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Events

• Apr

  23

  Massive Speedups for Policy Simulation in Inventory Management Applications

  Department of Industrial Engineering and Management Sciences (IEMS)

  11:00 AM ITW 1.350, Ford Motor Company Engineering Design Center

  EVENT DETAILS

  Abstract: Policy simulation — i.e. producing a single state trajectory of a dynamical system controlled by some state dependent policy — is often the core computational bottleneck in modern Reinforcement Learning algorithms. The multiple, inherently serial, policy evaluations that must be performed in one such simulation constitute the bulk of this bottleneck. As a concrete example, simulating a fulfillment optimization policy on a month's worth of demand at a moderately large retailer is a task that can take several hours.

  We present a class of iterative algorithms we dub Picard Iteration. Our scheme carefully allocates policy evaluation tasks across independent (GPU) threads. Within each iteration a single thread only evaluates the policy on its assigned tasks while assuming a certain ‘cached’ evaluation for other tasks. This cache is updated at the end of the iteration. A single iteration is ideally suited for the type of parallelism offered by a GPU (essentially the batched application of a neural network) yielding 1000x+ speedups. Unfortunately, for general problems the number of iterations required for convergence will scale with the horizon of the simulation.

  We prove and demonstrate empirically, that the structure afforded by inventory management problems allows Picard iteration to converge in a small number of iterations independent of the horizon. As one practical consequence, we demonstrate a 500x speedup in policy simulation for large-scale fulfillment optimization problems. Our scheme offers a blueprint for similar speedups in related policy simulation and sequential inference tasks.

  Joint work with Joren Gijsbrechts, Aryan Khojandi, Tianyi Peng and Andy Zheng.

  Bio: Vivek is interested in the development of new methodologies and applications for large scale dynamic optimization. He received his Ph.D. in Electrical Engineering from Stanford University in 2007 and is the Patrick J. McGovern (1959) Professor at MIT. Vivek is a recipient of an INFORMS MSOM Student Paper Prize (2006), an INFORMS JFIG paper prize (2009, 2011), the NSF CAREER award (2011), MIT Sloan’s Outstanding Teacher award (2013), the INFORMS Simulation Society Best Publication Award (2014), the INFORMS Pricing and Revenue Management Best Publication Award (2015), the INFORMS MSOM Best Publication award in Management Science (2016), the MSOM Young Scholar Prize and the MIT-wide Jamieson Prize for Excellence in Teaching (2020). His practice based work has won the Wagner prize (2022) and has been judged a finalist for the Pierskalla Award (2011), the Gary L. Lilien ISMS-MSI Marketing Practice Prize (2016) and the Wagner Prize (2018). Vivek’s doctoral advisees have on various occasions won the Nicholson, MSOM, APS and RMP student paper prizes. Outside of academia, Vivek was co-founder/CTO at Celect (2014-19; acquired by Nike) and was a corresponding author of the Nature Communications paper underlying the technology at Seer (IPO in 2020). He serves on several technology startup advisory boards and has worked in various capacities in quantitive finance and private equity.

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  TIME Tuesday, April 23, 2024 at 11:00 AM - 12:00 PM

  LOCATION ITW 1.350, Ford Motor Company Engineering Design Center    map it

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  CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

  CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

• Nov

  14

  MLDS Fall Seminar 2025: Obstacles to Operationalizing Machine Learning & Strategies to Overcome Them

  Master of Science in Machine Learning and Data Science (MLDS)

  1:00 PM Master of Science in Machine Learning and Data Science, North Campus Parking Garage/Academic Building

  EVENT DETAILS

  Implementing and realizing value from machine learning solutions in business has long been challenging. There are many factors contributing to this challenge ranging from business readiness to model quality. Business leaders have been investing heavily in this capability for decades and have always expected a positive ROI. Unfortunately, many studies highlight failing AI/ML initiatives in business, and failure to get these solutions to the 'finish line' is ultimately the most significant reason. Join this presentation to gain valuable insights into what these challenges are and how to move past them.

