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Monday, August 28, 2017

Bin Yu — Three principles of data science: predictability, stability, and computability

Seminar: Distinguished Lecture Series | August 28 | 3:30-5 p.m. | 3108 Etcheverry Hall

Bin Yu, Professor, UC Berkeley Departments of Statistics and EECS

Industrial Engineering & Operations Research

In this talk, I'd like to discuss the intertwining importance and connections of three principles of data science in the title in data-driven decisions. Making prediction as its central task and embracing computation as its core, machine learning has enabled wide-ranging data-driven successes. Prediction is a useful way to check with reality. Good prediction implicitly assumes stability between...   More >

Monday, September 11, 2017

Yong Zeng — NSF Funding Opportunities Related to Data Science

Seminar: Distinguished Lecture Series | September 11 | 3:30-5 p.m. | 3108 Etcheverry Hall

Yong Zeng, National Science Foundation

Industrial Engineering & Operations Research

This presentation will provide an overview of the funding opportunities related to data science in National Science Foundation. The funding opportunities will include those in the directorates of Computer & Information Science & Engineering (CISE), Engineering (ENG), and Mathematical and Physical Sciences (MPS), and the focus will be those supported by Division of Mathematical Sciences (DMS) in MPS.

Monday, September 18, 2017

Matteo Basei - The coordination of centralised and distributed generation

Seminar | September 18 | 3:30-5 p.m. | 3108 Etcheverry Hall

Matteo Basei, UC Berkeley

Industrial Engineering & Operations Research

Abstract. This paper analyses the interaction between centralised carbon-emissive technologies and distributed intermittent non-emissive technologies. In our model, there is a representative consumer who can satisfy her electricity demand by investing in distributed generation (solar panels) and by buying power from a centralised firm at a price the firm sets. Distributed generation is...   More >

Monday, September 25, 2017

Adam Elmachtoub - The value of opaque products

Seminar: Distinguished Lecture Series | September 25 | 3:30-5 p.m. | 3108 Etcheverry Hall

Adam Elmachtoub, Columbia University

Industrial Engineering & Operations Research

Abstract: A product is said to be opaque if one or more of its attributes are not revealed until after the product has been sold. Opaque products have historically been used in the travel industry where airline and hotel brands might be hidden to the customer, in exchange for a discount. More recently, online retailers have also used opaque products, where customers can sacrifice their choice of...   More >

Monday, October 2, 2017

Nick Sahinidis — ALAMO: Machine learning from data and first principles

Seminar: Distinguished Lecture Series | October 2 | 3:30-5 p.m. | 3108 Etcheverry Hall

Nick Sahinidis, Carnegie Mellon University

Industrial Engineering & Operations Research

We have developed the ALAMO methodology with the aim of producing a tool capable of using data to learn algebraic models that are accurate and as simple as possible. ALAMO relies on (a) integer nonlinear optimization to build low-complexity models from input-output data, (b) derivative-free optimization to collect additional data points
that can be used to improve tentative models, and (c)...   More >

Monday, October 9, 2017

Peter Bartlett - Representation, optimization and generalization in deep learning

Seminar | October 9 | 3:30-5 p.m. | 3108 Etcheverry Hall

Peter Bartlett, UC Berkeley Departments of Statistics and EECS

Industrial Engineering & Operations Research

Deep neural networks have improved state-of-the-art performance for prediction problems across an impressive range of application areas, and they have become a central ingredient in AI systems. This talk considers factors that affect their performance, describing some recent results in two directions. First, we investigate the impact of depth on representation and optimization properties of these...   More >

Monday, October 16, 2017

Philip Protter - Issues of Incomplete Markets

Seminar | October 16 | 3:30-5 p.m. | 3108 Etcheverry Hall

Philip Protter, Columbia University

Industrial Engineering & Operations Research

Abstract: In a complete market, there is a unique risk neutral measure, unique prices, and all contingent claims can be (at least theoretically) perfectly hedged. In an incomplete market, in contrast, there is an infinite number of risk neutral measures, a continuum of “fair” prices, and contingent claims can in general not be perfectly hedged, even theoretically. Unfortunately, there seems to be...   More >

