arXiv:2605.01361cs.LG2026-05被引 1

通过投影误差简化决策优化,提升效率与效果

Decision-Focused Learning via Tangent-Space Projection of Prediction Error

论文配图:Decision-Focused Learning via Tangent-Space Projection of Prediction Error
图 1 · 摘自论文原文
  • 将预测误差投影到约束切空间,直接计算后悔梯度
  • 在LP和实际QP任务中优于所有基线,决策质量最高
  • 无需反向传播求解器,适合大规模决策场景

决策聚焦学习(DFL)旨在训练预测器以提升下游决策质量,但计算后悔梯度通常需对求解器进行反向传播或依赖代理损失,计算成本高且可能偏离真实目标。我们证明,在标准正则性与局部稳定活动约束条件下,后悔梯度具有闭式几何表达:即预测误差在活动约束切空间上的投影,乘以局部曲率。这表明,可通过从均方误差梯度中滤除决策无关分量,直接获得后悔梯度。基于此,我们提出PEAR(Projected Error As Regret-gradient),通过在活动约束上构建低维线性系统计算后悔梯度,避免对求解器迭代的反向传播或额外优化求解。在LP基准和真实世界QP任务上的实验表明,PEAR在所有基线中达到最佳决策质量,同时计算效率最高,且在约束变化下仍保持优势。

原文摘要 · Abstract (English)

Decision-Focused Learning (DFL) trains predictors to improve downstream decision quality, but computing regret gradients typically requires differentiating through solvers or relying on surrogate losses, which can be computationally expensive or deviate from the true objective. We show that, under standard regularity with locally stable active constraints, the regret gradient admits a closed-form geometric characterization, equivalent to the prediction error projected onto the tangent space of active constraints, scaled by local curvature. This reveals that regret gradients can be obtained by filtering decision-irrelevant components from the MSE gradient, providing a simpler and more direct alternative to existing approaches. Based on this, we propose PEAR (Projected Error As Regret-gradient), which computes regret gradients via a reduced linear system over active constraints, avoiding differentiation through solver iterations or additional optimization solves. Experiments on LP benchmarks and a real-world QP task show that PEAR achieves the best decision quality among all baselines while being the most computationally efficient, with gains that persist under constraint shifts.

决策优化梯度计算约束学习

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