118 citations
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cs.LG2023★ 1 cited
Decision-focused predictions via pessimistic bilevel optimization: complexity and algorithms
Víctor Bucarey, Sophia Calderón, Gonzalo Muñoz +1
Dealing with uncertainty in optimization parameters is an important and longstanding challenge. Typically, uncertain parameters are predicted accurately, and then a deterministic o…
cs.LG2023★ 118 cited
Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunities
Jayanta Mandi, James Kotary, Senne Berden +4
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 e…