Fast Rates for Contextual Linear Optimization
Incorporating side observations in decision making can reduce uncertainty and boost performance, but it also requires that we tackle a potentially complex predictive relationship. Although one may use off-the-shelf machine learning methods to separately learn a predictive model and plug it in, a var...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
INFORMS Inst.for Operations Res.and the Management Sciences
2022
|
| Subjects: | |
| Online Access: | View Fulltext in Publisher |