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JuliaDecisionFocusedLearning / InferOpt.jl

Combinatorial optimization layers for machine learning pipelines
https://juliadecisionfocusedlearning.github.io/InferOpt.jl/
MIT License
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Variance reduction for `PerturbedAdditive` and `PerturbedMultiplicative` #66

Closed gdalle closed 1 year ago

gdalle commented 1 year ago

We have a generic implementation of a PerturbedOracle that also does variance reduction.

Beware however: for arbitrary perturbation distributions, the Fenchel-Young loss must be reworked