Jacobian Rank Collapse in Decision-Focused Learning

Aojie Yuan, Haiyue Zhang, Zijian Su

Decision-focused learning (DFL) trains predictors through downstream objectives, but a different loss need not provide an independent parameter-update direction. We characterize this restriction through the predictor Jacobian, using sparse index tracking to distinguish the covariance entries read by the optimizer from the parameter directions available to learning. Rank-one Jacobians make nonzero per-example gradients collinear; a conditional spectral bound describes near-collinearity. A batch-subspace characterization and counterexamples show why these local statements imply neither common minimizers nor collinear batch updates. Experiments examine when geometry translates into decision quality. Across 38 one-parameter equity configurations, DFL gains over MSE remain below 1.8%; a 385-parameter conditional predictor also has pointwise rank one. In validation-tuned shortest-path and knapsack experiments, full-capacity SPO+ reduces mean regret by 11.6% and 10.6%, respectively; only knapsack survives correction across eight comparisons. The capacity contrast persists on fresh datasets across batch orders and training budgets. Holding expressivity fixed, invertible coordinate…