Decision-focused learning (DFL) is an emerging paradigm in machine learning which trains a model to optimize decisions, integrating prediction and optimization in an end-to-end system. This paradigm holds the promise to revolutionize decision-making in many real-world applications which operate under uncertainty, where the estimation of unknown parameters within these decision models often becomes a substantial roadblock. This paper presents a comprehensive review of DFL. It provides an in-depth analysis of the various techniques devised to integrate machine learning and optimization models introduces a taxonomy of DFL methods distinguished by their unique characteristics, and conducts an extensive empirical evaluation of these methods proposing suitable benchmark dataset and tasks for DFL. Finally, the study provides valuable insights into current and potential future avenues in DFL research.

决策导向学习是机器学习中的新兴范式，通过训练模型来优化决策，在一个端到端的系统中集成预测和优化。本研究论文全面回顾了决策导向学习领域，深入分析了整合机器学习和优化模型的各种技术，引入了决策导向学习方法的分类体系，还对这些方法进行了广泛的实证评估，并提出了适用于决策导向学习的基准数据集和任务。最后，本研究提供了关于当前和潜在未来决策导向学习研究领域的有价值见解。

决策导向学习: 基础、现状、基准和未来机遇