2 papers
eess.SY2025
Decision-Focused Learning for Complex System Identification: HVAC Management System Application
Pietro Favaro, Jean-François Toubeau, François Vallée +1
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…
math.OC2024
Revealing Decision Conservativeness Through Inverse Distributionally Robust Optimization
Qi Li, Zhirui Liang, Andrey Bernstein +1
This paper introduces Inverse Distributionally Robust Optimization (I-DRO) as a method to infer the conservativeness level of a decision-maker, represented by the size of a Wassers…