Many real-world decision processes are modeled by optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize framework uses machine learning models to predict unknown parameters of an optimization problem from features before solving. Recent works show that decision quality can be improved in this setting by solving and differentiating the optimization problem in the training loop, enabling end-to-end training with loss functions defined directly on the resulting decisions. However, this approach can be inefficient and requires handcrafted, problem-specific rules for backpropagation through the optimization step. This paper proposes an alternative method, in which optimal solutions are learned directly from the observable features by predictive models. The approach is generic, and based on an adaptation of the Learning-to-Optimize paradigm, from which a rich variety of existing techniques can be employed. Experimental evaluations show the ability of several Learning-to-Optimize methods to provide efficient, accurate, and flexible solutions to an array of challenging Predict-Then-Optimize problems.

从观测特征中通过预测模型直接学习最优解的方法被提出，该方法是泛化的，基于学习优化范式，能够提供高效、准确和灵活的解决方案给一系列具有挑战性的预测优化问题。

代理预测优化：学习预测和优化的联合模型