Geometric Identification in Predict-Then-Optimize Learning
Decision-focused surrogates can recover downstream decisions without identifying the quotient report. We characterize the equality set of the convex Smart Predict-then-Optimize surrogate (SPO+) population risk. Under central symmetry, the centered mean class is the unique Bayes minimizer exactly when every nonzero effe...
Jia-Xi Xu, Chang-Hong Mou, Ke-Ji Liu et al.
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