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Simulating classification models to evaluate Predict-Then-Optimize methods

Published in ArXiv.org • Sep 2, 2025
Authors:
Pieter Smet

Abstract

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively transforming the stochastic optimization problem into a deterministic ...

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