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RiskBoundsandCalibrationforaSmart Predict-then-OptimizeMethod

Neural Information Processing Systems

Moreover, since the SPO loss is not continuous nor convex in general [Elmachtoub and Grigas, 2021], which makesthe training ofaprediction model computationally intractable, Elmachtoub and Grigas [2021] introduced a novel convex surrogate loss, referred to as the SPO+ loss.




b922ede9c9eb9eabec1c1fecbdecb45d-Paper.pdf

Neural Information Processing Systems

Predicting the most likely route from asource location to adestination is acore functionality inmapping services. Although theproblem hasbeenstudied inthe literature, two key limitations remain to be addressed.