Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunities
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Abstract (arXiv)
Decision-focused learning (DFL) is an emerging paradigm that integrates machine learning (ML) and constrained optimization to enhance decision quality by training ML models in an end-to-end system. This approach shows significant potential to revolutionize combinatorial decision-making in real-world applications that operate under uncertainty, where estimating unknown parameters within decision models is a major challenge. This paper presents a comprehensive review of DFL, providing an in-depth analysis of both gradient-based and gradient-free techniques used to combine ML and constrained optimization. It evaluates the strengths and limitations of these techniques and includes an extensive empirical evaluation of eleven methods across seven problems. The survey also offers insights into recent advancements and future research directions in DFL. Code and benchmark: https://github.com/PredOpt/predopt-benchmarks
Key facts. Cited by 129 papers in the map (data through 7 Oct 2026). Builds on 58 of its 130 references that are in the map. First posted on arXiv 25 Jul 2023.
Builds on
58 of 130 references.
References · 58
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- 2023Electricity Price Prediction for Energy Storage System Arbitrage: A Decision-focused Approachcited by 7
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50 most cited of 58 All 58 (JSON)
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Citing papers per year: 2023: 6; 2024: 19; 2025: 41; 2026: 63.
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- 2025Training-Free Constrained Generation With Stable Diffusion Modelscited by 20
- 2025FSNet: Feasibility-Seeking Neural Network for Constrained Optimization with Guaranteescited by 19
- 2025Gen-DFL: Decision-Focused Generative Learning for Robust Decision Makingcited by 18
- 2024End-to-End Conformal Calibration for Optimization Under Uncertaintycited by 14
- 2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimizationcited by 14
- 2024Offline Model-Based Optimization by Learning to Rankcited by 13
- 2025Conformal Risk Training: End-to-End Optimization of Conformal Risk Controlcited by 11
- 2024Decision Focused Causal Learning for Direct Counterfactual Marketing Optimizationcited by 9
- 2023CaVE: A Cone-Aligned Approach for Fast Predict-then-optimize with Binary Linear Programscited by 8
- 2024Differentiable Distributionally Robust Optimization Layerscited by 8
- 2025Solver-Free Decision-Focused Learning for Linear Optimization Problemscited by 8
- 2024Towards a Systems Theory of Algorithmscited by 7
38 more
- 2024Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Modelscited by 5
- 2025Decision-Focused Fine-Tuning of Time Series Foundation Models for Dispatchable Feeder Optimizationcited by 5
- 2025Feasibility-Aware Decision-Focused Learning for Predicting Parameters in the Constraintscited by 5
- 2025Diffusion-DFL: Decision-focused Diffusion Models for Stochastic Optimizationcited by 5
- 2023Predict-Then-Optimize by Proxy: Learning Joint Models of Prediction and Optimizationcited by 4
- 2024Uplift modeling with continuous treatments: A predict-then-optimize approachcited by 4
- 2025Global-Decision-Focused Neural ODEs for Proactive Grid Resilience Managementcited by 4
- 2025Online Decision-Focused Learningcited by 4
- 2025Calibrating Decision Robustness via Inverse Conformal Risk Controlcited by 4
- 2023Learning Lagrangian Multipliers for the Travelling Salesman Problemcited by 3
- 2024Learning Joint Models of Prediction and Optimizationcited by 3
- 2024Self-Supervised Learning of Iterative Solvers for Constrained Optimizationcited by 3
- 2025Conformalized Decision Risk Assessmentcited by 3
- 2025A Fully First-Order Layer for Differentiable Optimizationcited by 3
- 2026Combinatorial Optimization Augmented Machine Learningcited by 3
- 2026Decision-Focused Learning via Tangent-Space Projection of Prediction Errorcited by 3
- 2026Constraint-Aware Flow Matching: Decision Aligned End-to-End Training for Constrained Samplingcited by 3
- 2024End-to-End Learning for Fair Multiobjective Optimization Under Uncertaintycited by 2
- 2024Metalearners for Ranking Treatment Effectscited by 2
- 2024Decision-Focused Forecasting: A Differentiable Multistage Optimisation Architecturecited by 2
- 2025Welfare as a Guiding Principle for Machine Learning -- From Compass, to Lens, to Roadmapcited by 2
- 2025Sufficient Decision Proxies for Decision-Focused Learningcited by 2
- 2025Learning with Local Search MCMC Layerscited by 2
- 2025Smart Surrogate Losses for Contextual Stochastic Linear Optimization with Robust Constraintscited by 2
- 2025Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approachcited by 2
