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Solving Stackelberg Prediction Game with Least Squares Loss via Spherically Constrained Least Squares Reformulation

ICML 2022 · Learning theory and algorithms › Combinatorial and search optimization · approach: Decision-focused optimization · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Reformulate SPG-LS as spherically constrained least squares and solve with Krylov (LTRSR) method instead of SOCPSPG-LS · Synthetic dense and sparse datarunning time: up to ~26786x faster on sparse data; ~11-32x faster on dense dataHelped
Use RTRNewton on the SCLS sphere instead of SOCPSPG-LS · Synthetic dense datarunning time: roughly 2x faster than SOCP at largest dense size, but slower than SDP on red wineHelped
Use LTRSR instead of SOCP on real-world datasetsSPG-LS · Red wine, residential building, insurance, blogrunning time: LTRSR fastest among all four methods on all real datasetsHelped
Replace SOCP with SCLS (LTRSR) solverSPG-LS · Real datasets (wine, building)relative objective error vs SOCP: errors up to 3.37e-5No clear effect
Use gamma=0.01 instead of 0.1 on dense synthetic data (ablation)SCLS LTRSR vs SOCP · Synthetic dense, gamma=0.01running time: LTRSR under 6 s vs SOCP up to ~110 s; similar speedup patternNo clear effect
Increase dimension/sparsity (sparser, larger n) for LTRSR vs SOCP (ablation)SPG-LS · Sparse syntheticspeedup ratio: ratio grows from ~318 (sparsity 0.01, small size) to ~26786 (sparsity 0.0001, large size)Helped

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