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Record W4392868640 · doi:10.1016/j.ejor.2024.03.020

A survey of contextual optimization methods for decision-making under uncertainty

2024· article· en· W4392868640 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueEuropean Journal of Operational Research · 2024
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsPolytechnique MontréalHEC MontréalGroup for Research in Decision AnalysisUniversité de Montréal
FundersFonds de recherche du Québec – Nature et technologiesCanada First Research Excellence FundNatural Sciences and Engineering Research Council of CanadaCanada Research Chairs
KeywordsComputer scienceVariety (cybernetics)Stochastic programmingStochastic optimizationMachine learningField (mathematics)Artificial intelligenceTerminologyOptimization problemReinforcement learningManagement scienceOperations researchMathematical optimizationMathematics

Abstract

fetched live from OpenAlex

Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to solve decision-making problems in the face of uncertainty. This gave rise to the field of contextual optimization, under which data-driven procedures are developed to prescribe actions to the decision-maker that make the best use of the most recently updated information. A large variety of models and methods have been presented in both OR and ML literature under a variety of names, including data-driven optimization, prescriptive optimization, predictive stochastic programming, policy optimization, (smart) predict/estimate-then-optimize, decision-focused learning, (task-based) end-to-end learning/forecasting/optimization, etc. This survey article unifies these models under the lens of contextual stochastic optimization, thus providing a general presentation of a large variety of problems. We identify three main frameworks for learning policies from data and present the existing models and methods under a uniform notation and terminology. Our objective with this survey is to both strengthen the general understanding of this active field of research and stimulate further theoretical and algorithmic advancements in integrating ML and stochastic programming.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.081
metaresearch head score (Gemma)0.050
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesMetaresearch
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.743
Threshold uncertainty score0.958

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0810.050
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.369
GPT teacher head0.576
Teacher spread0.206 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it