I am a Ph.D. candidate in Industrial & Systems Engineering at Lehigh University, working with Prof. Katya Scheinberg on developing practical algorithms (and their theoretical analysis) for machine learning problems and many other real-world applications.
Prior to study at Lehigh, I earned my undergraduate degree in Control Science and Engineering from Chu KoChen Honors College in Zhejiang University, Hangzhou, China. During summer I worked at industrial research labs on projects in different fields such as machine learning, hierarchical classifications, time series forecasting, traffic control, etc.
An efficient algorithm for optimizing large-scale regularized functions. Current C/C++ (with MATLAB interface) implementations can handle
The algorithm/implementation can be easily extended to deal with smooth loss functions other than least square and logistic loss. See for yourself.
I gave a talk at Theory And Practice: Dealing With Big Data And Other Challenges Informs Optimization Conference 2014, here are the slides.
I am going to Yahoo lab in Sunnyvale for the summer of 2014 and I am looking for a place to stay for around 3 months. Anyone has any information, please drop me a line.