ApplicationDrivenLearning.jl - A Framework for Decision-Focused Learning in Julia
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Learn how to implement Application Driven Learning, a framework compatible with decision-focused learning that optimizes forecasts for their final applications using the ApplicationDrivenLearning.jl package. Discover how to specify decision models in JuMP and forecast models in Flux, while exploring multiple backend options including BilevelJuMP.jl, Optim.jl, and custom gradient methods powered by DiffOpt.jl. Master the integration of various JuMP solvers and leverage high-performance parallel computing capabilities through MPI to solve complex optimization problems where forecasting accuracy is tailored to downstream decision-making tasks.
Syllabus
ApplicationDrivenLearning.jl
Taught by
The Julia Programming Language