Decision-Focused Learning

Group Fairness in Predict-Then-Optimize Settings for Restless Bandits

We show how decision-focused learning can improve the fairness-accuracy tradeoff in algorithmic decision-making using a case study on a real-world domain.

Efficient Public Health Intervention Planning Using Decomposition-Based Decision-Focused Learning

We propose an efficient way to implement decision-focused learning for the kinds of RMABs used for intervention planning in public health.

Learning Loss Functions for Predict-then-Optimize

A blog post about the predict-then-optimize paradigm for algorithmic decision-making, and how we can view it as inducing a task-specific loss function in supervised machine learning.

Leaving the Nest: Going Beyond Local Loss Functions for Predict-Then-Optimize

We propose two new innovations to help improve the learning of task-specific loss functions.

Decision-Focused Learning in Restless Multi-Armed Bandits with Application to Maternal and Child Care Domain

We propose a way to differentiate through MDP Planning for Restless Multi-Armed Bandits. We use this approach to better learn the Transition Matrices from "features" associated with different arms using Decision-Focused Learning.

Decision-Focused Learning without Decision-Making: Learning Locally Optimized Decision Losses

We learn task-specific loss functions that, when trained on, allow a predictive model to make better predictions for the given task.

Learning MDPs from Features: Predict-Then-Optimize for Sequential Decision Problems by Reinforcement Learning

We propose a way to optimally differentiate through Reinforcement Learning. Specifically, we propose two optimality conditions that hold at convergence and show how to (approximately) calculate gradients using them.