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Home / Proceedings / Proceedings of the AAAI Conference on Artificial Intelligence / EAAI-20

Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization

February 1, 2023

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Authors

Bryan Wilder

University of Southern California


Bistra Dilkina

University of Southern California


Milind Tambe

University of Southern California


DOI:

10.1609/aaai.v33i01.33011658


Abstract:

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is first trained via a measure of predictive accuracy, and then its predictions are used as input into an optimization algorithm which produces a decision. However, the loss function used to train the model may easily be misaligned with the end goal, which is to make the best decisions possible. Hand-tuning the loss function to align with optimization is a difficult and error-prone process (which is often skipped entirely).We focus on combinatorial optimization problems and introduce a general framework for decision-focused learning, where the machine learning model is directly trained in conjunction with the optimization algorithm to produce highquality decisions. Technically, our contribution is a means of integrating common classes of discrete optimization problems into deep learning or other predictive models, which are typically trained via gradient descent. The main idea is to use a continuous relaxation of the discrete problem to propagate gradients through the optimization procedure. We instantiate this framework for two broad classes of combinatorial problems: linear programs and submodular maximization. Experimental results across a variety of domains show that decisionfocused learning often leads to improved optimization performance compared to traditional methods. We find that standard measures of accuracy are not a reliable proxy for a predictive model’s utility in optimization, and our method’s ability to specify the true goal as the model’s training objective yields substantial dividends across a range of decision problems.

Topics: AAAI

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HOW TO CITE:

Bryan Wilder||Bistra Dilkina||Milind Tambe Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization Proceedings of the AAAI Conference on Artificial Intelligence (2019) 1658-1665.

Bryan Wilder||Bistra Dilkina||Milind Tambe Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization AAAI 2019, 1658-1665.

Bryan Wilder||Bistra Dilkina||Milind Tambe (2019). Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization. Proceedings of the AAAI Conference on Artificial Intelligence, 1658-1665.

Bryan Wilder||Bistra Dilkina||Milind Tambe. Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization. Proceedings of the AAAI Conference on Artificial Intelligence 2019 p.1658-1665.

Bryan Wilder||Bistra Dilkina||Milind Tambe. 2019. Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization. "Proceedings of the AAAI Conference on Artificial Intelligence". 1658-1665.

Bryan Wilder||Bistra Dilkina||Milind Tambe. (2019) "Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization", Proceedings of the AAAI Conference on Artificial Intelligence, p.1658-1665

Bryan Wilder||Bistra Dilkina||Milind Tambe, "Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization", AAAI, p.1658-1665, 2019.

Bryan Wilder||Bistra Dilkina||Milind Tambe. "Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization". Proceedings of the AAAI Conference on Artificial Intelligence, 2019, p.1658-1665.

Bryan Wilder||Bistra Dilkina||Milind Tambe. "Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization". Proceedings of the AAAI Conference on Artificial Intelligence, (2019): 1658-1665.

Bryan Wilder||Bistra Dilkina||Milind Tambe. Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization. AAAI[Internet]. 2019[cited 2023]; 1658-1665.


ISSN: 2374-3468


Published by AAAI Press, Palo Alto, California USA
Copyright 2022, Association for the Advancement of
Artificial Intelligence 1900 Embarcadero Road, Suite
101, Palo Alto, California 94303 All Rights Reserved

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