JANOS: An Integrated Predictive and Prescriptive Modeling Framework

Business research practice is witnessing a surge in the integration of predictive modeling and prescriptive analysis. We describe framework JANOS that seamlessly integrates two streams analytics, allowing researchers practitioners to embed machine learning models an end-to-end optimization framework. allows for specifying model using standard elements such as constraints variables. The key novelty lies providing constructs enable specification commonly used within model, have features variables incorporate output part objective. considers sets decision variables: regular predicted. relationship between predicted specified by user pretrained models. currently supports linear regression, logistic neural network with rectified activation functions. In this paper, we demonstrate flexibility through example on scholarship allocation student enrollment problem provide numeric performance evaluation. Summary Contribution. This paper describes new software tool, JANOS, discrete assist making. Specifically, proposed solver takes input user-specified formulates directly over those embedding them transformations.