{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/gradient-boosting-for-convex-cone-predict-and","title":"Gradient boosting for convex cone predict and optimize problems","arxiv_id":"2204.06895","date":"2022-04-14","proceeding":null,"authors":["Andrew Butler","Roy H. Kwon"],"abstract":"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.","url_abs":"https://arxiv.org/abs/2204.06895v2","url_pdf":"https://arxiv.org/pdf/2204.06895v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"gradient-boosting-for-convex-cone-predict-and","repo_url":"https://github.com/ipo-lab/dboost_py","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"prediction","task_name":"Prediction"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/2204.06895","atlas_url":"https://app.syntology.ai/?focus=2204.06895","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}