Active Learning in the Predict-then-Optimize Framework: A Margin-Based Approach

no code implementations • 11 May 2023 • Mo Liu, Paul Grigas, Heyuan Liu, Zuo-Jun Max Shen

We develop the first active learning method in the predict-then-optimize framework.

Active Learning Decision Making

Online Contextual Decision-Making with a Smart Predict-then-Optimize Method

no code implementations • 15 Jun 2022 • Heyuan Liu, Paul Grigas

We propose an algorithm that mixes a prediction step based on the "Smart Predict-then-Optimize (SPO)" method with a dual update step based on mirror descent.

Decision Making

Risk Bounds and Calibration for a Smart Predict-then-Optimize Method

no code implementations • NeurIPS 2021 • Heyuan Liu, Paul Grigas

We develop risk bounds and uniform calibration results for the SPO+ loss relative to the SPO loss, which provide a quantitative way to transfer the excess surrogate risk to excess true risk.

Decision Making Generalization Bounds +1