Papers › Gradient boosting for convex cone predict and optimize problems

Gradient boosting for convex cone predict and optimize problems

14 Apr 2022arXiv:2204.06895archive 2025-07-28

Andrew Butler, Roy H. Kwon

Prediction models are typically optimized independently from decision optimization. A smart predict then optimize (SPO) framework optimizes prediction models to minimize downstream decision regret. In this paper we present dboost, the first general purpose implementation of smart gradient boosting for `predict, then optimize' problems. The framework supports convex quadratic cone programming and gradient boosting is performed by implicit differentiation of a custom fixed-point mapping. Experiments comparing with state-of-the-art SPO methods show that dboost can further reduce out-of-sample decision regret.

PaperPDFCode

In Syntology View this paper on Syntology: its repositories, every harvested function with whether it ran, its licence and the call to fetch it.

Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

ipo-lab/dboost_py officialmentioned in papermentioned on GitHub report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Prediction

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections