Peter Richtarik is a Slovak

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, mathematical structure, structure, space, Mathematica ...

and

computer scientist A computer scientist is a person who is trained in the academic study of computer science. Computer scientists typically work on the theoretical side of computation, as opposed to the hardware side on which computer engineers mainly focus ( ...

working in the area of big data optimization and

machine learning Machine learning (ML) is a field of inquiry devoted to understanding and building methods that 'learn', that is, methods that leverage data to improve performance on some set of tasks. It is seen as a part of artificial intelligence. Machine ...

, known for his work on randomized coordinate descent algorithms,

stochastic gradient descent Stochastic gradient descent (often abbreviated SGD) is an iterative method for optimizing an objective function with suitable smoothness properties (e.g. differentiable or subdifferentiable). It can be regarded as a stochastic approximation of ...

and

federated learning Federated learning (also known as collaborative learning) is a machine learning technique that trains an algorithm across multiple decentralized edge devices or servers holding local data samples, without exchanging them. This approach stands in ...

. He is currently a Professor of Computer Science at the

King Abdullah University of Science and Technology King Abdullah University of Science and Technology (KAUST; ar, جامعة الملك عبد الله للعلوم و التقنية ') is a private research university located in Thuwal, Saudi Arabia. Founded in 2009, the university provi ...

Education

Richtarik earned a master's degree in mathematics from

Comenius University Comenius University in Bratislava ( sk, Univerzita Komenského v Bratislave) is the largest university in Slovakia, with most of its faculties located in Bratislava. It was founded in 1919, shortly after the creation of Czechoslovakia. It is name ...

, Slovakia, in 2001, graduating summa cum laude. In 2007, he obtained a PhD in operations research from

Cornell University Cornell University is a private statutory land-grant research university based in Ithaca, New York. It is a member of the Ivy League. Founded in 1865 by Ezra Cornell and Andrew Dickson White, Cornell was founded with the intention to ...

, advised by Michael Jeremy Todd.

Career

Between 2007 and 2009, he was a postdoctoral scholar in the Center for Operations Research and Econometrics and Department of Mathematical Engineering at Universite catholique de Louvain, Belgium, working with

Yurii Nesterov Yurii Nesterov is a Russian mathematician, an internationally recognized expert in convex optimization, especially in the development of efficient algorithms and numerical optimization analysis. He is currently a professor at the University of L ...

. Between 2009 and 2019, Richtarik was a Lecturer and later Reader in the School of Mathematics at the

University of Edinburgh The University of Edinburgh ( sco, University o Edinburgh, gd, Oilthigh Dhùn Èideann; abbreviated as ''Edin.'' in post-nominals) is a public research university based in Edinburgh, Scotland. Granted a royal charter by King James VI in 15 ...

. He is a Turing Fellow. Richtarik founded and organizes a conference series entitled "Optimization and Big Data".

Academic work

Richtarik's early research concerned gradient-type methods, optimization in relative scale, sparse

principal component analysis Principal component analysis (PCA) is a popular technique for analyzing large datasets containing a high number of dimensions/features per observation, increasing the interpretability of data while preserving the maximum amount of information, and ...

and algorithms for

optimal design In the design of experiments, optimal designs (or optimum designs) are a class of experimental designs that are optimal with respect to some statistical criterion. The creation of this field of statistics has been credited to Danish statistic ...

. Since his appointment at Edinburgh, he has been working extensively on building algorithmic foundations of randomized methods in

convex optimization Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization prob ...

, especially randomized coordinate descent algorithms and stochastic gradient descent methods. These methods are well suited for optimization problems described by big data and have applications in fields such as

signal processing Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing '' signals'', such as sound, images, and scientific measurements. Signal processing techniques are used to optimize transmissions, ...

and

data science Data science is an interdisciplinary field that uses scientific methods, processes, algorithms and systems to extract or extrapolate knowledge and insights from noisy, structured and unstructured data, and apply knowledge from data across a bro ...

. Richtarik is the co-inventor of an algorithm generalizing the randomized

Kaczmarz method The Kaczmarz method or Kaczmarz's algorithm is an iterative algorithm for solving linear equation systems A x = b . It was first discovered by the Polish mathematician Stefan Kaczmarz, and was rediscovered in the field of image reconstruction fr ...

for solving a system of linear equations, contributed to the invention of

, and co-developed a stochastic variant of the

Newton's method In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real ...

Awards and distinctions

* 2020, Due to his

Hirsch index The ''h''-index is an author-level metric that measures both the productivity and citation impact of the publications, initially used for an individual scientist or scholar. The ''h''-index correlates with obvious success indicators such as wi ...

of 40 or more, he belongs among top 0.05% of computer scientists. * 2016, SIGEST Award (jointly with Olivier Fercoq) of the

Society for Industrial and Applied Mathematics Society for Industrial and Applied Mathematics (SIAM) is a professional society dedicated to applied mathematics, computational science, and data science through research, publications, and community. SIAM is the world's largest scientific soci ...

* 2016,

EPSRC The Engineering and Physical Sciences Research Council (EPSRC) is a British Research Council that provides government funding for grants to undertake research and postgraduate degrees in engineering and the physical sciences, mainly to unive ...

Early Career Fellowship in Mathematical Sciences * 2015, EUSA Best Research or Dissertation Supervisor Award (2nd place) * 2014, Plenary Talk at 46th Conference of Slovak Mathematicians

Bibliography

* * * * * * * * * * * *

References

External links

Richtarik's professional web page

Richtarik's Google Scholar profile
{{DEFAULTSORT:Richtarik, Peter Living people Slovak mathematicians Cornell University alumni Year of birth missing (living people)