Malik Magdon-Ismail, Professor
Department of Computer Science, Rensselaer Polytechnic Institute

Research: Laboratory for Learning From Data (LFD-Lab).
Office: 312 Lally Building, CS.
Address: Room 207 Lally, CS Department, 110 8th Street, Troy, NY 12180.
Tel / Fax: 518-276-4857 / 518-276-4033
Email:
CV: updated to 2013-02-28.
Key Words: machine learning; big data; data mining; pattern recognition; computational finance; stochastic processes; social networks.

Selected Publications (Chronological List) Recent Students
"The Fast Cauchy Transform and Faster Robust Linear Regression" (with K. Clarkson, P. Drineas, M. Mahoney, X. Meng, D. Woodruff), Fast L_1 regression based on fast sampling of a coreset. (See also our similar result for L_2 regression.)
"Near-Optimal Column-Based Matrix Reconstruction" (with C. Boutsidis, P. Drineas), Asymptotically optimal spectral and Frobenius norm data reconstruction, using fast approximate SVD-like decompositions and matrix sparsification.
"A Permutation Approach to Validation" (with K. Mertsalov), A proxy for out-sample error using permutation estimates, and a permutation complexity bound for the out-sample classification error.
"Collective Wisdom: Information Growth in Wikis and Blogs" (with S. Das), A probabilistic model that captures information growth and saturation in collective wisdom media like wikis and blogs.
"Universal Bufferless Packet Switching" (with C. Busch, M. Mavronicolas), Shows the possibility of optimal (to within poly-log factors) bufferless packet switching, comparable to buffered.
"A Linear Fit Gets the Correct Monotonicity Directions" (with J. Sill), Linear fits can extract the correct monotonicity of a monotonic target in multi-dimensions for certain distributions.
"On the Maximum Drawdown of a Brownian Motion" (with Y. Abu-Mostafa, A. Atiya, A. Pratap), Asymptotic expected MDD of a Brownian motion, showing a double jump at zero drift.
J. Purnell (PhD, 2010) Approximating Covariance Matrices Using Low Rank Perturbations... (pdf)
J. Sarayeva (MS, 2010) Automated News Analysis (pdf)
A. Sarayev (PhD, 2009) Estimation of Credit and Interest Rate Risks for Loan Portfolios (pdf)
M. Hayvanovych (PhD, 2009) Algorithms For Finding Hidden Groups and their Structure from Streaming... (pdf)
A. Civril (PhD, 2009) Column Subset Selection for Approximation of Data Matrices (pdf)
H-C. (Justin) Chen (PhD, 2008) Reverse Engineering a Hidden Markov Model for Complex Systems (pdf)
Affiliations Courses
RPI Computer Science
RPI School of Information Technology and Web Science (courtesy)
RPI Lally School of Management (courtesy)
SCNARC The Social Cognitive Army Research Center at RPI
NeST The RPI Network Science and Technology Center
DSRC The RPI Data Science Research Center
MilkyWay@home A BOINC application to study structure in the Milky Way galaxy
DNA@home A BOINC application to enable probabilistic models of genome inference
CASP Computational Analysis of Social Processes
LFD Learning from Data / Machine and Computational Learning
Computational Finance
Introduction to Algorithms (aka CSCI 2300 or DSA)
Foundations of Computer Science (FOCS) (CSCI 2200)
Introduction to CS (aka CSCI 1100 or CS I)