Winter School on Computational Data Science and Optimization
Description
Data-driven analytics methodologies are presently at the forefront of efficient decision making and decision support in many industries. One prominent set of examples of this state-of-the-art computational data science and optimization tools that made headway is optimizing energy generation, storage, transmission and delivery, and trading. In a sense, nowadays, the employment of computational data science methodologies form a necessary condition for such systems to remain sustainable in the long-run and thrive, as we make a global transition to knowledge-and- information-based economy. These applications spread from operational to strategic time horizons. To name a few, optimization combined with machine-learning methods is successfully used to improve the efficiency SAGD process in oil recovery; optimization models and methods play a key role in determining efficient energy storage and dispatch strategies for smart grids, as well as help determine effective layouts for wind and solar farms; quantitative modelling and optimization occupy a central role when trading (energy) financial derivatives. However, despite these recent advances there is still a large gap between the most recent and vastly superior analytical tools available, and their practical applications.
The focus of the winter school is to train a new batch of highly qualified personnel that are essential in bridging the existing industry-to-academia gap. In addition, bringing together optimization thinking with more traditional data science approaches will help generate ideas for new approaches or improvements in existing approaches.
Paul McNicholas (McMaster University / MacDATA Institute, Canada) and Yuriy Zinchenko (Gurobi Inc. / University of Calgary) will give 5 half-days lectures on Computational Data Science and Optimization with Paul focusing on the Data Science aspects and Yuriy focusing on the optimization aspects.
Please register for each event you are interested in attending. Registering for one event does not enroll you for the entire Focus Program.
Schedule
09:30 to 10:00 |
Coffee Break
|
10:00 to 12:00 |
Data types, visualization, and basic analytics techniques (e.g., association rules for “market baskets”)
Paul McNicholas, McMaster University, Michael Gallaugher, McMaster University |
12:00 to 13:30 |
Lunch
|
13:30 to 15:00 |
Introduction to prediction: the problem, cross-validation, regression setting, classification setting
Paul McNicholas, McMaster University, Michael Gallaugher, McMaster University |
15:00 to 15:30 |
Coffee Break
|
15:30 to 17:00 |
CART, bagging and random forests
Paul McNicholas, McMaster University, Michael Gallaugher, McMaster University |
09:30 to 10:00 |
Coffee Break
|
10:00 to 12:00 |
Gradient boosting, with a focus on XGBoost
Paul McNicholas, McMaster University, Forrest Paton, McMaster University |
12:00 to 13:30 |
Lunch
|
13:30 to 15:00 |
Cluster analysis (unsupervised classification)
Paul McNicholas, McMaster University, Forrest Paton, McMaster University |
15:00 to 15:30 |
Coffee Break
|
15:30 to 17:00 |
Sports analytics
Paul McNicholas, McMaster University, Forrest Paton, McMaster University |
09:30 to 10:00 |
Coffee Break
|
10:00 to 12:00 |
Case Studies
Paul McNicholas, McMaster University, Forrest Paton, McMaster University, Michael Gallaugher, McMaster University |
12:00 to 13:30 |
Lunch
|
14:00 to 15:00 |
Yuriy Zinchenko, Gurobi Inc. and University of Calgary |
15:00 to 15:30 |
Coffee Break
|
15:30 to 17:00 |
Yuriy Zinchenko, Gurobi Inc. and University of Calgary |
09:30 to 10:00 |
Coffee Break
|
10:00 to 12:00 |
Yuriy Zinchenko, Gurobi Inc. and University of Calgary |
12:00 to 13:30 |
Lunch
|
13:30 to 15:00 |
Yuriy Zinchenko, Gurobi Inc. and University of Calgary |
15:00 to 15:30 |
Coffee Break
|
15:30 to 17:00 |
Yuriy Zinchenko, Gurobi Inc. and University of Calgary |
09:30 to 10:00 |
Coffee Break
|
10:00 to 12:00 |
Yuriy Zinchenko, Gurobi Inc. and University of Calgary |
12:00 to 13:30 |
Lunch
|
13:30 to 15:00 |
Yuriy Zinchenko, Gurobi Inc. and University of Calgary |
15:00 to 15:30 |
Coffee Break
|