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Eigenvalue-Decomposition Cost Denoising as an Alternative to Predict-then-Optimize for Shortest-Path Problems

arXiv · AI, language, vision and robotics · article · Sep 14, 2026 · UTC

Predict-then-optimize methods such as Smart "Predict, then Optimize" (SPO+) of Elmachtoub and Grigas (2022) learn a mapping from contextual features to unknown edge costs and then solve the induced combinatorial problem on the predicted costs. This approach is powerful but relies on the predictive model being well specified: when the true cost-generating process is nonlinear in the features and the predictor is linear, SPO+'s performance degrades as the misspecification grows. We propose and evaluate a structurally different remedy for a specific but common setting: when the decision-maker obs

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