Machine learning under a modern optimization lens / Dimitris Bertsimas, Jack Dunn.
Material type: TextPublisher: Belmont, Massachusetts : Dynamic Ideas LLC, [2019]Copyright date: ©2019Description: xviii, 589 pages : color illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 9781733788502
- 1733788506
- 519.72 B551m
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|---|
Books | Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 519.72 B551i 1997 IMPA (Browse shelf(Opens below)) | 2 | Available | 39063000135247 |
Includes bibliographical references and index.
"The book provides an original treatment of machine learning (ML) using convex, robust and mixed integer optimization that leads to solutions to central ML problems at large scale that can be found in seconds/minutes, can be certified to be optimal in minutes/hours, and outperform classical heuristic approaches in out-of-sample experiments. Structure of the book: Part I covers robust, sparse, nonlinear, holistic regression and extensions. Part II contains optimal classification and regression trees. Part III outlines prescriptive ML methods. Part IV shows the power of optimization over randomization in design of experiments, exceptional responders, stable regression and the bootstrap. Part V describes unsupervised methods in ML: optimal missing data imputation and interpretable clustering. Part VI develops matrix ML methods: sparse PCA, sparse inverse covariance estimation, factor analysis, matrix and tensor completion. Part VII demonstrates how ML leads to interpretable optimization. Philosophical principles of the book: Interpretability in ML is materially important in real world applications. Practical tractability not polynomial solvability leads to real world impact. NP-hardness is an opportunity not an obstacle. ML is inherently linked to optimization not probability theory. Data represents an objective reality; models only exist in our imagination. Optimization has a significant edge over randomization. The ultimate objective in the real world is prescription, not prediction."--Cover.
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