We study decision-focused learning (DFL) in shortest-path network interdiction (SPNI) games, a Stackelberg game where an interdictor (leader) strengthens the networks' arcs against attacks, while an evader (follower) who is uncertain about costs of attacking network arcs relies on a machine-learned predictor to identify the shortest path. While DFL is highly effective as an end-to-end optimization framework, we show that it faces a fundamental structural failure when employed in this game setting: its training objective admits a broad decision-equivalence class of cost estimators that achieve zero nominal loss yet fail under interdiction, reversing DFL's usual advantage over a naive prediction-focused learning (PFL) approach. To address this, we propose Adversarial DFL (A-DFL), which replaces nominal training samples with interdicted scenarios to collapse the harmful equivalence class. Experiments on synthetic and real-world networks confirm that A-DFL restores DFL's advantage in this game setting, enabling effective end-to-end optimization.
This paper studies adaptive targeting under network interference in a bandit setting, where treatments applied to one individual may affect others through spillover effects. We consider a linear model in a sparse regime, where each individual's outcome can be affected by at most a few others. We first establish a regret lower bound showing that ignoring the network structure and reducing the problem to a standard linear bandit inevitably leads to inefficient learning, particularly in large populations. To understand how structural information can be leveraged, we analyze regimes with varying levels of knowledge of the interference structure: (1) full support knowledge, (2) knowledge of the column support sizes, and (3) no prior knowledge. For each regime, we establish regret lower bounds characterizing the fundamental limits of learning, and develop algorithms that achieve near-optimal regret. Together, our results provide a unified view of how knowledge of the interference structure governs the efficiency of online learning under interference, and offer practical adaptive targeting algorithms in each setting. Numerical experiments on synthetic and real-world data demonstrate the practical benefits of our algorithms.
The Maximal Covering Location-Interdiction Problem (MCLIP) is a classic bi-level optimization problem, which is fundamental to resilient infrastructure planning yet remains computationally intractable. Specifically, the upper level determines facility locations to maximize coverage, while the lower level executes worst-case interdiction to minimize the coverage. The strong coupling between the upper and lower levels, combined with their respective high combinatorial complexity, renders traditional methods ineffective. To bridge this gap, we propose a Dual-Agent Deep Reinforcement Learning (DADRL) framework based on adversarial learning, comprising a location agent corresponding to the upper level and an interdiction agent corresponding to the lower level. Our contributions are threefold: (1) The location agent is trained simultaneously against an evolving interdiction agent, making it effectively capture the dynamic competitive interplay between the upper and lower levels; (2) To fully exploit the learned capabilities of the interdiction agent, we propose a Surrogate-based Ensemble Inference Strategy that utilizes the trained interdiction agent as a high-fidelity surrogate to guide the decisions of location agent; (3) Extensive experiments on synthetic and real-world datasets demonstrate that our approach achieves superior computational efficiency while maintaining highly competitive solution quality compared to other baselines. Furthermore, our DADRL framework is model-agnostic to network structures, while its underlying adversarial learning paradigm demonstrates strong potential for solving other bi-level optimization problems.
Plugging predictions of unknown parameters into downstream optimization problems, often referred to as the ``predict-then-optimize'' paradigm, has long been a standard approach in decision-making under uncertainty. However, improved predictive accuracy does not, in general, translate into improved decision quality. This disconnect has motivated growing interest in decision-focused learning (DFL) within the operations research community. This tutorial reviews recent developments in DFL and highlights key methodological insights, with a particular focus on stochastic linear programming as the downstream decision-making problem. We discuss why several widely used tools in traditional statistical learning are not directly suited to decision-focused settings and must be rethought, including (i) data collection strategies driven purely by predictive uncertainty and (ii) distributional distance measures such as the Wasserstein distance. We summarize properties of DFL that distinguish it from conventional predictive modeling and provide insights into the development of new decision-focused tools.