Introduces a measure-transformation-based surrogate loss for solver-free training in predict-then-optimize problems, with Fisher consistency and excess risk bounds.
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A tutorial reviewing why traditional prediction models often fail to improve decision quality in stochastic optimization and summarizing key properties and tools of decision-focused learning.
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A Solver-Free Training Method for Predict-then-Optimize
Introduces a measure-transformation-based surrogate loss for solver-free training in predict-then-optimize problems, with Fisher consistency and excess risk bounds.