimization problems under uncertainty with contextual data, utilizing machine learning to predict the uncertain parameters' values is a popular and effective approach. Decision-focused learning (DFL) aims at learning a…
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…
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…
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:…
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…
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…
Decision-Focused Learning (DFL) trains predictors to improve downstream decision quality, but computing regret gradients typically requires differentiating through solvers or relying on surrogate losses, which can be computationally…
Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…
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…
As opposed to conventional training methods tailored to minimize a given statistical metric or task-agnostic loss (e.g., mean squared error), Decision-Focused Learning (DFL) trains machine learning models for optimal performance in…