This repository contains a collection of benchmark problems for decision-focused learning algorithms. It provides a common interface for creating datasets, associated statistical models and combinatorial optimization maximizers for building decision-focused learning pipelines. They can be used for instance as benchmarks for tools in InferOpt.jl, but can be used in any other context as well.
Currently, this package provides the following benchmark problems (many more to come!):
SubsetSelectionBenchmark: a minimalist subset selection problem.FixedSizeShortestPathBenchmark: shortest path problem with on a graph with fixed size.WarcraftBenchmark: shortest path problem on image mapsPortfolioOptimizationBenchmark: portfolio optimization problem.
See the documentation for more details.