mlsanityData to 14 Oct 2026

Geometric Identification in Predict-Then-Optimize Learning

arXiv 2609.33472 ↗First posted 27 Sep 2026cs.LG math.OCcited by 0

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Abstract (arXiv)

Decision-focused surrogates can recover downstream decisions without identifying the quotient report. We characterize the equality set of the convex Smart Predict-then-Optimize surrogate (SPO+) population risk. Under central symmetry, the centered mean class is the unique Bayes minimizer exactly when every nonzero effective displacement makes the old optimizer leave the shifted optimal face with positive probability. This condition separates face crossing from selected-oracle disagreement and gives quantitative local coercivity. Without symmetry, strict crossing alone need not identify the mean; selection balance with reflected crossing restores quotient-report identification, and conditional versions extend the result to measurable predictors. These are population statements, without finite-sample report-recovery or generic transfer-regret guarantees. Closed-form mechanisms reproduce the analytic identities and rates. Portfolio, complete-matrix KuaiRec, and Energy/Storage studies measure predictive fidelity, shifted regret, and fitted-report geometry. A known data-generating process (DGP) companion retains their application geometries while isolating conditional-mean recovery and crossing, without testing the original observational assumptions.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 17 of its 22 references that are in the map. First posted on arXiv 27 Sep 2026.

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17 of 22 references.

References · 17

  1. 2017Smart "Predict, then Optimize"cited by 339
  2. 2021Decision-Focused Learning: Through the Lens of Learning to Rankcited by 62
  3. 2019Generalization Bounds in the Predict-then-Optimize Frameworkcited by 54
  4. 2020Fast Rates for Contextual Linear Optimizationcited by 43
  5. 2021Risk Bounds and Calibration for a Smart Predict-then-Optimize Methodcited by 29
  6. 2017On Structured Prediction Theory with Calibrated Convex Surrogate Lossescited by 23
  7. 2020Risk Guarantees for End-to-End Prediction and Optimization Processescited by 20
  8. 2021Surrogate Regret Bounds for Polyhedral Lossescited by 15
  9. 2019A General Theory for Structured Prediction with Smooth Convex Surrogatescited by 14
  10. 2022An Embedding Framework for the Design and Analysis of Consistent Polyhedral Surrogatescited by 14
  11. 2023Maximum Optimality Margin: A Unified Approach for Contextual Linear Programming and Inverse Linear Programmingcited by 13
  12. 2025What Data Enables Optimal Decisions? An Exact Characterization for Linear Optimizationcited by 9
5 more
  1. 2026A Solver-Free Training Method for Predict-then-Optimizecited by 3
  2. 2025Sufficient Decision Proxies for Decision-Focused Learningcited by 2
  3. 2025Smart Surrogate Losses for Contextual Stochastic Linear Optimization with Robust Constraintscited by 2
  4. 2026From Non-Identifiability to Goal-Integrated Decision-Making in Parametric Inverse Optimizationcited by 1
  5. 2026Learning Decision-Sufficient Representations for Linear Optimizationcited by 1

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