LEE Ching-pei

Contact: leechingpei@gmail.com / chingpei@ism.ac.jp

I am an associate professor in the Department of Statistical Inference and Mathematics and the Research Center for Statistical Machine Learning at the Institute of Statistical Mathematics (ISM). I am also affiliated with the Statistical Science Program, Graduate Institute for Advanced Studies of the Graduate University for Advanced Studies (SOKENDAI).
Before ISM, I have been a tenure-track assistant research fellow at Academia Sinica and a Peng Tsu Ann Assistant Professor in the Department of Mathematics and the Institute for Mathematical Sciences at the National University of Singapore. Prior to that, I obtained my Ph.D in Computer Sciences with a minor in Mathematics at the University of Wisconsin-Madison. I work on nonlinear optimization and its applications, especially to large-scale problems.

Discussion and collaboration on research is welcome. Please feel free to shoot me an e-mail.

If you would like to do a PhD with me, you should apply for the PhD program of SOKENDAI.
See the admission information here and the scholarship information here.

If you are interested in being an intern student or a postdoc in my group, you need to either be self-funded or go through the Postdoctoral Fellowship Program of JSPS.

Research Interests

Selected Publications and Preprints (ordered in the time the work is finished/uploaded)

(Google scholar page for the full publication list.)

Selected Talks


(Gitub Repositories)

RMDA - A Regularized Modernized Dual Averaging Algorithm for Training Structred Neural Network Models
MADPQN - A Manifold-Aware Distributed Proximal Quasi-Newton Method for Regularized Optimization
Distributed LIBLINEAR
RankSVM extensions of LIBSVM and LIBLINEAR