Sep 23–26, 2019

How machine learning meets optimization

Jari Koister (FICO )
2:55pm3:35pm Wednesday, September 25, 2019
Location: 1A 12
Secondary topics:  Financial Services

Who is this presentation for?

People who provides solutions for complex analytics problems in Finance, Manufacturing, Transport, Healthcare and more.




Convergence of Optimization and ML: A powerful combination.

Optimization and ML are increasingly intersecting. Occasionally overlapping, sometimes complementary and most often best used in combination. Data Scientists should be interested in Operations Research, and Operations Researcher’s are increasingly using Machine Learning. This presentation will provide a structure for understanding and applying these two techniques. It describes when Optimization techniques originating from operations research are the better solution and when it is beneficial to apply ML. More importantly, we describe how complex, high-value business problems can be solved with better by combining the techniques, rather than by using only one of them. People struggle to describe how they relate from a theoretical perspective; Is ML just an optimization problem? How does Simplex, MIP, Interior point, neural networks, and gradient descent relate?. We will outline a model that helps the understanding of how the two techniques related, overlap and differ.

Prerequisite knowledge

Limited knowledge of statistical, ML, And optimization helps but not required. If you don't know ML you will get the basics of Opti and vise versa.

What you'll learn

What is the different between ML and Optimization. How are they best used together? Example of applications that have greatly benefitted from the combination.
Photo of Jari Koister

Jari Koister


VP of Technology
Jari holds a Ph.D. in Computer Science from the Royal Institute of Technology, Stockholm Sweden. Dr. Koister has also been teaching at the Data Science program at UC Berkeley.

Jari led research at Ericsson Labs (Stockholm and Los Angeles) and Hewlett-Packard Laboratories (Palo Alto) in computer languages and distributed computing. Between 1998 and 2002 Jari led the development at CommerceOne of the flagship product MarketSite. After Commerce One Jari worked as CTO and CEO with investors turning around and growing companies in online gaming and smart metering. In 2006 Jari founded two companies, both in the emerging space of cloud computing. The first operating as CSO/CTO was (Singapore) that delivers an elastic platform for broadcasting sports events live on the internet. Jari also founded and held the position of CTO at (San Francisco), an early social enterprise collaboration company. In 2009 acquired, at which time Jari moved in to the role of leading the development of Chatter,’s social enterprise application and platform. In 2012 Jari took the role of VP Technology at AgilOne, leading Software Engineering, Product Data Science and Technical Operations.

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