RESEARCH INTERESTS
What I'm working on and what I'd like to work on
SIMULATION OPTIMIZATION
I am interested in integrating SO techniques with data analysis problems. My current research is to incorporate input uncertainty with simulation uncertainty in the data-driven problems to achieve tighter and more accurate results.
FEATURE SELECTION
Feature selection is the task of identifying uninformative and redundant features in a dataset. It can be considered an stochastic combinatorial optimization problem, which is NP-hard. I aim to find an time efficient algorithm that solves FS with SO.
STOCHASTIC OPTIMIZATION
There are many uncertainties in the real world problems, that not all of them can be modeled. The unknown sources of the stochasticity in particular require more care in data-driven problems. This is an appealing area of research that I would like to learn more about.