Annual Report 2005 - Fields Institute - University of Toronto

Workshop on Mathematical Programming in Data Mining
and Machine Learning
June 1–4, 2005
Held at McMaster University
Organizing Committee: Nello Cristianini (UC Davis),
Laurent El Ghaoui (UC Berkeley), Jiming Peng (McMaster),
Katya Scheinberg (IBM Research), Romy Shioda (Waterloo)
and Tamás Terlaky (McMaster)
This event is the first international meeting on a new
multi-disciplinary research area: mathematical programming
modeling and problem solving in data mining and
machine learning. The workshop brought together a diverse
group of experts from data mining, machine learning and
mathematical programming, working on both theoretical
and applied aspects, to discuss recent research advances,
ignite new collaborations and expose new possibilities. The
framework of this medium-scale event provides these
interdisciplinary communities a rare opportunity to expose
each other to the possibilities available in each field, and
identify solution methodologies for problems arising from
their respective areas.
Mathematical programming provides a common language
for many data mining and machine learning problems.
One successful example of mathematical programming
in learning is Support Vector Machines (SVMs) based on
the use of space mapping via a kernel matrix. SVM, which
can essentially be cast as a convex quadratic optimization
problem, has been developed as the state of the art method
for classification. Cluster analysis in pattern recognition
and machine learning usually refers to global (discrete)
optimization techniques.
Programming Workshop participants
G e n e r a l S c i e n t i f i c A c t i v i t i e s
The workshop’s featured 9 plenary talks which covered a
wide range of topics from graph modeling and discovering,
techniques for dimension reduction and capacity control,
optimization modeling and problem solving in machine
learning and bioinformatics, to applications of data mining
in industry and other disciplines such as biology and
chemistry.
In total there were 33 contributed talks in the workshop
that addressed the same wide range of topics as the plenary
talks. All the talks were well received and the organizers
were happy to hear from many participants that the workshop
was very informative and helpful. Motivated by the
success of this event, one of the invited speakers, Yong Shi
proposed to organize a similar workshop in Beijing, 2006.
During the workshop, the Advanced Optimization Lab in
the Department of Computing and Software at McMaster
University presented several posters that demonstrate the
broad applications of optimization techniques in different
disciplines. Thanks to the generous support from McMaster
University, the Fields Institute, MITACS and IBM, the
workshop was able to provide financial support for all the
students who gave a presentation in the workshop.
Invited Speakers:
Kristin P. Bennett (Rensselaer Polytechnic Inst.)
Optimization challenges in capacity control
Peter Hammer (Rutgers)
Discrete optimization problems in the logical analysis of data
Pierre Hansen (HEC Montreal)
A mathematical programming approach to discovery in graph
theory
Fields Institute 2005 ANNUAL REPORT 83