Risk Bounds and Calibration for a Smart Predict-then-Optimize Method

v1v2 (latest)

Risk Bounds and Calibration for a Smart Predict-then-Optimize Method

19 August 2021

ArXiv (abs)PDF HTML

Papers citing "Risk Bounds and Calibration for a Smart Predict-then-Optimize Method"

10 / 10 papers shown

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 78 0 0 30 May 2025
Learning for Edge-Weighted Online Bipartite Matching with Robustness Guarantees Pengfei Li Jianyi Yang Shaolei Ren OffRL 82 4 0 31 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 176 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 102 22 0 22 Oct 2022
Online Contextual Decision-Making with a Smart Predict-then-Optimize Method Heyuan Liu Paul Grigas 58 8 0 15 Jun 2022
Expert-Calibrated Learning for Online Optimization with Switching Costs Pengfei Li Jianyi Yang Shaolei Ren 79 12 0 18 Apr 2022
End-to-end Learning for Fair Ranking Systems James Kotary Ferdinando Fioretto Pascal Van Hentenryck Ziwei Zhu FaML 287 20 0 21 Nov 2021
Integrated Conditional Estimation-Optimization Sirui Chen Paul Grigas Zuo‐Jun Max Shen CML 86 25 0 24 Oct 2021