Jacobian Rank Collapse in Decision-Focused Learning
cs.LG, q-fin.PM
Submitted: 2026-09-30
Updated: 2026-09-30
Sources
- Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization
- Decision-focused Sparse Tangent Portfolio Optimization
- Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
- Decision-Focused Learning via Tangent-Space Projection of Prediction Error
- Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
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