with Tags:
optimization
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## A Nice Optimization Problem From Santa Claus
Kaggle is a site that is most known for hosting machine learning competitions. However, once a year, Kaggle team runs an optimization competition on some problem Santa Claus could face. This year competition is a stochastic optimization problem: we are asked to optimize some outcome when the data is known with some uncertainty. Many real word problems are of this form. For instance, optimizing store replenishment and inventory levels takes as input sales forecasts. By definition, future sales are only known up to some... [More]
Tags: analytics optimization |

## Most Popular Posts Of 2016
I wish you, all my readers, your families, and your friends, all the best for 2017. Your renewed interest made me write 34 entries in 2016. This year I focused mostly on Python and Machine Learning, reflecting my role at IBM as the technical lead for machine learning offerings. This shows in the topics of my most popular posts for 2016: The Most Popular Language For Machine Learning Is ... A Speed Comparison Of C, Julia, Python, Numba, and Cython on LU Factorization Installing XGBoost For Anaconda on Windows Tidy Data In... [More]
Tags: python machine_learning optimization |

## What’s in CPLEX Optimization Studio 12.7?
Here is a guest post by my colleague Paul Shaw on the latest release of CPLEX Optimization Studio. That release made some buzz at the latest INFORMS conference because of support for Benders Decomposition. However, Benders decomposition isn't the only novelty in this release as Paul explains. Paul's post originally appeared here . This release is also available to all academics and students for free, as my other colleague Xavier Nodet explains here . Xavier Nodet also posted a detailed presentation of... [More]
Tags: optimization cplex analytics |

## What's New In Machine Learning?
What has changed in Machine Learning in the past 25 years? You may not care about this question. You may even not realize that Machine Learning as a technical and scientific field is older than 25 years. But I do care about this question. I care because I got a PhD in Machine Learning in 1990. I then moved sidetrack to work on constraint programming and mathematical optimization. I am back to machine learning since a couple of years, and I did ask myself this: is my PhD still relevant, or has Machine Learning... [More]
Tags: machine_learning analytics optimization |

## Machine Learning As Prescriptive Analytics
I made a mistake about machine learning. Repeatedly. I said, and I wrote, that machine learning and predictive analytics were almost the same. To be more specific, my view was simple: analytics can be divided in four categories, exemplified below (see Analytics Landscape for details) I put machine learning near predictive analytics in this 2D landscape: Of course, I also put optimization as the queen of all analytics technologies as it yields best business value. What else would you expect from someone who spent nearly 3... [More]
Tags: machine_learning optimization analytics |

## Top Posts For 2015
I wish all my readers, their families, and their friends, all the best for 2016. May your dreams come true. I also want to warmly thank you, my readers, for your continued interest. This led me write more entries than ever, with 54 entries in 2015. I still blogged on optimization and how it fits within the analytics and data science landscape, but I added two more streams in 2015: Emerging technologies for cloud computing, like Docker. Python as a language of choice for data science and technical computing. These streams... [More]
Tags: big_data optimization docker machine_learning data_science python anaytics cloud |

## Perception Matters
I lenjoyed reading the following from Dear Mona, Which Is The Fastest Check-Out Lane At The Grocery Store? (You should read it all, as it provides an interesting crash course on queuing theory in practice): After airline passengers wouldn’t stop complaining about the time they spent at baggage claim (even when more staff were added and wait times fell) a Houston airport simply moved the arrival gates so that passengers spent more of their “wait” time walking to... [More]
Tags: optimization psychology analytics |

## Analysts Views On Optimization
According to leading analyst firms, the corporate world should invest more in advanced analytics in general, and optimization in particular. Here are few examples. Last week at IBM Insight conference, Forrester's Mike Gualtieri presented with my colleague Eric Mazeran an interesting view on prescriptive analytics. Here is one of their slides. I like it because it propose a comprehensive view of where optimization lies within an end to end flow from data to actions. For those who never read my blog before, mathematical... [More]
Tags: analytics prescriptive optimization |

## Solving Sudoku In Python With DOcplex On DOcloud
Sudoku is a great example to introduce prescriptive analytics: it is well known, and it is not trivial to solve manually. I will use docplex Python api to implement a web application that solves Sudoku problems. The code is available in a notebook on github and nbviewer . More information on docplex can be found here . DOcplex can be installed via pip as any other Python package: !pip install docplex Once installed, we can use it to create arbitrary math programming models. These models can either be solved using our... [More]
Tags: docplex sudoku cloud optimization python docloud analytics |

## Optimizing Car (And Cyclist) Speed
What is the optimal way to adjust one's car speed in order to minimize fuel consumption (or CO2 emission) while meeting desired travel time? The answer to that question came to me after I wrote my last blog entry on Predicting Cyclist Speed . In that post I explained how an endurance cyclist, Dave Haase , was using his power. He wasn't using constant power as most cyclists do. This made me think about what would be the best strategy. Use constant power, or use something closer to what Dave was doing? After... [More]
Tags: analytics sustainable green optimization math |

## Predicting Cyclist Speed
I have been the 'data scientist' on the IBM team that helped Dave Haase run the Race Across America (RAAM) this year. This project exemplified quite a few of the classical tips of data science documents in The Inconvenient Truth About Data Science : Data is never clean. You will spend most of your time cleaning and preparing data. 95% of tasks do not require deep learning. In 90% of cases generalized linear regression will do the trick. Big Data is just a tool. You should embrace the Bayesian... [More]
Tags: optimization python analytics data_science |

## Prescriptive Analytics Is Easier And More Profitable Than Predictive Analytics
When you hear about algorithms these days, chances are that you hear about machine learning or predictive analytics. (Some make a distinction between machine learning and predictive analytics, but the distinction is not material for this post. I'll use both interchangeably here). A quick search returns recent discussion in the news of machine learning algorithms: Using Algorithms to Determine Character , When Algorithms Discriminate ,... [More]
Tags: optimization analytics predictive prescriptive |

## Where Is Operations Research In Social Media?
Michael Trick's State of Operations Research Blogging discusses the fact that OR blogging is vanishing while twitter activity around OR is increasing. As an example of the latter, look for #ismp2015 on twitter and you'll get the most detailed ever journal of an OR conference I have seen. Mike further links blogging decline to the disappearance of Google Reader. I do think that there is another reason to the decrease in OR blogging. There is definitely a trend where OR is being... [More]
Tags: data_science analytics optimization |

## CPLEX Optimization Studio 12.6.2
We are proud to announce the latest CPLEX release. It will ship in electronic form on June 12 for commercial users. Academic users can get it from the Academic Initiative site . Improvements include: The ability to solve larger problems faster as a result of improvements to the optimizers. In some cases the difference is really impressive. The ability to submit Optimization Programming Language (OPL) models to the DOcloud service from its desktop Integrated Development environment (IDE). Better support of... [More]
Tags: analytics optimization |

## Analytics For The Perfect Race
Big data analytics proponents keep saying that is can now be used to make better decisions in a whole set of new domains. Here is a great example we have been working on for the past few months. This example also touches topics like Internet Of Things, Mobile, and Cloud. It all started with a call from Doug Barton, an IBM colleague of mine who is also a triathlete. Doug asked me if optimization technology could help an ultra cyclist named Dave Haase . Dave is set to race the most demanding cycling race... [More]
Tags: iot mobile optimization analytics cloud |