Why can't language models write well? I n a certain, strange way, generative AI peaked with OpenAI's GPT-2 seven years ago. Little known to anyone outside of tech circles, GPT-2 excelled at producing unexpected answers. "You could be like, 'Continue this story:,' and GPT-2 would be like, ','" Katy Gero, a poet and computer scientist who has been experimenting with language models since 2017, told me. "The models won't do that anymore." AI leaders boast about their models' superhuman technical abilities.

With the increasing popularity of machine learning techniques, it has become common to see prediction algorithms operating within some larger process. However, the criteria by which we train these algorithms often differ from the ultimate criteria on which we evaluate them. This paper proposes an end-to-end approach for learning probabilistic machine learning models in a manner that directly captures the ultimate task-based objective for which they will be used, within the context of stochastic programming. We present three experimental evaluations of the proposed approach: a classical inventory stock problem, a real-world electrical grid scheduling task, and a real-world energy storage arbitrage task. We show that the proposed approach can outperform both traditional modeling and purely black-box policy optimization approaches in these applications.

Figure1: Different mask criteria can be thought of as segmenting the 2D (wi = initial weight value,wf = final weight value) space into regionscorresponding tomaskvaluesof1vs0.

Large language models (LLMs) demonstrate surprising capabilities, but we do not understand how they are implemented.

Our approach combines three key ideas: (1) value-demand augmentation, (2) action-space approximate dynamic programming, and (3) time-space rounding.