Monday, November 6, 2017

Bob Oliver — Fishy Predictions or Fish Stew

Seminar: Distinguished Lecture Series | November 6 | 3:30-5 p.m. | 3108 Etcheverry Hall

Bob Oliver, UC Berkeley IEOR

Industrial Engineering & Operations Research

Because of current federal laws on endangered fish species, water exports to California Aqueducts in San Joaquin Valley and Southern California are restricted by a combination of low Delta Smelt counts and densities in the Bay Delta and judgments by experts. This seminar suggests some ways in which Bayes’ Factors and combinations of forests of Information Odds Scores can help us improve our...   More >

Monday, November 20, 2017

Fatma Kilinc-Karzan — Online First-Order Framework for Robust Convex Optimization

Colloquium | November 20 | 3:30-5 p.m. | 3108 Etcheverry Hall

Fatma Kilinc-Karzan, Carnegie Mellon University

Industrial Engineering & Operations Research

Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in ever more larger scale. However, the traditional approaches for solving RO formulations based on building and solving robust counterparts or the iterative...   More >

Monday, November 27, 2017

Agostino Capponi - Bail-Ins And Bail-Outs: Incentives, Connectivity, And Systemic Stability

Seminar | November 27 | 3:30-5 p.m. | 3108 Etcheverry Hall

Agostino Capponi, Columbia University

Industrial Engineering & Operations Research

We develop a framework to analyze the consequences of alternative designs for interbank networks, in which a failure of one bank may lead to others. Earlier work had suggested that, provided shocks were not too large (or too correlated), denser networks were preferred to more sparsely connected networks because they were better able to absorb shocks. With large shocks, especially when systems are...   More >

Jon Lee — Comparing relaxations via volume for nonconvex optimization

Colloquium | November 27 | 3:30-5 p.m. | 3108 Etcheverry Hall

Jon Lee, University of Michigan

Industrial Engineering & Operations Research

Abstract: Practical exact methods for global optimization of mixed-integer nonlinear optimization formulations rely on convex relaxation. Then, one way or another (via refinement and/or disjunction), global optimality is sought. Success of this paradigm depends on balancing tightness and lightness of relaxations. We will investigate this from a mathematical viewpoint, comparing polyhedral...   More >

Friday, January 26, 2018

Hoda Bidkhori - Analyzing Process Flexibility Using Robust Optimization: UC Berkeley IEOR

Seminar | January 26 | 4 p.m. | 4193 Etcheverry Hall

Hoda Bidkhori, UC Berkeley IEOR

Industrial Engineering & Operations Research

Abstract: Process flexibility has been widely applied in many industries as a competitive strategy to improve responsiveness to demand uncertainty. The first part of the talk addresses the problem of managing process flexibility in a fairly general manufacturing system. In our model, each plant might have a different cost for adding flexibility or extra capacity. We model this problem as an...   More >

Monday, January 29, 2018

Laurent El Ghaoui- Lifted Neural Nets: Beyond The Grip Of Stochastic Gradients In Deep Learning

Seminar: Distinguished Lecture Series | January 29 | 3:30-5 p.m. | 3108 Etcheverry Hall

Laurent El Ghaoui, UC Berkeley IEOR

Industrial Engineering & Operations Research

Abstract: We describe a novel family of models of multi-layer feedforward neural networks, where the activation functions are encoded via penalties in the training problem. The new framework allows for algorithms such as block-coordinate descent methods to be applied, in which each step is composed of simple (no hidden layer) supervised learning problems that are parallelizable across layers, or...   More >

Monday, February 5, 2018

Wenpin Tang - Optimal Surviving Strategy For The Up The River Problem

Seminar: Distinguished Lecture Series | February 5 | 3:30-5 p.m. | 3108 Etcheverry Hall

Wenpin Tang, UCLA

Industrial Engineering & Operations Research

Nowadays there are more and more people living on the planet, but the available resources are very limited. So an interesting question is how to allocate the limited resources to maximize our welfare.

