arXiv Machine Learning

DePICT: Decision-Preserving Interface for Constrained Downstream Tasks

arXiv Statistics ML
Oct 26

Contextual Decision Making: Predictive or Generative

The paper compares two strategies for contextual decision making: predict‑then‑optimize (PtO), which learns the conditional expected objective, and generate‑then‑optimize (GtO), which learns conditional uncertainty and optimizes over generated scenarios. It analyzes how the choice of learning target influences statistical accuracy and optimization tractability, showing that smoothness can compensate for GtO’s higher dimensionality. The study also discusses tradeoffs in convexity preservation, scenario‑wise convexity, and model flexibility, supported by synthetic experiments and a real case study.

By L. Jeff Hong, Weihuan Huang, Xinyao Li
arXiv Machine Learning
Sep 23

Differentiable Policy Transport over Multi-Layer Network Feasibility Geometry

The paper introduces Network Feasibility Geometry Reinforcement Learning (NFG‑RL), a method that enforces multi‑layer network constraints—such as interference, power‑rate coupling, flow conservation, service chains, capacity, latency, and reliability—by transporting a proto‑policy through a differentiable feasibility map. By compiling heterogeneous constraints into typed residual blocks and using a variational transport operator, NFG‑RL ensures almost‑sure feasible execution and shapes exploration and gradients to respect active constraints. Experiments on two wireless‑edge surrogate environments show that NFG‑RL boosts feasible utility by 37.5–41.5 %, cuts raw‑action violations by 48.5–60.8 %, and reduces P99 delay by 57.0–75.5 % compared to leading baselines.

By Zuyuan Zhang, Zeyu Fang, Mahdi Imani, Nathaniel D. Bastian, Tian Lan
arXiv Machine Learning
Aug 28

Safety by Design: Realized-Cost Constraints for Contextual Bandits with Continuous Actions

The paper introduces a new approach to safety in contextual bandits with continuous actions, focusing on high‑probability constraints on the realized cost rather than expected cost. It presents the High‑Probability Constrained UCB algorithm, which balances reward exploration with conservative safety estimation, and provides theoretical regret guarantees for linear models and extensions to general function classes. Experiments demonstrate that this realized‑cost safety framework significantly reduces safety violations compared to expected‑cost constrained methods.

By Spyros Dragazis, Aldo Pacchiano
arXiv Machine Learning
Oct 5

Learn Feasibility Once, Optimize All Objectives: Derivative-Free Diffusion Models for Chance-Constrained Programming

The paper introduces D$^3$Opt, a derivative‑free diffusion‑based framework that separates constraint modeling from objective optimization in chance‑constrained programs. It learns a risk‑conditioned diffusion model once on constraint‑filtered decisions, then uses an annealed, particle‑based Feynman–Kac correction to optimize any post‑specified objective without retraining. The method is proven to preserve feasibility and provides an error bound, and experiments show effective optimization across smooth, non‑smooth, and non‑convex objectives, including objective transfer tasks.

By Ziwen Liu, Yan Liu, Congying Han, Tiande Guo, Yao Yan, Weichen Zhao