Models for Interpretable Optimization - Marc Goerigk (University of Siegen)

Friday 3 March 2023, 2:00pm to 3:00pm

Venue

Management School LT10

Open to

Postgraduates, Public, Staff

Registration

Registration not required - just turn up

Event Details

Professor Marc Goerigk of University of Siegen will present a seminar to the Management Science Department.

Abstract: While explainability and interpretability has become a major research area in machine learning over the past years, in operations research and mathematical programming the comprehensibility of solutions is hardly every scrutinized. Likely due to the existence of explicitly stated models and well defined solution processes, experts have high confidence in the correctness and usefulness of found solutions. However, even understanding a mathematical model can quickly become a challenging task, especially for people not familiar with modeling techniques. Users with less mathematical and computer background, e.g. the planner using the optimization software and the workers in charge of implementing the result, may consider the solver a black box. We present and experimentally validate a modeling framework that inherently provides an interpretable decision rule, trying to clarify the causal effect of occurring scenario and selected solution. By restricting the number of eligible solutions and providing an interpretable rule, e.g. in form of a decision tree, we shift the focus towards comprehensibility and transparency. Our experiments indicate that the costs of interpretability can be small, i.e., only a small percentage of nominal performance needs to be sacrificed.

Bio: Marc Goerigk is Professor for Network and Data Science Management in the School of Economic Disciplines at the University of Siegen. He studied mathematics and computer science at the Universities of Göttingen and Leicester, and received his PhD in applied mathematics (Dr. rer. nat.) from the University of Göttingen in 2013. After working as research assistant at the University of Kaiserslautern and as Lecturer in Data/Network Analytics at Lancaster University, he joined the University of Siegen in 2018. He is a Fellow of the Higher Education Academy (UK) and heading our Master in Business Analytics.

https://www.wiwi.uni-siegen.de/goerigk/team/goerigk.html

Contact Details

Name Gay Bentinck
Email

g.bentinck@lancaster.ac.uk