- 2025Minimizing Surrogate Losses for Decision-Focused Learning using Differentiable Optimizationcited by 2
- 2025Bi-Level Decision-Focused Causal Learning for Large-Scale Marketing Optimization: Bridging Observational and Experimental Datacited by 2
- 2025A Dual Perspective on Decision-Focused Learning: Scalable Training via Dual-Guided Surrogatescited by 2
- 2026Decision-Focused Sequential Experimental Design: A Directional Uncertainty-Guided Approachcited by 2
- 2026Decision-calibrated prediction sets for robust power system operationscited by 2
- 2026A Solver-Free Training Method for Predict-then-Optimizecited by 2
- 2024Learning Fair Ranking Policies via Differentiable Optimization of Ordered Weighted Averagescited by 1
- 2024Differentiation of Multi-objective Data-driven Decision Pipelinecited by 1
- 2024DistrictNet: Decision-aware learning for geographical districtingcited by 1
- 2025Decision-aware training of spatiotemporal forecasting models to select a top K subset of sites for interventioncited by 1
- 2025Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimizationcited by 1
- 2025Aligning the Evaluation of Probabilistic Predictions with Downstream Valuecited by 1
- 2025Decision-Focused Learning Enhanced by Automated Feature Engineering for Energy Storage Optimisationcited by 1
50 most cited of 129 All 129 (JSON)
- 2026The Curvature of Regret in Contextual Linear Optimization1 Oct 2026
- 2026Beyond Model Ranking: Regime Diagnosis for Distributional-Statistical Misspecification in Industrial Time-Series Forecasting30 Sep 2026
- 2026What Can Component-Replacement Evidence Establish? A Critical Scoping Review of Local Decisions in LLM Agents30 Sep 2026
- 2026RL-PaO: Prediction as Action in Decision Making under Uncertainty29 Sep 2026
- 2026When Evidence Changes the Subject: Subject-Typed Claim Licensing for Learned Routing27 Sep 2026
- 2026What Must a World Model Distinguish for Planning?26 Sep 2026
- 2026PolyStepOR: Learning to Decide Without Optimal Decisions26 Sep 2026
- 2026The Operational Value of Spatial Dependence in Renewable Forecast Scenarios for Single-Period Economic Dispatch: A Controlled Ablation Study21 Sep 2026
- 2026Proximal Residual Value Functions for Consistent Planning and Real-Time Execution19 Sep 2026
- 2026Decision-Focused Learning for Mean-Variance Portfolio Optimization via KKT-Based Reformulation18 Sep 2026
- 2026Scalable Self-Supervised Learning for Multiphase AC-OPF in Distribution Systems with Topology Reconfiguration25 Aug 2026
- 2026Revelation Control24 Aug 2026
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- 2026Task Specialization Fine-Tuning for Contextual Reinforcement Learning17 Aug 2026
- 2026Decision-Driven Regularization: A Blended Model for Learning and Optimization15 Aug 2026
- 2026Decision-Aware Approximation of Belief Functions for Evidential Combinatorial Optimization11 Aug 2026
- 2026Decision-Focused Learning in Network Interdiction Games10 Aug 2026
- 2026Hard Constraints, Smooth Gradients: Learning Feasible Inventory Policies via Differentiable Projection3 Aug 2026
- 2026CENTILE: A Telemetry Foundation Model Evaluated by the Decisions It Drives3 Aug 2026
- 2026When Do Surrogate Updates Improve Decisions? A Local Theory of Trajectory-Wise Transfer2 Aug 2026
- 2026End-to-End Fairness Optimization with Fair Decision-Focused Learning31 Jul 2026
- 2026Breaking Feedback-Blindness: Utility-Augmented Transformer for Sequential Decision Making21 Jul 2026
- 2026Trustworthy synthetic data for campaign decision support: strategy simulation fidelity and the PolicySynth framework13 Jul 2026
- 2026Decision-focused Sparse Tangent Portfolio Optimization1 Jul 2026
- 2026Decision-Value Attribution in Predict-then-Optimize Systems29 Jun 2026
- 2026The Decision Geometry of Covariance Estimation for the Global Minimum-Variance Portfolio under Heavy Tails25 Jun 2026
- 2026Generating Input Distributions for Explaining Portfolio Optimization Pipelines24 Jun 2026
- 2026From Forecasting Leaderboards to Deployment Decisions: A Fail-Closed Certification Protocol23 Jun 2026
- 2026Decision-Focused Learning: When and Why Traditional Prediction Models Fail19 Jun 2026
- 2026A Solver-Free Training Method for Predict-then-Optimize17 Jun 2026
- 2026Forecasting what Matters: Decision-Focused RL for Controlled EV Charging with Unknown Departure Times17 Jun 2026
- 2026Decision-Weighted Flow Matching for Contextual Stochastic Optimization15 Jun 2026
- 2026Scaling Decision-Focused Learning to Large Problems with Lagrangian Decomposition7 Jun 2026
- 2026Diff2SP: Diffusion Models for Correlated Scenario Generation in Stochastic Programming4 Jun 2026
- 2026Tailoring Strictly Proper Scoring Rules for Downstream Tasks: An Application to Causal Inference2 Jun 2026
- 2026Aligning Data-Driven Predictors with Allocation: A Decision-Focused Approach to Survival Analysis1 Jun 2026
- 2026Regularized Large Neighborhood Search1 Jun 2026
