Divide and Learn: A Divide and Conquer Approach for Predict+Optimize
Ali Ugur Guler,
Emir Demirovic,
Jeffrey Chan
et al.
Abstract:The predict+optimize problem combines machine learning of problem coefficients with a combinatorial optimization problem that uses the predicted coefficients. While this problem can be solved in two separate stages, it is better to directly minimize the optimization loss. However, this requires differentiating through a discrete, non-differentiable combinatorial function. Most existing approaches use some form of surrogate gradient. Demirovic et al showed how to directly express the loss of the optimization pr… Show more
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