Alice E. Smith

h-index47
2papers
11,887citations

2 Papers

5.1LGJun 29
Decision-Value Attribution in Predict-then-Optimize Systems

Konstantinos Ziliaskopoulos, Alexander Vinel, Alice E. Smith

Predictive models are increasingly embedded in operational decision-making, yet standard explanation methods typically explain forecasts rather than the decisions those forecasts induce. This distinction is important in predict-then-optimize systems: large forecast changes may leave the optimizer's action unchanged, while small changes can alter the selected decision and its realized value. We propose Decision Value Attribution (DVA), a Shapley-based framework for attributing the value of a fixed prediction--optimization pipeline. The framework defines cooperative games whose payoff is the downstream decision value, allowing the players to be information sources, optimization or design parameters, or both. We present three variants: InfoDVA attributes value to features, DesignDVA attributes value to operational configurations, and Decision-Value Interactions (DVI) quantifies how information and design jointly create value. We further distinguish post-DVA, which evaluates decisions using realized outcomes, from pre-DVA, which evaluates decisions under the model's full prediction. This separation turns attribution into a decision-level diagnostic of whether the model's operational beliefs align with realized performance. The resulting attributions are expressed in the units of the operational objective and decompose the gain or loss relative to a baseline. Case studies in electricity storage arbitrage and emergency medical service coverage show that predictive explanations can be poor proxies for operational value, that DVA can guide targeted information-control interventions, and that optimization configurations determine when predictive information is decision-relevant.

7.8NEApr 11, 2024
R2 Indicator and Deep Reinforcement Learning Enhanced Adaptive Multi-Objective Evolutionary Algorithm

Farajollah Tahernezhad-Javazm, Debbie Rankin, Naomi Du Bois et al.

Choosing an appropriate optimization algorithm is essential to achieving success in optimization challenges. Here we present a new evolutionary algorithm structure that utilizes a reinforcement learning-based agent aimed at addressing these issues. The agent employs a double deep q-network to choose a specific evolutionary operator based on feedback it receives from the environment during optimization. The algorithm's structure contains five single-objective evolutionary algorithm operators. This single-objective structure is transformed into a multi-objective one using the R2 indicator. This indicator serves two purposes within our structure: first, it renders the algorithm multi-objective, and second, provides a means to evaluate each algorithm's performance in each generation to facilitate constructing the reinforcement learning-based reward function. The proposed R2-reinforcement learning multi-objective evolutionary algorithm (R2-RLMOEA) is compared with six other multi-objective algorithms that are based on R2 indicators. These six algorithms include the operators used in R2-RLMOEA as well as an R2 indicator-based algorithm that randomly selects operators during optimization. We benchmark performance using the CEC09 functions, with performance measured by inverted generational distance and spacing. The R2-RLMOEA algorithm outperforms all other algorithms with strong statistical significance (p<0.001) when compared with the average spacing metric across all ten benchmarks.