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arXiv 提交日期: 2026-06-29
📄 Abstract - Decision-Value Attribution in Predict-then-Optimize Systems

Predictive models are increasingly embedded in operational decision-making, yet standard explanation methods typically explain forecasts rather than the decisions those forecasts induce. This distinction is important in predict-then-optimize systems: large forecast changes may leave the optimizer's action unchanged, while small changes can alter the selected decision and its realized value. We propose Decision Value Attribution (DVA), a Shapley-based framework for attributing the value of a fixed prediction--optimization pipeline. The framework defines cooperative games whose payoff is the downstream decision value, allowing the players to be information sources, optimization or design parameters, or both. We present three variants: InfoDVA attributes value to features, DesignDVA attributes value to operational configurations, and Decision-Value Interactions (DVI) quantifies how information and design jointly create value. We further distinguish post-DVA, which evaluates decisions using realized outcomes, from pre-DVA, which evaluates decisions under the model's full prediction. This separation turns attribution into a decision-level diagnostic of whether the model's operational beliefs align with realized performance. The resulting attributions are expressed in the units of the operational objective and decompose the gain or loss relative to a baseline. Case studies in electricity storage arbitrage and emergency medical service coverage show that predictive explanations can be poor proxies for operational value, that DVA can guide targeted information-control interventions, and that optimization configurations determine when predictive information is decision-relevant.

顶级标签: machine learning systems
详细标签: predict-then-optimize shapley values explainable ai decision attribution operational value 或 搜索:

预测-优化系统中的决策价值归因 / Decision-Value Attribution in Predict-then-Optimize Systems


1️⃣ 一句话总结

本文提出了一种基于沙普利值的归因框架(DVA),用于衡量在预测-优化系统中,不同信息源或设计参数对最终决策结果的实际价值贡献,从而帮助用户理解何时预测信息真正影响决策,而非仅解释预测本身。

源自 arXiv: 2606.29878