2016 Optimization Days
HEC Montréal, Québec, Canada, 2 — 4 May 2016
WAP Séance plénière V / Plenary Session V
May 4, 2016 09:00 AM – 10:00 AM
Location: Amphithéâtre Banque Nationale
Chaired by Dominique Orban
1 Presentation
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09:00 AM - 10:00 AM
On big data, optimization and learning
In this talk I review a couple of applications on Big Data that I personally like and I try to explain my point of view as a Mathematical Optimizer -- especially concerned with discrete (integer) decisions -- on the subject. I advocate a tight integration of Machine Learning and Mathematical Optimization (among others) to deal with the challenges of decision-making in Data Science. For such an integration I try to answer three questions: 1) what can optimization do for machine learning? 2) what can machine learning do for optimization? 3) which new applications can be solved by the combination of machine learning and optimization?