2022/03/31 by Bing Zhang, Zhang, Bing, Yuya Jeremy Ong +3
Computer Science · Engineering · #Advanced Data Processing Techniques #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning and Data Classification #Neural Networks and Applications
paper · pdf · doi:10.48550/arxiv.2204.00062
openalex publication_date 2022/03/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Many machine learning (ML) models are integrated within the context of a larger system as part of a key component for decision making processes. Concretely, predictive models are often employed in estimating the parameters for the input values that are utilized for optimization models as isolated processes. Traditionally, the predictive models are built first, then the model outputs are used to generate decision values separately. However, it is often the case that the prediction values that are trained independently of the optimization process produce sub-optimal solutions. In this paper, we propose a formulation for the Simultaneous Prediction and Optimization (SimPO) framework. This framework introduces the use of a joint weighted loss of a decision-driven predictive ML model and an optimization objective function, which is optimized end-to-end directly through gradient-based methods.