I got my Ph.D. degree in the Department of Industrial and Systems Engineering at Lehigh University in 2018.
I was working with Dr. Katya Scheinberg and Dr. Martin Takáč in the area of Large Scale Optimization for Machine Learning and Stochastic Optimization.
I have proposed a new algorithm for machine learning problems called SARAH (which is named after my daughter's name Sarah H. Nguyen) for solving convex and nonconvex large scale optimization problems.
This paper is published in The 34th International Conference on Machine Learning (ICML 2017).
During my Ph.D., I was also working with Dr. Alexander Stolyar in the area of Applied Probability, Stochastic Models and Optimal Control.
I have won the 2019 P.C. Rossin College of Engineering and Applied Science Elizabeth V. Stout Dissertation Award.
Reviewer: Journal of Machine Learning Research, Mathematical Programming, SIAM Journal on Optimization, SIAM Journal on Numerical Analysis, IEEE Transactions on Neural Networks and Learning Systems, IEEE Transactions on Signal Processing, Artificial Intelligence, Optimization Methods and Software, SIAM Journal on Mathematics of Data Science.
Editorial Board Member: Journal of Machine Learning Research, Machine Learning, Neural Networks, IEEE Transactions on Neural Networks and Learning Systems.
Lam M. Nguyen, Jie Liu, Katya Scheinberg, Martin Takac. "SARAH: A Novel Method for Machine Learning Problems Using Stochastic Recursive Gradient". The 34th International Conference on Machine Learning (ICML 2017).
Lam M. Nguyen, Phuong Ha Nguyen, Marten van Dijk, Peter Richtarik, Katya Scheinberg, Martin Takac. "SGD and Hogwild! Convergence Without the Bounded Gradients Assumption". The 35th International Conference on Machine Learning (ICML 2018).
Lam M. Nguyen, Quoc Tran-Dinh, Dzung T. Phan, Phuong Ha Nguyen, Marten van Dijk. "A Unified Convergence Analysis for Shuffling-Type Gradient Methods". The Journal of Machine Learning Research 2021.