I am currently working with Dr. Katya Scheinberg and Dr. Martin Takáč in the area of Optimization Methods/Models for Big Data and Machine Learning, Deep Learning. I have proposed a new algorithm for machine learning problems called SARAH (which is named after my daughter’s name Sarah H. Nguyen) for solving convex and nonconvex large scale optimization problems. This paper is accepted by The 34th International Conference on Machine Learning (ICML 2017).
During my Ph.D., I was also working with Dr. Alexander Stolyar in the area of Applied Probability, Stochastic Models and Optimal Control. I have developed a stochastic model of service systems with on-demand agent invitations, which is published in ACM SIGMETRICS Performance Evaluation Review (The 42nd SIGMETRICS 2016).
I was born in Hanoi, Vietnam, but grew up in Moscow, Russia. I got my B.S. degree in Applied Mathematics and Computer Science from Faculty (Department) of Computational Mathematics and Cybernetics, Lomonosov Moscow State University in 2008. I also received my M.B.A. degree from McNeese State University, Louisiana in 2013. Moreover, I was a Software Engineer at FPT Software Company.
I am also currently working as a Research Intern at the IBM T.J. Watson Research Center, where I am doing research in Machine Learning/Deep Learning problems.
Fields of interest: Optimization for Large Scale Problems, Machine Learning, Deep Learning, Reinforcement Learning.
My CV is here