Yiyang Peng

Xinyu Wang, Jinxiao Du, Yiyang Peng et al.

Decision-focused learning (DFL) has emerged as a powerful end-to-end alternative to conventional predict-then-optimize (PTO) pipelines by directly optimizing predictive models through downstream decision losses. Existing DFL frameworks are limited by their strictly sequential structure, referred to as sequential DFL (S-DFL). However, S-DFL fails to capture the bidirectional feedback between prediction and optimization in complex interaction scenarios. In view of this, we first time propose recursive decision-focused learning (R-DFL), a novel framework that introduces bidirectional feedback between downstream optimization and upstream prediction. We further extend two distinct differentiation methods: explicit unrolling via automatic differentiation and implicit differentiation based on fixed-point methods, to facilitate efficient gradient propagation in R-DFL. We rigorously prove that both methods achieve comparable gradient accuracy, with the implicit method offering superior computational efficiency. Extensive experiments on both synthetic and real-world datasets, including the newsvendor problem and the bipartite matching problem, demonstrate that R-DFL not only substantially enhances the final decision quality over sequential baselines but also exhibits robust adaptability across diverse scenarios in closed-loop decision-making problems.

Xinyu Wang, Yiyang Peng, Wei Ma

Ubiquitous mobile devices have catalyzed the development of vehicle crowd sensing (VCS). In particular, vehicle sensing systems show great potential in the flexible acquisition of spatio-temporal urban data through built-in sensors under diverse sensing scenarios. However, vehicle systems often exhibit biased coverage due to the heterogeneous nature of trip requests and routes. To achieve a high sensing coverage, a critical challenge lies in optimally relocating vehicles to minimize the divergence between vehicle distributions and target sensing distributions. Conventional approaches typically employ a two-stage predict-then-optimize (PTO) process: first predicting real-time vehicle distributions and subsequently generating an optimal relocation strategy based on the predictions. However, this approach can lead to suboptimal decision-making due to the propagation of errors from upstream prediction. To this end, we develop an end-to-end Smart Predict-then-Optimize (SPO) framework by integrating optimization into prediction within the deep learning architecture, and the entire framework is trained by minimizing the task-specific matching divergence rather than the upstream prediction error. Methodologically, we formulate the vehicle relocation problem by quadratic programming (QP) and incorporate a novel unrolling approach based on the Alternating Direction Method of Multipliers (ADMM) within the SPO framework to compute gradients of the QP layer, facilitating backpropagation and gradient-based optimization for end-to-end learning. The effectiveness of the proposed framework is validated by real-world taxi datasets in Hong Kong. Utilizing the alternating differentiation method, the general SPO framework presents a novel concept of addressing decision-making problems with uncertainty, demonstrating significant potential for advancing applications in intelligent transportation systems.