arXiv:2511.08035cs.LG2025-11AAAI

提出双向反馈的递归决策学习框架,提升复杂场景下的决策质量。

From Sequential to Recursive: Enhancing Decision-Focused Learning with Bidirectional Feedback

  • 引入预测与优化间的双向反馈机制,突破传统单向流程限制。
  • 在新闻编辑和二分图匹配任务中,决策效果显著优于顺序基线。
  • 支持自动微分与隐式求解两种方式,隐式方法更高效且精度相当。

决策聚焦学习(DFL)作为预测-优化(PTO)流水线的端到端替代方案,通过下游决策损失直接优化预测模型。现有DFL框架受限于严格顺序结构(即顺序DFL,S-DFL),无法捕捉复杂交互中预测与优化之间的双向反馈。为此,我们首次提出递归决策聚焦学习(R-DFL),引入下游优化与上游预测间的双向反馈。进一步扩展两种差异化方法:基于自动微分的显式展开与基于不动点法的隐式微分,以实现R-DFL中的高效梯度传播。我们严格证明二者梯度精度相当,而隐式方法具有更高计算效率。在合成数据及真实世界数据集(包括新报商问题与二分图匹配问题)上的大量实验表明,R-DFL不仅显著提升最终决策质量,且在闭环决策问题中展现出强鲁棒性与广泛适应性。

原文摘要 · Abstract (English)

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.

决策学习双向反馈优化递归框架

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