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 Contact:
4352 Computer Sciences & Statistics
1210 West Dayton Street
Madison, WI 53706

Tel: (608) 890-0011
email2

I'm a Ph.D. candidate in the Computer Sciences department of the Univ. of Wisconsin, Madison. When I was a kid, I was fascinated with Astronomy. It was an unforgettable event taking pictures of the comet Halley. The amusement of understanding the physics of the space had led me to fall in love with Mathematics.

Optimization is a study of the properties of spaces, seeking for efficiency in complications. Among the amazing people in the operations research group in the UW-Madison, I’m working with Prof. Stephen J. Wright.

Research Interests

  • Design and implement efficient optimization algorithms for large-scale problems, in machine learning, statistics, and signal processing.
  • In particular, convex, nonsmooth, and stochastic problems.

Education

  • M.S., Computer Sciences, University of Wisconsin-Madison, 2008.
  • M.S., Electrical Engineering and Computer Science, Seoul National University, 2005.
  • B.S., Computer Science and Engineering, Seoul National University, 2003.

Publications


Sangkyun Lee and Stephen J. Wright, Signal Processing Algorithms on Graphical Processing Units, INFORMS Annual Meeting, 2009 (to appear).

Sangkyun Lee, GPU Computing Meets Optimization, INFORMS Computing Society, 2009 (to appear).

Sangkyun Lee and Stephen J. Wright, Decomposition Algorithms for Training Large-scale Semiparametric Support Vector Machines, European Conferences on Machine Learning (ECML), 2009. [pdf] [poster]

Sangkyun Lee and Stephen J. Wright, Decomposition and Stochastic Subgradient Algorithms for Support Vector Machines, 20th International Symposium on Mathematical Programming (ISMP), 2009.

Sangkyun Lee and Stephen J. Wright, Implementing Algorithms for Signal and Image Reconstruction on Graphical Processing Units, submitted, 2008. [pdf] [code]

Sangkyun Lee, S.-J. Lee and B.-T. Zhang, Combining Information-based Supervised and Unsupervised Feature Selection, Feature Extraction: Foundations and Applications, Springer, 2006. [Amazon]

Honors

  • Samsung Scholarship, Samsung Foundation of Culture, 2006-2009.
  • Summer RA Fellowship, Dept. of Computer Sciences, Univ. of Wisconsin-Madison, 2006.
  • Graduate summa cum laude, B.S. in Computer Science and Engineering, Seoul National University, 2003.