The paper claims generalization and calibration bounds for SPO loss with autoregressive prediction on stationary β-mixing time series, but the proof applies the SPO bound to the SPO+ surrogate without a boundedness guarantee.
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Smart Predict-then-Optimize Method with Dependent Data: Risk Bounds and Calibration of Autoregression
The paper claims generalization and calibration bounds for SPO loss with autoregressive prediction on stationary β-mixing time series, but the proof applies the SPO bound to the SPO+ surrogate without a boundedness guarantee.