Sep 23–26, 2019

How machine learning meets optimization

Jari Koister (FICO )
2:55pm3:35pm Wednesday, September 25, 2019
Location: 1A 12/14
Secondary topics:  Financial Services

Who is this presentation for?

  • People who provide solutions for complex analytics problems in finance, manufacturing, transport, healthcare and more

Level

Intermediate

Description

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 researchers are increasingly using machine learning.

Jari Koister dives into understanding and applying these two techniques. He explores when optimization techniques originating from operations research are the better solution and when it’s beneficial to apply ML. More importantly, he outlines how complex, high-value business problems can be better solved by combining the techniques rather than by using only one of them.

People struggle to describe how they relate from a theoretical perspective, if ML is just an optimization problem, or how simplex, MIP, interior point, neural networks, and gradient decent relate. Jari outlines a model that helps you understand how the two techniques are related, overlap, and differ.

Prerequisite knowledge

  • A basic understanding of statistical, ML, and optimization (useful but not required)

What you'll learn

  • Discover the difference between ML and optimization and how they're best used together
  • Hear examples of applications that have greatly benefitted from the combination
Photo of Jari Koister

Jari Koister

FICO

Jari Koister is the vice president of product and technology at FICO. He also teaches in the Data Science Program at UC Berkeley. Previously, he has, among other things, led the development of Chatter, Salesforce’s social enterprise application and platform; founded and served as CTO at Groupswim.com, an early social enterprise collaboration company (acquired by Salesforce); founded and served as CSO and CTO at Qrodo.com, an elastic platform for broadcasting sports events live on the internet; led the development of CommerceOne’s flagship product MarketSite; and led research in computer languages and distributed computing at Ericsson Labs and Hewlett-Packard Laboratories. Jari holds a PhD in computer science from the Royal Institute of Technology, Stockholm, Sweden.

Leave a Comment or Question

Help us make this conference the best it can be for you. Have questions you'd like this speaker to address? Suggestions for issues that deserve extra attention? Feedback that you'd like to share with the speaker and other attendees?

Join the conversation here (requires login)

    Contact us

    confreg@oreilly.com

    For conference registration information and customer service

    partners@oreilly.com

    For more information on community discounts and trade opportunities with O’Reilly conferences

    strataconf@oreilly.com

    For information on exhibiting or sponsoring a conference

    pr@oreilly.com

    For media/analyst press inquires