Nick Sahinidis — ALAMO: Machine learning from data and first principles
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Oct 2, 2017, 03:30 PM - 05:00 PM | 3108 Etcheverry Hall | Happening As Scheduled
Nick Sahinidis, Carnegie Mellon University
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)...