Robust optimization in machine learning: Net/Comm/DSP Seminar

Seminar | November 3 | 2-3 p.m. | Cory Hall, 400 Cory (Hughes room)

Speaker/Performer: Laurant El Ghaoui, UC Berkeley

Sponsor: Qualcomm Inc.

The talk will review some results from robust optimization, which is a field concerned with optimization problem with uncertain (random or deterministic) data, and its interplay with classification, regression and other learning problems.

Bio:

I graduated from Ecole Polytechnique (Palaiseau, France) in 1985, and obtained my PhD in Aeronautics and Astronautics at Stanford University in March 1990. I was a faculty member of the Ecole Nationale Supérieure de Techniques Avancées (Paris, France) from 1992 until 1999, and held part-time teaching appointments at Ecole Polytechnique within the Applied Mathematics department and Université de Paris-I (La Sorbonne) in the Mathematics in Economy program. In 1998, I was awarded the Bronze Medal for Engineering Sciences, from the Centre National de la Recherche Scientifique, France. I joined the Berkeley faculty in April 1999 as an Acting Associate Professor, and obtained my tenure in May 2001. I went on leave from UC since July 2003 until September 2006 to work for SAC Capital Management, a hedge fund based in New York and Connecticut.

Event Contact: pulkit@eecs.berkeley.edu, 510-643-9263