Monday, February 12, 2018

Georgina Hall - LP, SOCP, and optimization-free approaches to sum of squares optimization

Seminar: Distinguished Lecture Series | February 12 | 3:30-5 p.m. | 3108 Etcheverry Hall

Georgina Hall, Princeton University

Industrial Engineering & Operations Research

The problem of optimizing over the cone of nonnegative polynomials is a fundamental problem in computational mathematics, with applications to polynomial optimization, control, machine learning, game theory, and combinatorics, among others.

Wednesday, February 14, 2018

Eric Friedlander - Mean-Field Methods In Large Stochastic Networks

Seminar | February 14 | 3:30-5 p.m. | 540 Cory Hall

Eric Friedlander, University of North Carolina - Chapel Hill

Industrial Engineering & Operations Research

Abstract: Analysis of large-scale communication networks (e.g. ad hoc wireless networks, cloud computing systems, server networks etc.) is of great practical interest. The massive size of such networks frequently makes direct analysis intractable. Asymptotic approximations using hydrodynamic and diffusion scaling limits provide useful methods for approaching such problems. In this talk, we study...   More >

Friday, February 16, 2018

Zeyu Zheng - Top-Down Statistical Modeling

Seminar | February 16 | 2-3:30 p.m. | 3108 Etcheverry Hall

Zeyu Zheng, Stanford University

Industrial Engineering & Operations Research

Abstract: In this talk, we will argue that data-driven service systems engineering should take a statistical perspective that is guided by the decisions and performance measures that are critical from a managerial perspective. We further take the view that the statistical models will often be used as inputs to simulations that will be used to drive either capacity decisions or real-time decisions...   More >

Wednesday, February 21, 2018

Weina Wang- Delay Bounds And Asymptotics In Cloud Computing Systems

Seminar: Distinguished Lecture Series | February 21 | 3:30-5 p.m. | 3110 Etcheverry Hall

Weina Wang, Illinois Urbana-Campaign

Industrial Engineering & Operations Research

With the emergence of big-data technologies, cloud computing systems are growing rapidly in size and becoming more and more complex, making it costly to conduct experiments and simulations. Therefore, modeling computing systems and characterizing their performance analytically are more critical than ever in identifying bottlenecks, informing system design, and facilitating provisioning.

Monday, February 26, 2018

Barna Saha - Efficient Fine-Grained Algorithms

Seminar | February 26 | 3:30-5 p.m. | 3108 Etcheverry Hall

Barna Saha, University of Massachusetts Amherst

Industrial Engineering & Operations Research

Abstract: One of the greatest successes of computational complexity theory is the classification of countless fundamental computational problems into polynomial-time and NP-hard ones, two classes that are often referred to as tractable and intractable, respectively. However, this crude distinction of algorithmic efficiency is clearly insufficient when handling today's large scale of data. We need...   More >

Monday, April 2, 2018

Agostino Capponi - Columbia University

Seminar: Distinguished Lecture Series | April 2 | 3:30-5 p.m. | 3108 Etcheverry Hall

Agostino Capponi, Columbia University

Industrial Engineering & Operations Research

Agostino Capponi joined Columbia University's IEOR Department in August 2014, where he is also a member of the Institute for Data Science and Engineering.

His main research interests are in the area of networks, with a special focus on systemic risk, contagion, and control. In the context of financial networks, the outcome of his research contributes to a better understanding of risk...   More >

Monday, April 30, 2018

Avraham Shtub -Technion

Seminar: Distinguished Lecture Series | April 30 | 3:30-5 p.m. | 3108 Etcheverry Hall

Avraham Shtub, Technion

Industrial Engineering & Operations Research

Professor Avraham Shtub holds the Stephen and Sharon Seiden Chair in Project Management. He was a faculty member of the department of Industrial Engineering at Tel Aviv University from 1984 to 1998 where he also served as a chairman of the department (1993-1996)...   More >