OPO learns data acquisition decisions end-to-end through a differentiable optimise-predict-optimise chain, and on a drone reconnaissance shortest path benchmark it lowers relative decision regret from 0.469 (random search) to 0.240 after tuning.
Modeling robustness in decision-focused learning as a stackelberg game
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OPO: Making Decision-Focused Data Acquisition Decisions
OPO learns data acquisition decisions end-to-end through a differentiable optimise-predict-optimise chain, and on a drone reconnaissance shortest path benchmark it lowers relative decision regret from 0.469 (random search) to 0.240 after tuning.