Using Trained Machine Learning Predictors in Gurobi

Event Recap

Machine learning has become a prevalent tool to provide predictive models in many applications, in this webinar relationships between variables of an optimization model in Gurobi will be discussed.

In recent years, machine learning has become a prevalent tool to provide predictive models in many applications. In this talk, we are interested in using such predictors to model relationships between variables of an optimization model in Gurobi. For example, a regression model may predict the demand of certain products as a function of their prices and marketing budgets among other features. We are interested in being able to build optimization models that embed the regression so that the inputs of the regression are decision variables, and the predicted demand can be satisfied.

We propose a python package that aims at making it easy to insert regression models trained by popular frameworks (e.g., scikit-learn, Keras, PyTorch) into a Gurobi model. The regression model may be a linear or logistic regression, a neural network, or based on decision trees. 


Presented Materials:

Download the presentation, here.

The repository


Price optimization example

Meet the Experts

Gurobi Newsletter

New at Gurobi

Gurobi 10.0 Delivers Blazing-Fast Speed, Innovative Data Science Integration, and an Enterprise Development and Deployment Experience
Latest release enables data professionals to easily integrate machine learning models into optimization models to solve new types of problems.
 Learn More
Webinar: What’s New in Gurobi 10.0
In this webinar, attendees will get a first look at our upcoming product release, Gurobi 10.0. We will summarize the performance improvements and highlight some of the underlying algorithmic advances, such as the network simplex algorithm, enhancements in concurrent LP, and optimization based bound tightening.
 Learn More
new content
Cost Savings & Business Benefits for Gurobi Customers
2022 Total Economic Impact™ Study Reveals A 518% ROI with Gurobi
 Learn More