Victor Bucarey

Jayanta Mandi, James Kotary, Senne Berden et al.

Decision-focused learning (DFL) is an emerging paradigm that integrates machine learning (ML) and constrained optimization to enhance decision quality by training ML models in an end-to-end system. This approach shows significant potential to revolutionize combinatorial decision-making in real-world applications that operate under uncertainty, where estimating unknown parameters within decision models is a major challenge. This paper presents a comprehensive review of DFL, providing an in-depth analysis of both gradient-based and gradient-free techniques used to combine ML and constrained optimization. It evaluates the strengths and limitations of these techniques and includes an extensive empirical evaluation of eleven methods across seven problems. The survey also offers insights into recent advancements and future research directions in DFL. Code and benchmark: https://github.com/PredOpt/predopt-benchmarks

Rocsildes Canoy, Victor Bucarey, Yves Molenbruch et al.

We study the problem of learning the preferences of drivers and planners in the context of last mile delivery. Given a data set containing historical decisions and delivery locations, the goal is to capture the implicit preferences of the decision-makers. We consider two ways to use the historical data: one is through a probability estimation method that learns transition probabilities between stops (or zones). This is a fast and accurate method, recently studied in a VRP setting. Furthermore, we explore the use of machine learning to infer how to best balance multiple objectives such as distance, probability and penalties. Specifically, we cast the learning problem as a structured output prediction problem, where training is done by repeatedly calling the TSP solver. Another important aspect we consider is that for last-mile delivery, every address is a potential client and hence the data is very sparse. Hence, we propose a two-stage approach that first learns preferences at the zone level in order to compute a zone routing; after which a penalty-based TSP computes the stop routing. Results show that the zone transition probability estimation performs well, and that the structured output prediction learning can improve the results further. We hence showcase a successful combination of both probability estimation and machine learning, all the while using standard TSP solvers, both during learning and to compute the final solution; this means the methodology is applicable to other, real-life, TSP variants, or proprietary solvers.

Maxime Mulamba, Jayanta Mandi, Michelangelo Diligenti et al.

Many decision-making processes involve solving a combinatorial optimization problem with uncertain input that can be estimated from historic data. Recently, problems in this class have been successfully addressed via end-to-end learning approaches, which rely on solving one optimization problem for each training instance at every epoch. In this context, we provide two distinct contributions. First, we use a Noise Contrastive approach to motivate a family of surrogate loss functions, based on viewing non-optimal solutions as negative examples. Second, we address a major bottleneck of all predict-and-optimize approaches, i.e. the need to frequently recompute optimal solutions at training time. This is done via a solver-agnostic solution caching scheme, and by replacing optimization calls with a lookup in the solution cache. The method is formally based on an inner approximation of the feasible space and, combined with a cache lookup strategy, provides a controllable trade-off between training time and accuracy of the loss approximation. We empirically show that even a very slow growth rate is enough to match the quality of state-of-the-art methods, at a fraction of the computational cost.