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How Optimization & ML Work Together (Gurobi)

This document discusses how optimization and machine learning work together. It provides examples of industries that use optimization to solve problems, such as scheduling in the NFL. Optimization is used to make decisions by finding the best course of action given constraints and objectives. Machine learning can be combined with optimization by using ML predictions to define optimization models, embedding ML models within optimization models, or explaining optimization techniques through videos. The document aims to show how optimization and machine learning are complementary approaches for decision making.

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80 views7 pages

How Optimization & ML Work Together (Gurobi)

This document discusses how optimization and machine learning work together. It provides examples of industries that use optimization to solve problems, such as scheduling in the NFL. Optimization is used to make decisions by finding the best course of action given constraints and objectives. Machine learning can be combined with optimization by using ML predictions to define optimization models, embedding ML models within optimization models, or explaining optimization techniques through videos. The document aims to show how optimization and machine learning are complementary approaches for decision making.

Uploaded by

muhsinmohammed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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How

Optimization &
ML Work
Together
Opti 201

Jerry Yurchisin
Data Science Strategist

© 2023 Gurobi Optimization, LLC. Confidential, All Rights Reserved


Optimization Across Industries
A few examples of the business problems solved

Who uses math optimization? What problems does it solve?

Tackling the Hardest & Most


Scrutinized Problem in Scheduling:
How the NFL Uses Gurobi to Create its
Schedule Each Season

This is just a small sample of the 2,600+ companies who are


harnessing the power of optimization with Gurobi.

© 2023 Gurobi Optimization, LLC. Confidential, All Rights Reserved | 2


Optimization in AI

Predictive analytics lives here

Decision making: Mathematical


Optimization lives here

Image from: Go Beyond Machine Learning and Leverage Other AI Approaches


Published 26 September 2023 © 2023 Gurobi Optimization, LLC. Confidential, All Rights Reserved | 3
When is Math Optimization the Right Tool?

What is mathematical optimization? Decision problems to optimization models


An approach to solving complex decision
problems where you want to… Min 𝑍 = 𝑐 ! 𝑥
1. Find the best course of action
2. Among many possibilities
Subject to:
3. That the decision maker can set 𝐴𝑥 #or" 𝑏
4. Given specified limitations
5. With some particular objective(s) in
𝑙≤ 𝑥≤𝑢
mind constraints
objective
decision
function
variables

© 2023 Gurobi Optimization, LLC. Confidential, All Rights Reserved | 4


Combining Machine Learning and Optimization

01 02 03
Training a Use the ML predictions Embed a ML model
ML model to define the Opt. Model inside the Opt. model

ML Algorithm ML Model Optimization


the lasso, best subset regression demand
forecast, numerical
Model
inventory levels revenue management
prediction
(ex: 5)
Opt.
ML Model
Algorithm sales as a
least squares Opt. function of
regression Model price
facility
location

© 2023 Gurobi Optimization, LLC. Confidential, All Rights Reserved | 5


Explaining Mathematical Optimization
Gurobi explainer videos to the rescue!

Data Scientist: Go from Predictions to Decisions

How do I explain
what mathematical
optimization is and
the problems is can
solve? Gurobi Decision Intelligence: How It Works
Ops Research: Prepare for Optimal Impact

Business Leaders: Embracing the Complexity


© 2023 Gurobi Optimization, LLC. Confidential, All Rights Reserved | 6
Next Up:
Oh, So You Think You Can
Optimize: How different
approaches can help you
make better decisions

© 2023 Gurobi Optimization, LLC. Confidential, All Rights Reserved | 7


© 2023 Gurobi Optimization, LLC. Confidential, All Rights Reserved | 7

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