 | Contact: 4352 Computer Sciences & Statistics 1210 West Dayton Street Madison, WI 53706 Tel: (608) 890-0011  |
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- CV: [pdf]
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
- Designing efficient numerical optimization algorithms for large-scale regularization problems.
- Sparse models in machine learning, statistics, and signal/image processing.
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, Manifold Identification in Dual Averaging Methods for Regularized Stochastic Online Learning, Journal of Machine Learning Research, to appear, 2012.
- Sangkyun Lee and Stephen J. Wright, ASSET: Approximate Stochastic Subgradient Estimation Training for Support Vector Machines, International Conference on Pattern Recognition Applications and Methods, to appear, 2012.
- Sangkyun Lee and Stephen J. Wright, Manifold Identification in Dual Averaging Methods for Regularized Stochastic Online Learning, Technical Report, University of Wisconsin-Madison, July 2011 (supercedes April 2011 ver.). [pdf]
- Sangkyun Lee and Stephen J. Wright, Manifold Identification of Dual Averaging Methods for Regularized Stochastic Online Learning, the 28th International Conference on Machine Learning (ICML), 2011. [pdf] [poster]
- 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, Implementing Algorithms for Signal and Image Reconstruction on Graphical Processing Units, Tech Report, University of Wisconsin-Madison, 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]
Talks
- Sangkyun Lee and Stephen J. Wright, Signal Processing Algorithms on Graphical Processing Units, INFORMS Annual Meeting, 2009.
- Sangkyun Lee and Stephen J. Wright, Decomposition and Stochastic Subgradient Algorithms for Support Vector Machines, 20th International Symposium on Mathematical Programming (ISMP), 2009.
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.