About
News
Students
Papers

Talks



 

Fred (Farbod) Roosta
ARC DECRA Fellow
School of Mathematics and Physics
University of Queensland, Brisbane, Australia
and
International Computer Science Institute, Berkeley, USA

Email: fred.roostauq.edu.au


About

Research Interests

  • Machine Learning
  • Numerical Optimization
  • Randomized Algorithms
  • Computational Statistics
  • Numerical Analysis and Scientific Computing
  • Numerical Linear Algebra
  • Image Processing and Inverse Problems

News

 

  • Feb, 2018:  Our paper on GPU acceleration of sub-sampled Newton's method has now been posted on arXiv.
  • Feb, 2018:  Our paper on "Out-of-sample extension of graph adjacency spectral embedding" is available on arXiv now.
  • Feb, 2018:  We just posted a paper on arXiv, in which we extend our prior results on non-convex Newton-type methods with inexact Hessian (i.e., this paper), to allow for gradient approximation as well.
  • Feb, 2018:  The code for our paper on GPU-accelerated sub-sampled Newton methods is available here.
  • Feb, 2018:  The code for distributed convex optimization using GIANT is available here.
  • Feb, 2018:  The code for sub-sampled Trust-Region/ARC for large scale non-convex problems is available here.

Students

  • Robert Salomone (PhD)
  • Russell (Susumu) Tsuchida (PhD)
  • Rixon Crane (PhD)
  • Yang Liu (MPhil)

 

I always look for enthusiastic MSc/MPhil/PhD students...
If
(a) your research interests lie anywhere in the union of Numerical Optimization, Machine Learning, Randomized Algorithms, Computational Statistics, Scientific Computing, or Numerical Linear Algebra,
&
(b) you are looking to do a MSc/PhD degree in one of the world's leading and highly ranked research universities in beautiful Australia,
then feel free to drop me a line with your current CV and a few words regarding your research/background.

Preprints and Publications

2018

2017

2016

  • Parallel Local Graph Clustering
    Julian Shun, Farbod Roosta-Khorasani, Kimon Fountoulakis and Michael W. Mahoney
    Proceedings of the VLDB Endowment, 9(12), pp. 1041-1052, 2016.

2015

2014

 

Selected Talks/Workshops/Posters

Upcoming

 

  • INFORMS Annual Meeting

    Phoenix, Arizona, November, 2018

  • Foundations of Data Science - Simons Institute for the Theory of Computing

    Berkeley, California, August-September, 2018

  • International Symposium on Mathematical Programming (ISMP)

    Bordeaux, France, July, 2018

  • International Conference on Econometrics and Statistics (EcoSta)

    Hong Kong, June, 2018

    Past

     

  • International Conference on Artificial Intelligence and Statistics (AISTATS)

    Lanzarote, Canary Islands, April, 2018

  • International Conference on High Performance Scientific Computing (HPSC)

    Hanoi, Vietnam, March, 2018

  • SIAM Annual Meeting

    Pittsburgh, Pennsylvania, July, 2017

  • Matrix Program on Computational Inverse Problems

    Creswick, Australia, June, 2017

  • SIAM Conference on Optimization

    Vancouver, Canada, May, 2017

  • SIAM Conference on Computational Science and Engineering

    Atlanta, Georgia, February, 2017

  • Computational and Methodological Statistics (CMStatistics)

    Seville, Spain, December, 2016

  • Pacific Institute for the Mathematical Sciences (SCAIM Seminar)

    Vancouver, British Columbia, September, 2016

  • Institute of Applied Mathematics (IAM)

    Vancouver, British Columbia, September, 2016

  • Virginia Tech Math Colloquium

    Blacksburg, Virginia, September, 2016

  • SAMSI Program on Optimization (Invited Plenary Talk)

    Research Triangle Park, North Carolina, August, 2016

  • Recent Advances in Randomized Numerical Linear Algebra

    National Institute of Informatics, Shonan Village Center, Japan, July, 2016

  • Workshop on Algorithms for Modern Massive Data Sets (MMDS)

    Berkeley, California, June, 2016

  • SIAM Conference on Uncertainty Quantification

    EPFL, Lausanne, Switzerland, April, 2016

  • Matrix Computations and Scientific Computing Seminar

    Berkeley, California, March, 2016

  • AMPLab (All Hands Meeting)

    Berkeley, California, September, 2015

  • Sparse Representations, Numerical Linear Algebra, and Optimization

    BIRS, Alberta, October, 2014

  • SIAM Conference on Optimization

    San Diego, California, May, 2014

  • Pacific Institute for the Mathematical Sciences (SCAIM Seminar)

    Vancouver, British Columbia, November, 2013