提出新方法判断决策何时该更新,避免无意义重优化。
Deciding When to Decide: Testing Operational Suboptimality Under Distributional Shift

- 用逆优化推断隐藏偏好,评估当前条件下决策的损失
- 在多个任务中准确识别需重优化的分布变化
- 适合长期部署决策的系统,如资源分配与警务规划
已部署的决策通常一次性优化后长期沿用,因更新涉及操作、监管或切换成本。当运行环境变化时,何时应重新优化?本文研究在目标函数形式已知但决策者权衡由未知偏好参数决定的随机优化问题。标准分布变化检测方法与该目标不匹配:它们可能标记可检测但不影响决策的改变,却无法判断现有决策是否已显著劣化。为此,我们提出 exttt{RADAR}(基于遗憾的决策充分性与风险评估),一个以决策为中心的框架,利用逆优化推断潜在偏好,并检验当前分布下部署决策的最优性差距。通过聚焦遗憾, exttt{RADAR} 忽略无关变化,仅检测需重优化的实质性改变。我们构建了双样本与序贯变点检测方法,并给出了第一类错误与检验功效的渐近保证。在合成优化问题、半合成容量分配任务及警区规划中, exttt{RADAR} 比无决策意识的替代方法更可靠地区分有害与无害的分布偏移。
原文摘要 · Abstract (English)
Deployed decisions are often optimized once and retained because updates impose operational, regulatory, or switching costs. As operating conditions change, when should such decisions be re-optimized? We study this question for stochastic optimization when the objective's functional form is known but the decision maker's trade-offs are encoded by an unknown preference parameter. Standard distribution-shift tests are poorly aligned with this goal: they can flag detectable yet decision-irrelevant changes without determining whether the incumbent decision has become materially suboptimal. We propose \texttt{RADAR} (Regret-based Assessment of Decision Adequacy and Risk), a decision-focused framework that uses inverse optimization to infer latent preferences and tests the deployed decision's optimality gap under the current distribution. By targeting regret, \texttt{RADAR} ignores decision-irrelevant shifts while detecting changes that warrant re-optimization. We develop two-sample and sequential changepoint procedures and establish asymptotic guarantees for Type-I error and power. Across synthetic optimization problems, a semi-synthetic capacity allocation task, and police-zone planning, \texttt{RADAR} more reliably distinguishes harmful from harmless shifts than decision-agnostic alternatives.
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