The fourth Data Science meets Optimization (DSO) workshop was held online on 18 and 19 August 2021, at the 30th International Joint Conference on Artificial Intelligence (IJCAI 2021). This workshop followed the first DSO workshop at the Federated Artificial Intelligence Meeting 2018 in Stockholm, the second DSO workshop at IJCAI 2019 in Macao, and the third edition at IJCAI 2020 (online). The DSO workshops are is closely related to the DSO working group of the Association of European Operational Research Societies (EURO). This working group, coordinated by Patrick De Causmaecker, was created in 2016 with members from both Operations Research (OR) and Artificial Intelligence (AI) communi‐ ties. The aim of the DSO workshop series is to foster open discussion and exchange of ideas between researchers from AI and OR, in order to identify how techniques from these two fields can benefit each other. The presentations at the DSO workshop at IJCAI 2021 covered a wide range of topics on machine learning and AI for solving optimization prob‐ lems, optimization techniques for machine learning, and their applications. We invited presenters at the DSO workshop 2021 to submit full papers to this special issue of the journal Annals of Mathematics and Artificial Intelligence. This process led to the selection of six papers, each exploring innovative approaches at the intersection of machine learning and optimization.