Michael Mahoney  Research
Overview
The main focus of my work is on algorithmic and statistical aspects of modern largescale data analysis.
There is a focus on foundational/theoretical questions, but this theory is strongly tethered to implementational questions and a diverse range of very practical applications.
Theory:
Randomized linear algebra and randomized numerical linear algebra.
Stochastic optimization for convex and nonconvex problems.
Implicit regularization for scalable approximation/optimization algorithms.
Local graph partitioning and approximation algorithms.
Implementations:
of a range of core linear algebra, graph, and stochastic optimization algorithms
on single machine, distributed data system, and supercomputer environments
Applications:
Internet and social media analysis.
Community structure, clustering, and information dynamics in large social and information networks.
Genetics, medical imaging, astronomy/astrophysics, climate science, and a range of other scientific applications.
My dissertation was in computational statistical mechanics (the centerpiece was the development and analysis of the TIP5P model of liquid water).
Prior to graduate school I worked in both computational and experimental biophysics on proteins and proteinnucleic acid interactions.
After graduate school, I switched to theoretical computer science, where I did a lot of work on randomized algorithms for large matrix and graph problems.
I also worked at Yahoo Research for several years, where I worked on largescale web analytics, query log analysis, social media analysis, and social network analysis.
Software
See the full publication list for code to reproduce results on any one paper.
Hessian Flow.
For more details, see the
arXiv paper.
Alchemist project.
For more details, see the
RISE project page on Alchemist
or the KDD 2018 paper or the CUG 2018 paper.
Distributed Secondorder Convex Optimization.
For more details, see the
arXiv paper.
GPUaccelerated Subsampled Newton's Method.
For more details, see the
arXiv paper.
SecondOrder Optimization for NonConvex Machine Learning.
For more details, see the
arXiv paper.
Local Graph Clustering.
For more details, see the
PIEEE paper.
Performance of linear algebra in Spark.
For more details, see the arXiv paper,
or the talk at the 2016 Dato Data Science Summit,
or the blog post by Alex Gittens.
LSRN: the randomized leastsquares solver for parallel environments.
For more details, see the
LSRN paper.
Funding
Many thanks to those currently providing funding.
NSF Research Grant (with P. Drineas, M. Gu, and I. Ipsen), "Randomization as a Resource for Rapid Prototyping," 20182021, $450K.
NSF Research Grant, "Combining Stochastics and Numerics for Improved Scalable Matrix Computations," 20182021, $500K.
ONR Research Grant (with A. Shrivastava and R. Baraniuk), "Randomized Numerical Linear Algebra for Largescale Learning and Inference," 20182022, $400K.
NSF Research Grant (with B. Yu, F. Perez, R. Karp, and M. Jordan), "Berkeley Institute on Foundations of Data Analysis," 20172020, $1.5M.
NSF Research Grant (with K. Ramchandran and S. Avestimehr), "Foundations of Coding for Modern Distributed Computing," 20172021, $350K.
DOE Research Grant, "Scalable Inference for Adversarial Network Data," 20162018, $90K.
DARPA Research Grant, D3M program, "Robust, Efficient, and Local Machine Learning Primitives," 20172021, $1.35M.
Academic Research Gift: Adobe, Inc., "Terabytescale Regression Diagnostic Methods for Interactive and Exploratory Analytics," 20162018, $50K.
ARO Research Grant, "Local Algorithms for Large Informatics Graphs," 20162019, $375K.
Cray Research Grant, "Implementing and Evaluating Matrix Algorithms in Spark on High Performance Computing Platforms for Science Applications," 20152019, $1.0M.
UCB Internal Research Grant, via BDD, "Improving the scaling of deep learning networks by characterizing and exploiting soft convexity," 20162019, $200K.
NSF Research Grant, via Purdue CSoI, (with D. Gleich) "Quantifying the information content of a graph via information in graph diffusions," 20152019, $325K.
NSF Travel Grant, "Streaming Algorithms for Fundamental Computations in Numerical Linear Algebra," (with J. Demmel, O. Schwartz, and S. Toldeo) 20152019, $40K.
