相关论文: Smart Predict-then-Optimize Method with Dependent …

The predict-then-optimize framework is fundamental in practical stochastic decision-making problems: first predict unknown parameters of an optimization model, then solve the problem using the predicted values. A natural loss function in…

Many real-world analytics problems involve two significant challenges: prediction and optimization. Due to the typically complex nature of each challenge, the standard paradigm is predict-then-optimize. By and large, machine learning tools…

Improvements in return forecast accuracy do not always lead to proportional improvements in portfolio decision quality, especially under realistic trading frictions and constraints. This paper adopts the Smart Predict--then--Optimize (SPO)…

The predict-then-optimize framework is fundamental in many practical settings: predict the unknown parameters of an optimization problem, and then solve the problem using the predicted values of the parameters. A natural loss function in…

The predict-then-optimize (PTO) framework is a standard approach in data-driven decision-making, where a decision-maker first estimates an unknown parameter from historical data and then uses this estimate to solve an optimization problem.…

We consider the use of decision trees for decision-making problems under the predict-then-optimize framework. That is, we would like to first use a decision tree to predict unknown input parameters of an optimization problem, and then make…

We study an online contextual decision-making problem with resource constraints. At each time period, the decision-maker first predicts a reward vector and resource consumption matrix based on a given context vector and then solves a…

We study an extension of contextual stochastic linear optimization (CSLO) that, in contrast to most of the existing literature, involves inequality constraints that depend on uncertain parameters predicted by a machine learning model. To…

Combinatorial optimization assumes that all parameters of the optimization problem, e.g. the weights in the objective function is fixed. Often, these weights are mere estimates and increasingly machine learning techniques are used to for…

Data-driven approaches to predict-then-optimize decision-making problems seek to mitigate the risk of uncertainty region misspecification in safety-critical settings. Current approaches, however, suffer from considering overly conservative…

Time series forecasting underpins vital decision-making across various sectors, yet raw predictions from sophisticated models often harbor systematic errors and biases. We examine the Forecast-Then-Optimize (FTO) framework, pioneering its…

Many decision processes in artificial intelligence and operations research are modeled by parametric optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize (PtO)…

Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust…

Contextual optimization, also known as predict-then-optimize or prescriptive analytics, considers an optimization problem with the presence of covariates (context or side information). The goal is to learn a prediction model (from the…

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…

Prediction models are typically optimized independently from decision optimization. A smart predict then optimize (SPO) framework optimizes prediction models to minimize downstream decision regret. In this paper we present dboost, the first…

We investigate an optimization problem in a queueing system where the service provider selects the optimal service fee p and service capacity \mu to maximize the cumulative expected profit (the service revenue minus the capacity cost and…

Prediction deviations of different uncertainties have varying impacts on downstream decision-making. Improving the prediction accuracy of critical uncertainties with significant impacts on decision-making quality yields better optimization…

Well-designed prompts are crucial for enhancing Large language models' (LLMs) reasoning capabilities while aligning their outputs with task requirements across diverse domains. However, manually designed prompts require expertise and…

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…