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

Email: fred.roostauq.edu.au


Research Interests

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



  • 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.


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


I always look for enthusiastic MSc/MPhil/PhD students...
(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




  • 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.




Selected Talks/Workshops/Posters



  • 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



  • 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