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  TIME Friday, November 14, 2025 at 1:00 PM - 2:00 PM

  LOCATION Master of Science in Machine Learning and Data Science, North Campus Parking Garage/Academic Building    map it

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  CONTACT Master of Science in Machine Learning and Data Science Program    mlds@northwestern.edu EMAIL

  CALENDAR Master of Science in Machine Learning and Data Science (MLDS)

• Nov

  14

  MLDS AI Hackathon 2025: Kickoff

  Master of Science in Machine Learning and Data Science (MLDS)

  6:00 PM TCHM345, Technological Institute

  EVENT DETAILS

  Join the MLDS AI Hackathon at Northwestern University—an exciting event open to all NU students! Form a team of four (or get matched at the event) to tackle fun AI challenges and compete for top prizes. The hackathon kicks off on November 14, 2025, at 6:00 PM, with final presentations on November 17, 2025. Prizes include tech gadgets and more, with locations and additional details provided after registration. Register now and unleash your creativity—no prior experience required! For more information, check PlanIt Purple.

  *Attendance at the 11/14 Kickoff is required to participate in the 11/17 Final Presentations.

  Register Now

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  TIME Friday, November 14, 2025 at 6:00 PM - 8:00 PM

  LOCATION TCHM345, Technological Institute    map it

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  CONTACT Daeun Ji    daeunji2025@u.northwestern.edu EMAIL

  CALENDAR Master of Science in Machine Learning and Data Science (MLDS)

• Nov

  17

  MLDS AI Hackathon 2025: Final Presentation

  Master of Science in Machine Learning and Data Science (MLDS)

  6:00 PM FSK217, Fisk Hall

  EVENT DETAILS

  Join the MLDS AI Hackathon at Northwestern University—an exciting event open to all NU students! Form a team of four (or get matched at the event) to tackle fun AI challenges and compete for top prizes. The hackathon kicks off on November 14, 2025, at 6:00 PM, with final presentations on November 17, 2025. Prizes include tech gadgets and more, with locations and additional details provided after registration. Register now and unleash your creativity—no prior experience required! For more information, check PlanIt Purple.

  *Attendance at the 11/14 Kickoff is required to participate in the 11/17 Final Presentations.

  Register Now

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  TIME Monday, November 17, 2025 at 6:00 PM - 8:00 PM

  LOCATION FSK217, Fisk Hall    map it

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  CONTACT Daeun Ji    daeunji2025@u.northwestern.edu EMAIL

  CALENDAR Master of Science in Machine Learning and Data Science (MLDS)

• Nov

  20

  MLDS Online Information Session

  Master of Science in Machine Learning and Data Science (MLDS)

  10:00 AM

  EVENT DETAILSmore info

  QUALIFY FOR INNOVATIVE AND TECHNICAL JOBS AT TOP COMPANIES

  With more companies using data, the demand for data scientists continues to soar. Register for our Master of Science in Machine Learning and Data Science online information session to learn how you can take the next step in your career as an effective, knowledgeable leader in a rapidly growing field.

  Learn more or register.

  Register Now

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  TIME Thursday, November 20, 2025 at 10:00 AM - 11:00 AM

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  CONTACT Master of Science in Machine Learning and Data Science Program    mlds@northwestern.edu EMAIL

  CALENDAR Master of Science in Machine Learning and Data Science (MLDS)

• Dec

  13

  Northwestern Engineering PhD Hooding and Master's Recognition Ceremony

  McCormick School of Engineering and Applied Science

  4:00 PM Pick-Staiger Concert Hall

  EVENT DETAILS

  The ceremony will take place on Saturday, December 13 in Pick-Staiger Concert Hall, 50 Arts Circle Drive.

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  TIME Saturday, December 13, 2025 at 4:00 PM - 6:00 PM

  LOCATION Pick-Staiger Concert Hall    map it

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  CONTACT Andi Joppie    andi.joppie@northwestern.edu EMAIL

  CALENDAR McCormick School of Engineering and Applied Science