- 2026Decision-calibrated prediction sets for robust power system operations1 Jun 2026
- 2026Decision-Focused On-Policy Learning for Contextual Linear Optimization with Partial Feedback31 May 2026
- 2026Fast Convergence of Policy Regret in Learning Stochastic Optimal Control25 May 2026
- 2026Scalable Decision-Focused Learning through Cost-Sensitive Regression18 May 2026
- 2026Decision-Aware Proximal Bridge Learning for Optimal Treatment Selection16 May 2026
- 2026Quantum End-to-End Learning for Contextual Combinatorial Optimization13 May 2026
- 2026Constraint-Aware Flow Matching: Decision Aligned End-to-End Training for Constrained Sampling12 May 2026
- 2026IGT-OMD: Implicit Gradient Transport for Decision-Focused Learning under Delayed Feedback12 May 2026
- 2026Learning Polyhedral Conformal Sets for Robust Optimization8 May 2026
- 2026Decision-Focused Learning via Tangent-Space Projection of Prediction Error2 May 2026
- 2026OTSS: Output-Targeted Soft Segmentation for Contextual Decision-Weight Learning30 Apr 2026
- 2026Relaxation-Informed Training of Neural Network Surrogate Models24 Apr 2026
- 2026Decision-Focused Federated Learning Under Heterogeneous Objectives and Constraints21 Apr 2026
- 2026Horizon-Constrained Rashomon Sets for Chaotic Forecasting17 Apr 2026
50 newest of 129 All 129 (JSON)
- 2025Training-Free Constrained Generation With Stable Diffusion Modelscited by 20
- 2025Diffusion-DFL: Decision-focused Diffusion Models for Stochastic Optimizationcited by 5
- 2026Constraint-Aware Flow Matching: Decision Aligned End-to-End Training for Constrained Samplingcited by 3
- 2026Decision-Weighted Flow Matching for Contextual Stochastic Optimizationcited by 1
- 20263D-Learning: Diffusion-Augmented Distributionally Robust Decision-Focused Learningcited by 0
- 2026Diff2SP: Diffusion Models for Correlated Scenario Generation in Stochastic Programmingcited by 0
- 2026Decision-Weighted Flow Matching for Contextual Stochastic Optimization15 Jun 2026
- 2026Diff2SP: Diffusion Models for Correlated Scenario Generation in Stochastic Programming4 Jun 2026
- 2026Constraint-Aware Flow Matching: Decision Aligned End-to-End Training for Constrained Sampling12 May 2026
- 20263D-Learning: Diffusion-Augmented Distributionally Robust Decision-Focused Learning3 Feb 2026
- 2025Diffusion-DFL: Decision-focused Diffusion Models for Stochastic Optimization13 Oct 2025
- 2025Training-Free Constrained Generation With Stable Diffusion Models8 Feb 2025
- 2026What Must a World Model Distinguish for Planning?cited by 0
- 2026What Must a World Model Distinguish for Planning?26 Sep 2026
- 2025FSNet: Feasibility-Seeking Neural Network for Constrained Optimization with Guaranteescited by 19
- 2025Gen-DFL: Decision-Focused Generative Learning for Robust Decision Makingcited by 18
- 2024End-to-End Conformal Calibration for Optimization Under Uncertaintycited by 14
- 2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimizationcited by 14
- 2024Offline Model-Based Optimization by Learning to Rankcited by 13
- 2025Conformal Risk Training: End-to-End Optimization of Conformal Risk Controlcited by 11
- 2024Decision Focused Causal Learning for Direct Counterfactual Marketing Optimizationcited by 9
- 2023CaVE: A Cone-Aligned Approach for Fast Predict-then-optimize with Binary Linear Programscited by 8
- 2024Differentiable Distributionally Robust Optimization Layerscited by 8
- 2025Solver-Free Decision-Focused Learning for Linear Optimization Problemscited by 8
- 2024Towards a Systems Theory of Algorithmscited by 7
- 2024Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Modelscited by 5
12 most cited of 120 All 120 (JSON)
- 2026The Curvature of Regret in Contextual Linear Optimization1 Oct 2026
- 2026Beyond Model Ranking: Regime Diagnosis for Distributional-Statistical Misspecification in Industrial Time-Series Forecasting30 Sep 2026
- 2026RL-PaO: Prediction as Action in Decision Making under Uncertainty29 Sep 2026
- 2026When Evidence Changes the Subject: Subject-Typed Claim Licensing for Learned Routing27 Sep 2026
- 2026PolyStepOR: Learning to Decide Without Optimal Decisions26 Sep 2026
- 2026The Operational Value of Spatial Dependence in Renewable Forecast Scenarios for Single-Period Economic Dispatch: A Controlled Ablation Study21 Sep 2026
- 2026Proximal Residual Value Functions for Consistent Planning and Real-Time Execution19 Sep 2026
- 2026Decision-Focused Learning for Mean-Variance Portfolio Optimization via KKT-Based Reformulation18 Sep 2026
- 2026Scalable Self-Supervised Learning for Multiphase AC-OPF in Distribution Systems with Topology Reconfiguration25 Aug 2026
- 2026Revelation Control24 Aug 2026
- 2026Task Specialization Fine-Tuning for Contextual Reinforcement Learning17 Aug 2026
- 2026Decision-Driven Regularization: A Blended Model for Learning and Optimization15 Aug 2026
12 newest of 120 All 120 (JSON)