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arXiv preprint arXiv:2505.22224 , year=

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cs.LG 2

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2026 2

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Scalable Decision-Focused Learning through Cost-Sensitive Regression

cs.LG · 2026-05-18 · unverdicted · novelty 6.0

Reframing decision-focused learning as cost-sensitive multi-output regression with cost-insensitive normalization, decision-aware asymmetric penalization, and instance-based costs enables scalable training with comparable task quality but far fewer optimization solves.

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