OPTIMAL (Optimization for and with Machine Learning) is a Dutch ENW-groot project funded by NWO (2019-2025), offering 5 PhD and 6 PostDoc positions in the Netherlands, starting from September 2020 or later. The institutes and researchers involved in OPTIMAL are Tilburg University, Tilburg (Dick den Hertog and Etienne de Klerk), Centrum Wiskunde & Informatica (CWI), Amsterdam (Nikhil Bansal, Monique Laurent and Leen Stougie) and Delft University of Technology (Karen Aardal and Leo van Iersel).

Job description
A key component of machine learning is mathematical optimization, that is used, for example, to train neural networks. The goal of this project is to provide new analysis and tools for optimization problems and algorithms arising in machine learning, but also to use insights and tools from machine learning to improve optimization methods. This explains the project title ‘Optimization for and with machine learning’.

The project consists of four connected work packages. The first two work packages are related to ‘optimization for machine learning’.

In the first work package we will investigate why the optimization methods currently used in machine learning are often successful in practice and analyse the limits of their computational tractability.

The second work package is aimed at enhancing the existing optimization algorithms and developing new ones to obtain more accurate machine learning models in an efficient way.

The last two work packages are related to ‘optimization with machine learning’.

The third work package is aimed at using machine learning to obtain data-centric approximation and optimization algorithms. We will develop algorithms that adapt to the specific data characteristics of the problem instance. The advantage of such data-centric algorithms is more accurate solutions and/or less computation time.

In the fourth work package we will develop a data-centric optimization modelling approach. In such an approach parts of the resulting optimization model are obtained via machine learning. This data-centric modelling can be used to get more accurate models or can be used in cases where there is no theoretical knowledge available to build the model manually. In addition, we will test our insights on a variety of applications where the consortium members are already involved, including classification problems in the medical sciences, decision problems related to the UN World Food Programme, and routing of shared, self-driving cars.

Job description
The Postdoc is committed to work package 3:

When we are faced with an optimization problem there are two main alternatives for finding solutions.  We can either develop an optimization algorithm for finding a provably best solution, or we can settle for a high-quality solution that is obtained “fast” through an approximation algorithm. For optimization algorithms we will investigate how machine learning can be used to guide the search to an optimal solution. When approximating, it is a challenge to derive algorithms that are not only guaranteed to perform well in the worst-case sense, as is mainly done today, but more interestingly for data that actually occur. We will develop new theoretical concepts for a beyond-worst-case analysis that incorporates data. In addition, we will develop algorithms that have a guaranteed performance according to the developed theory.

Candidates are required to have a completed PhD in the area of Computer Science, (Applied) Mathematics, or a related discipline or a related discipline, and a strong expertise in theoretical computer science or machine learning is required. Needed qualifications for candidates include proven research talent and good academic writing and presentation skills. Candidates are expected to have an excellent command of English.

Fixed-term contract: 1 year.

The terms of employment are in accordance with the Dutch Collective Labour Agreement for Research Centres ("CAO-onderzoeksinstellingen"). The gross monthly salary for an employee on a full time basis, depending on relevant work experience, ranges from € 3,653 to € 4,452. The appointment will be for a period of two years.

Employees are also entitled to a holiday allowance of 8% of the gross annual salary and a year-end bonus of 8.33%. CWI offers attractive working conditions, including flexible scheduling.

Please visit our website for more information about our terms of employment: https://www.cwi.nl/jobs/terms-of-employment

Centrum Wiskunde & Informatica

Centrum Wiskunde & Informatica (CWI) is the Dutch national research institute for mathematics and computer science and is part of the Institutes Organisation of the Dutch Research Council (NWO). The mission of CWI is to conduct pioneering research in mathematics and computer science, generating new knowledge in these fields and conveying it to trade, industry, and society at large.

CWI is an internationally oriented institute, with 160 scientists from approximately 27 countries. The facilities are first-rate and include excellent IT support, career planning, training, and courses.

CWI is located at Science Park Amsterdam, the home of AMS-IX, that is presently developing into a major location of research in the physical sciences in the Netherlands, housing the sciences of the University of Amsterdam as well as several other national research institutes next to CWI.

For more information about CWI, please visit www.cwi.nl or watch our video about working at CWI.

Research group

To find more information about the group, please visit the group page and watch their video.