econ.EM · 2026-09-15 · No. 114
Econometrics, 2026-09-15.
1 new papers in econ.EM. Titles, authors,
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01 — The papers
1 entries-
01
Eigenvalue-Decomposition Cost Denoising as an Alternative to Predict-then-Optimize for Shortest-Path Problems
Henry Aldridge-Krawciw, Irene Aldridge
econ.EM · cs.LG · math.OC · math.SP
Predict-then-optimize methods such as Smart "Predict, then Optimize" (SPO+) of Elmachtoub and Grigas (2022) learn a mapping from contextual features to unknown edge costs and then solve the induced combinatorial problem on the predicted costs. This approach is powerful but relies on the predictive model being well specified: when the true cost-generating process is nonlinear in the features and the predictor is linear, SPO+'s performance...
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