Reviews: Generalized Inverse Optimization through Online Learning
–Neural Information Processing Systems
This can be done in a batch or in an online fashion from the data. The authors provide an online approach for doing this and prove that it can achieve a regret O(1/sqrt(T)) as a function of data size T. 1. I believe the paper is not written very well. For example, the underlying idea of inverse optimization is not clearly explained as in main references such as [1]. Moreover, the problem has been posed in a quite general setup but at the end the authors have focused on the convex and strongly convex setup where they have used the result already in the literature with some minor modifications.
Neural Information Processing Systems
Oct-7-2024, 07:03:29 GMT