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Oct, 2023
决策焦点学习的强化损失函数
Robust Losses for Decision-Focused Learning
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Noah Schutte, Krzysztof Postek, Neil Yorke-Smith
TL;DR
优化模型中的不确定参数通过预测估计,为了评估基于预测的决策质量,决策焦点学习旨在通过训练预测模型来最小化后悔,提出了三种更接近预期后悔的鲁棒损失函数,实验证明使用鲁棒后悔损失训练决策焦点学习方法能够改善测试样本的经验后悔并保持计算时间等效。
Abstract
optimization models
used to make discrete decisions often contain uncertain parameters that are context-dependent and are estimated through prediction. To account for the quality of the decision made based on the prediction,
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