 | Sangkyun Lee Contact: 4352 Computer Sciences & Statistics 1210 West Dayton Street Madison, WI 53706 Tel: (608) 890-0011  |
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I’ve moved to TU Dortmund in Germany!
I received my Ph.D. degree in the Computer Sciences department of the Univ. of Wisconsin, Madison in July 2011. 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 structures of spaces, seeking for efficiency in complications. Among the amazing people in the operations research group in the UW-Madison, I’m primarily working with Prof. Stephen J. Wright.
Research Interests
- Numerical optimization algorithms for large-scale regularization problems.
- Sparse models in machine learning, statistics, and signal/image processing.
Education
- Ph.D., Computer Sciences, Optimization, University of Wisconsin-Madison, 2011.
- 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
Journal Papers
- Manifold Identification in Dual Averaging Methods for Regularized Stochastic Online Learning, Sangkyun Lee and Stephen J. Wright, Journal of Machine Learning Research (JMLR), to appear, 2012.
Conference Papers
- ASSET: Approximate Stochastic Subgradient Estimation Training for Support Vector Machines, Sangkyun Lee and Stephen J. Wright, International Conference on Pattern Recognition Applications and Methods (ICPRAM), 2012. [pdf] [code]
- Manifold Identification of Dual Averaging Methods for Regularized Stochastic Online Learning, Sangkyun Lee and Stephen J. Wright, International Conference on Machine Learning (ICML), 2011. [pdf] [poster]
- Decomposition Algorithms for Training Large-scale Semiparametric Support Vector Machines, Sangkyun Lee and Stephen J. Wright, European Conferences on Machine Learning (ECML), 2009. [pdf] [poster]
Conference Talks
- Signal Processing Algorithms on Graphical Processing Units, Sangkyun Lee and Stephen J. Wright, INFORMS Annual Meeting, Invited Talk, 2009. [slides]
- Decomposition and Stochastic Subgradient Algorithms for Support Vector Machines, Sangkyun Lee and Stephen J. Wright, International Symposium on Mathematical Programming (ISMP), 2009. [slides]
Book Chapters
- Combining Information-based Supervised and Unsupervised Feature Selection, Sangkyun Lee, S.-J. Lee and B.-T. Zhang, Feature Extraction: Foundations and Applications, Springer, 2006. [Amazon]
Technical Reports
- Approximate Stochastic Subgradient Estimation Training for Support Vector Machines, Sangkyun Lee and Stephen J. Wright, Nov 2011. [arxiv.org]
- Manifold Identification in Dual Averaging Methods for Regularized Stochastic Online Learning, Sangkyun Lee and Stephen J. Wright, University of Wisconsin-Madison, July 2011 (supercedes April 2011 ver.). [pdf]
- Implementing Algorithms for Signal and Image Reconstruction on Graphical Processing Units, Sangkyun Lee and Stephen J. Wright, University of Wisconsin-Madison, 2008. [pdf] [code]
Awards
- Samsung Scholarship, Samsung Foundation of Culture, 2005-2009.
- RA Fellowship, Dept. of Computer Sciences, University of Wisconsin-Madison, 2006.
- Graduate summa cum laude, B.S. in Computer Science and Engineering, Seoul National University, 2003.