TIES6821 COM2: Data analytics + Machine learning + Optimisation (JSS28) (4 op)

Content

This course covers all the steps that go from accessing data about a problem to analysing the data, using it for prediction and classification and designing and testing an optimisation algorithm to solve it, using Python as the main programming language. We will introduce fundamental concepts in data analytics, modelling, machine learning and optimisation, and how they relate to each other. In addition, the course will discuss all those practical details that are often left out from textbooks, but are crucial for successfully solving an optimisation problem. Finally, the course will include many examples of pitfalls and recommended practices when designing, testing and comparing optimisation methods, in particular metaheuristics, such as local search and evolutionary algorithms, for both single-objective and multi-objective problems. The following topics will be covered in the course:
- Accessing and preparing data
- Data wrangling, munging and preprocessing
- Data analysis and fundamentals of machine learning
- Problem formulation and modelling
- Fundamentals of decision making and optimisation, with a focus on metaheuristics
- Complex problem features: uncertainty, constraint-handling and multiple objectives
- Automatic parameter tuning and design of optimisation algorithms
The computer lab sessions will be dedicated to solve examples of real-
world problems by applying the concepts learned in the lectures using Python packages
such as: Pandas, NumPy, SciPy, Scikit-learn (Machine learning), etc.

Completion methods

Lectures, computer lab work, group course work.

Assessment details

Attendance to the lectures is a requisite for passing the course
The final evaluation will consist in one group coursework assignment about a
research question or real-world application. The coursework will consist in a group
report of around 5000 works and a Python script (50%), a group presentation (30%)
and a peer-review (20%)