Course Unit

Catalogue

Data Analytics and Data Driven Decision

  • Unit Coordinator: Fabrizio Rossi, Andrea Manno
  • ECTS Credits: 6
  • Semester: 2
  • Year: 1
  • Campus: University of L'Aquila
  • Language: English
  • Aims:

    Learning Objectives
    The course provides fundamental descriptive, predictive, and prescriptive analytics methodologies and software tools to examine raw data with the purpose of drawing data-driven decisions

    Learning Outcomes
    1. Descriptive and Predictive analytics
    Knowledge of:
    Statistical foundations of machine learning.
    Main methods for supervised and unsupervised learning.
    State-of-the-art techniques to extract information from data to orient decisions.
    Practical ability to extract relevant information from raw data.

    2. Prescriptive analytics
    Ability to recognize and model decision problems as mathematical optimization problems, with particular emphasis on Integer Linear Programming models.
    Knowledge of fundamental algorithmic techniques for solving large scale Integer Linear Programming problems.
    Ability to solve practical Integer Programming models with state-of-the-art solvers.

  • Content:

    1. Descriptive and Predictive analytics (48 hours)
    Introduction to analytics.
    Statistical methods to support data analysis and learning.
    Optimization models for data analysis and learning problems: regression models.
    Data preprocessing, model validation, feature selection and extraction.
    Clustering and Principal Component Analysis.
    Outliers detection. 
    Performance metrics for learning models.

    Overview of models for supervised and unsupervised learning:
    Logistic Regression, Decision Trees.
    Support Vector Machines, Neural Networks

    Learning from imbalanced data
    Introduction to Time Series Analysis.

    2. Prescriptive analytics: Decision Optimization (48 hours)
    Introduction to Mathematical Programming: linear, non-linear and integer linear programming models.
    Integer programming models for fundamental combinatorial optimization problems:
    Assignment Problem; Set Covering, Packing and Partitioning Problems; Minimum Spanning Tree Problem; Traveling Salesperson Problem (TSP). Formulations of logical conditions and fixed costs.
    Uncapacitated Facility Location; Uncapacitated Lot Sizing; Discrete Alternatives; Disjunctive Formulations.

    Geometry of Integer Programming.
    Optimality, Relaxation and Bounds.
    Polyhedra: dimension, representations, valid inequalities, faces, vertices and facets. Good and Ideal formulations.

    LP based branch-and-bound algorithm:
    Preprocessing, primal heuristics and branching strategies.
    Cutting Planes algorithms. Automatic Reformulation: Gomory's Fractional Cutting Plane Algorithm.
    Examples of strong valid inequalities: cover and clique inequalities.
    Branch-and-cut algorithm.
    Applications
    Constrained Spanning Tree Problems; Constrained Shortest Path Problem; Clustering problems; Multicommodity Flows; Symmetric and Asymmetric Traveling Salesperson Problem; Vehicle Routing Problem; Steiner Tree Problem.

    Integration of predictive and prescriptive techniques in industrial applications.

  • Pre-requisites:

    Basic knowledge of: Statistics, Discrete Mathematics, Linear Programming,
    Algorithms and Data Structures. Basic coding ability in Python.

  • Reading list:

    Gareth James, Daniela Witten, Trevor Hastie, Robert Tibshirani, An Introduction to Statistical Learning with applications in Python, Springer Texts in Statistics 2023.
    Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong Mathematics for Machine Learning, Cambridge University Press 2020.
    L.A. Wolsey, Integer Programming (Second Edition), Wiley. 2021.

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A network of +20 European and non-European Universities, coordinated by Department of Information Engineering, Computer Science and Mathematics (DISIM) at University of L'Aquila in Italy (UAQ)