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Dynamic Programming for Predict+Optimise

AAAI 2020 · Learning theory and algorithms › Combinatorial and search optimization · approach: Predict-then-optimize learning · 32 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
optimise regret directly with DP piecewise-linear coordinate descent instead of ridge regressionlinear predictor for knapsack · Energy knapsack capacity 10% testaverage test regret: 94 -> 89Helped
optimise regret directly with DP+PLF instead of ridge regressionlinear predictor for knapsack · Energy knapsack capacity 30% testaverage test regret: 147 -> 141Helped
optimise regret directly with DP+PLF instead of ridge regressionlinear predictor for knapsack · Energy knapsack capacity 50% testaverage test regret: 109 -> 112Hurt
DP+PLF vs SPO convex surrogatelinear predictor for knapsack · Energy knapsack capacity 30% testaverage test regret: 223 -> 141Helped
DP+PLF vs QPTL relaxationlinear predictor for knapsack · Energy knapsack capacity 10% testaverage test regret: 142 -> 89Helped

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