Projects

Research, software, and other work, organized by where each project stands now.

In progress

In progress

Wordgames

An engine for Scrabble-like games on boards assembled from finite path and cycle word tracks, with configurable scoring rules, handicaps and buffs, and many other extensions and variations.

In progress

Convex Two-Layer ReLU Fitting

A paper and reference implementation for fitting sufficiently wide, scalar-output, fully connected two-layer ReLU networks with weight decay through an equivalent convex problem.

In progress

Gradient-Descent Dimension Gaps

An investigation of dimension dependence in the worst-case behavior of gradient descent under prescribed step schedules.

In progress

The Integrality Gap in Robin's Inequality

A study of the extremal value of Grönwall’s ratio among integers with a fixed number of distinct prime factors, and of the relaxation obtained by allowing real exponents.

In progress

Quadarith

An investigation of formulation search for closed first-order formulas over the reals whose atomic relations are quadratic.

In progress

HOLA

A lightweight asynchronous system for multi-objective black-box and hyperparameter optimization, with a Rust engine, Python interface, and a common ask-and-tell protocol for local or distributed studies.

Completed

Completed

Cooperative Transaction Cost Mitigation

A distributed method for coordinating the trades of multiple portfolio managers so that a firm can reduce transaction costs while preserving the separation of their individual optimization problems.

Completed

Least-Squares Shapley Performance Attribution

An efficient method and open-source implementation for attributing the out-of-sample performance of a least-squares regression model to its input features using Shapley values.

Completed

Around Tokuyama's Formula

A 2021 Stanford Undergraduate Research Institute in Mathematics project on direct and combinatorial proofs of Tokuyama’s formula and possible routes toward analogues for symplectic groups.