Dr. Dimitris Bertsimas, the 2015 ISyE Distinguished Scholarship Lecturer, spoke to a packed house on March 5. If you were unable to attend, you can watch the video here: http://b.gatech.edu/1xaZS4J.
Dr. Bertsimas discussed multivariate statistics and machine learning under a modern optimization lens. In his presentation, Bertsimas shared how key problems of classification and regression can naturally be written as optimization problems. While continuous optimization approaches has had a significant impact in statistics, discrete optimization has played a very limited role, primarily based on the belief that mixed integer optimization models are computationally intractable. While such beliefs were accurate two decades ago, the field of discrete optimization has made very substantial progress.
He presented how to apply modern first order optimization methods to find feasible solutions for classical problems in statistics, and mixed integer optimization to improve the solutions and to prove optimality by finding matching lower bounds.
Dr. Bertsimas is currently the Boeing Professor of Operations Research and the co-director of the Operations Research Center at MIT and has been with the MIT faculty since 1988. His research interests include optimization, statistics and applied probability and their applications in health care, finance, operations management and transportation. He received his SM and PhD in Applied Mathematics and Operations Research from MIT in 1987 and 1988 respectively.