Presentation Slides from ALAMO: Machine learning from data and first principles
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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 optimization algorithms in order to (a) build low-complexity models from input/output data, (b) collect additional data points that can be used to improve tentative models, and (c) enforce physical constraints on the mathematical structure of the model. We present computational results and comparisons between ALAMO and a variety of learning techniques, including Latin hypercube sampling, simple least-squares regression, and the lasso. We also describe results from applications in CO2 capture that motivated the development of ALAMO. Nick Sahinidis is Butler Family Chair and Professor of Industrial & Systems Engineering and Chemical & Biomolecular Engineering at Georgia Tech. Prior to joining Georgia Tech, he taught at the University of Illinois at Urbana-Champaign (1991-2007) and Carnegie Mellon University (2007-2020). He has pioneered algorithms and developed widely used software for optimization and machine learning. Professor Sahinidis’ research won the INFORMS Computing Society Prize in 2004, the Beale-Orchard-Hays Prize from the Mathematical Programming Society in 2006, the Computing in Chemical Engineering Award in 2010, the Constantin Carathéodory Prize in 2015, and the National Award ad Gold Medal from the Hellenic Operational Research Society in 2016. Professor Sahinidis is a fellow of INFORMS and AIChE. He is the Editor-in-Chief of Optimization and Engineer.