为预测-优化系统设计决策价值归因方法,精准解析预测如何影响实际决策结果。
Decision-Value Attribution in Predict-then-Optimize Systems

- 基于谢林值构建合作博弈框架,将决策价值归因于特征或配置参数
- 区分预决策与后决策归因,揭示模型信念与真实表现是否一致
- 适用于电力储能套利和医疗应急覆盖等场景,指导精准干预
预测模型日益嵌入运营决策,但传统解释方法仅关注预测本身,而非其引发的决策。在预测-优化系统中,大幅预测变化可能不改变最优决策,而微小变动却可能导致决策和实际价值变化。本文提出决策价值归因(DVA),一种基于谢林值的框架,用于分析固定预测-优化流程中的决策价值来源。该框架将信息源、优化或设计参数设为博弈参与者,定义下游决策价值作为收益。提出三种变体:InfoDVA归因于特征,DesignDVA归因于运行配置,DVI量化信息与设计共同创造的价值。进一步区分预归因(基于模型完整预测)与后归因(基于实际结果),使归因成为决策层面诊断工具,检验模型操作信念是否匹配真实表现。归因结果以运营目标单位表示,分解相对于基线的增益或损失。案例研究显示,预测解释常无法反映实际价值,DVA可指导针对性的信息控制干预,且优化配置决定了预测信息是否具有决策相关性。
原文摘要 · Abstract (English)
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.
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