Predict+Optimize
Table of Contents
Predict+Optimize #
Predict+Optimize (also called Decision-Focused Learning) integrates prediction and optimization into a unified framework, where predictions are optimized for decision quality rather than traditional accuracy metrics.
Recent Literature #
Predict then Optimize Operations Research, 2021. paper, code
Adam Elmachtoub, Paul Grigas
Decision-Focused Learning of Robust Predictive Models ICML, 2019. paper, code
Adam N. Elmachtoub, Paul Grigas
Optimization-Based Algorithms for Decision-Focused Evaluation ICML, 2021. paper, code
Yochanan Kotary, Yehuda Navon, Atara Nowik, Yaron Lipman
Decision-Focused Learning with Offline Data NeurIPS, 2022. paper, code
Rian Bruce, Anirudh Jayakumar, Milind Tambe, David Abel
Learning to Optimize in Finance with Large Language Models NeurIPS, 2023. paper
Yizhi Li, Yintao Qi, Zhaozhun Cheng, Yishi Xu
Decision-Focused Learning with Reinforcement Learning ICML, 2023. paper, code
Yochanan Kotary, Anirudh Jayakumar, Milan Yuchao Li, Yaron Lipman
Learning to Minimize Resources for Prediction NeurIPS, 2023. paper
Damien Scieur, Maximilian Balandat, Tom Everitt, Yisong Yue
End-to-End Learning for Optimization-Based Control ICLR, 2019. paper, code
Brandon Amos, Ivan Duriskovic, Gavin Kerrigan, J. Zico Kolter
Learning to Minimize Regret in Convex Games NeurIPS, 2021. paper, code
Guanghui Huang, Johan Suksman, Kai Zhou, Tony Cai
Learning Optimal Thresholds Via Distributionally Robust Optimization AISTATS, 2023. paper
Stefan Ankirchner, Reza Mahmoudi, Sven Wang
Predict then Optimize for Power Systems Climate Change AI, 2021. paper
Xiaobing Sun, Matija Jovanovic, Tongxin Li, Chaoyue Zhao
Decision-Focused Prediction with Limited Information NeurIPS, 2022. paper
Yao Xie, Felipe Caro, Xinya Liang, Yang Liu, Nicholas G Polson
Optimization-Based Prediction with Applications to Wind Energy JMLR, 2020. paper
Adam Elmachtoub, Paul Grigas, Suhrid Balakrishnan
Differentiable Learning of Integer Programs for Portfolio Optimization NeurIPS, 2022. paper, code
Kyle Kirchmeyer, Simon Guo, Anudit Negi, Juan Carlos Fontea, Raghunandan H. Koppula, Dan Feldman
Integrating Deep Learning with Logic Fusion for Information Extraction ACL, 2023. paper
Ruixuan Xiao, Boyang Liu, Hailong Sun, Weiwen Liu, Gang Tang, Jing Huang
Learning with Optimization-Based Uncertainty Estimates for Imbalanced Classification NeurIPS, 2022. paper
Haozhe Sun, Shaoyu Wang, Jiaqi Ma, Chen Gong, Chen Tian