Damek Davis

Assistant Professor Operations Research and Information Engineering Cornell University Contact office: Rhodes Hall 218 email: dsd95 at cornell.edu

Interests

I'm broadly interested in the mathematics of data science, particularly the interplay of optimization, signal processing, statistics, and machine learning.

Selected Talks

• Stochastic subgradient method converges on tame functions
  Updated (8/2019) [abstract]

• Nonsmooth and nonconvex optimization under statistical assumptions
  Updated (4/2019) [abstract]

Selected Publications

• Active strict saddles in nonsmooth optimization
  Damek Davis, Dmitriy Drusvyatskiy
  Manuscript (2019)
  

• Stochastic algorithms with geometric step decay converge linearly on sharp functions
  Damek Davis, Dmitriy Drusvyatskiy, Vasileios Charisopoulos
  Manuscript (2019) [code]

• Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence
  Vasileios Charisopoulos, Yudong Chen, Damek Davis, Mateo Díaz, Lijun Ding, Dmitriy Drusvyatskiy
  Manuscript (2019) [code]

• Graphical Convergence of Subgradients in Nonconvex Optimization and Learning
  Damek Davis, Dmitriy Drusvyatskiy
  Mathematics of Operations Research (to appear)

• Stochastic model-based minimization of weakly convex functions.
  Damek Davis, Dmitriy Drusvyatskiy
  SIAM Journal on Optimization (to appear) [blog]
  INFORMS Optimization Society Young Researchers Prize (2019)

• Stochastic subgradient method converges on tame functions.
  Damek Davis, Dmitriy Drusvyatskiy, Sham Kakade, Jason D. Lee
  Foundations of Computational Mathematics (to appear)
  Finalist for the Best Paper Prize for Young Researchers in Continuous Optimization (2019)

• The nonsmooth landscape of phase retrieval
  Damek Davis, Dmitriy Drusvyatskiy, Courtney Paquette
  IMA Journal on Numerical Analysis (to appear)

• A Three-Operator Splitting Scheme and its Optimization Applications.
  Damek Davis, Wotao Yin
  Set-Valued and Variational Analysis (2017) [code] [slides]

• Convergence rate analysis of several splitting schemes
  Damek Davis, Wotao Yin
  Splitting Methods in Communication and Imaging, Science and Engineering (2017) [video] [slides] [summary]
  Winner of the 2014 INFORMS optimization society best student paper prize.

Honors and Awards

• Sloan Research Fellowship in Mathematics (2020)

• INFORMS Optimization Society Young Researchers Prize (2019)

• Finalist for the Best Paper Prize for Young Researchers in Continuous Optimization (2019)

• Finalist for A. W. Tucker Prize for outstanding doctoral thesis (2018)

• NSF Math Postdoctoral Fellowship (2015)

• Pacific Journal of Mathematics Dissertation Prize (2015)

• INFORMS Optimization Society Student Paper Prize (2014)

• NSF Graduate Research Fellowship (2010)

• Elected to Phi Beta Kappa (2009)

Talks

I have given or will give talks or poster presentations of my work at Cornell (2015-2017); University of California, Los Angeles (2010-2015, 2017); Stanford (2015); University of Washington, Seattle (2015); University of Waterloo (2015); University of Wisconsin, Madison (2015, 2016); CVPR (2014); International Symposium on Mathematical Programming (2015, 2018); Institute for Mathematics and its Applications (2016); INFORMS annual meeting (2014-2017,2019); INFORMS international meeting (2016); SIAM Imaging conference (2016); SIAM annual meeting (2016); and Google, NYC (2016, 2017); SIAM Optimization Conference (2017); EUROPT (2017); MIT ORC (2018); Princeton ORFE (2019); ICCOPT (2019)

Service

I was on the program committee for OPT2016 at NIPS. I regularly review articles for several optimization journals and conferences. I have chaired sessions at the INFORMS 2016 international meeting and the INFORMS 2017 Annual Meeting. I have sat on panels that help students with fellowship applications, spoken at the Ithaca High School mathematics seminar, and I have helped students individually, too.

Students

I am a field member of ORIE, Math, and CAM

Current PhD Students

• Vasilis Charisopoulos (ORIE)

• Mateo Díaz (CAM)

• Ben Grimmer (ORIE, Joint with J. Renegar)

Current Undergraduate Students

• None

Past Undergraduate Students

• Naijia (Anna) Dong (ORIE)

  • Next position: Columbia U. Masters Program in Operations Research

Teaching

Lecture Notes

• Optimization: Structure, Duality, Calculus, and Algorithms
  Draft of F’19 notes for my course ORIE 6300
  (Last Update: 1/2020)

Courses

Current:

• (S’2020) ORIE 4740 Statistical Data Mining I

Past:

• (F’19) ORIE 6300 Mathematical Programming I

• (S’19) ORIE 6340: Mathematics of Data Science

• (F’18) ORIE 3300/5300: Optimization I

• (S’18) Math 2940: Linear Algebra for Engineers

• (S’17) ORIE 4350 Game Theory

• (F’16) ORIE 6300 Mathematical Programming I

News

• (12-15-2019) Dmitriy Drusvyatskiy and I just uploaded a new paper entitled Active strict saddles in nonsmooth optimization.

• (10-28-2019) Dmitriy Drusvyatskiy and I updated our paper on “Robust stochastic optimization with the proximal point method.” The updated paper, now called From low probability to high confidence in stochastic convex optimization, also has two new coauthors: Lin Xiao and Junyu Zhang.