Generalization Bounds in the Predict-then-Optimize Framework

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Generalization Bounds in the Predict-then-Optimize Framework

27 May 2019

Othman El Balghiti

Adam N. Elmachtoub

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Papers citing "Generalization Bounds in the Predict-then-Optimize Framework"

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Title
Timing is Important: Risk-aware Fund Allocation based on Time-Series Forecasting Fuyuan Lyu Linfeng Du Yunpeng Weng Qiufang Ying Zhiyan Xu Wen Zou Haolun Wu Xiuqiang He Xing Tang AI4TS 50 0 0 30 May 2025
Smart Surrogate Losses for Contextual Stochastic Linear Optimization with Robust Constraints H. Im Wyame Benslimane Paul Grigas 37 0 0 28 May 2025
Prescriptive PCA: Dimensionality Reduction for Two-stage Stochastic Optimization Long He Ho‐Yin Mak 21 2 0 04 Jun 2023
Learning in Inverse Optimization: Incenter Cost, Augmented Suboptimality Loss, and Algorithms Pedro Zattoni Scroccaro B. Atasoy Peyman Mohajerin Esfahani 65 7 0 12 May 2023
Estimate-Then-Optimize versus Integrated-Estimation-Optimization versus Sample Average Approximation: A Stochastic Dominance Perspective Adam N. Elmachtoub Henry Lam Haofeng Zhang Yunfan Zhao 165 6 0 13 Apr 2023
Maximum Optimality Margin: A Unified Approach for Contextual Linear Programming and Inverse Linear Programming Chunlin Sun Shang Liu Xiaocheng Li 96 10 0 26 Jan 2023
A Note on Task-Aware Loss via Reweighing Prediction Loss by Decision-Regret Connor Lawless Angela Zhou 18 3 0 09 Nov 2022
SurCo: Learning Linear Surrogates For Combinatorial Nonlinear Optimization Problems Aaron Ferber Taoan Huang Daochen Zha M. Schubert Benoit Steiner B. Dilkina Yuandong Tian 98 22 0 22 Oct 2022
SimPO: Simultaneous Prediction and Optimization Bing Zhang Yuya Jeremy Ong Taiga Nakamura 62 2 0 31 Mar 2022
Integrated Conditional Estimation-Optimization Sirui Chen Paul Grigas Zuo‐Jun Max Shen CML 77 25 0 24 Oct 2021
Prescribing net demand for two-stage electricity generation scheduling J. Morales Miguel Angel Muñoz S. Pineda 53 14 0 02 Aug 2021
Learning MDPs from Features: Predict-Then-Optimize for Sequential Decision Problems by Reinforcement Learning Kai Wang Sanket Shah Haipeng Chen Andrew Perrault Finale Doshi-Velez Milind Tambe OffRL 110 6 0 06 Jun 2021
Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting J. Garcia A. Street Tito Homem-de-Mello F. Muñoz 62 11 0 26 Feb 2021
Local and Global Uniform Convexity Conditions Thomas Kerdreux Alexandre d’Aspremont Sebastian Pokutta 58 12 0 09 Feb 2021
Forecasting: theory and practice F. Petropoulos D. Apiletti Vassilios Assimakopoulos M. Z. Babai Devon K. Barrow ... J. Arenas Xiaoqian Wang R. L. Winkler Alisa Yusupova F. Ziel AI4TS 136 378 0 04 Dec 2020
Automatically Learning Compact Quality-aware Surrogates for Optimization Problems Kai Wang Bryan Wilder Andrew Perrault Milind Tambe 78 29 0 18 Jun 2020
Decision Trees for Decision-Making under the Predict-then-Optimize Framework Adam N. Elmachtoub Jason Cheuk Nam Liang Ryan McNellis 74 118 0 29 Feb 2020
End to end learning and optimization on graphs Bryan Wilder Eric Ewing B. Dilkina Milind Tambe GNN 86 107 0 31 May 2019