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X-WR-CALNAME:Edward P. Fitts Department of Industrial and Systems Engineering
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X-WR-CALDESC:Events for Edward P. Fitts Department of Industrial and Systems Engineering
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DTSTART;TZID=America/New_York:20251121T101500
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CREATED:20250911T172935Z
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SUMMARY:Seminar Series: Henry Lam
DESCRIPTION:Join us in welcoming Henry Lam\, associate professor at Columbia University\, as he discusses optimizing algorithms. Alms and friends are always welcome to attend all ISE seminars. \nJoin via Zoom\nhttps://ncsu.zoom.us/j/93197460841?pwd=WALamWThFuPLR8czVn1Evo30DZf735.1\nMeeting ID: 931 9746 0841\nPasscode: 964529 \nTitle and Abstract\nStart Safe: Configuring Optimization Algorithms for Decision-Making under Extreme Risks \nWe consider stochastic optimization where the goal is not only to optimize an average-case objective\, but also mitigate the occurrence and impact of extreme catastrophic events. This problem is motivated from safety-aware decision-making and AI training. In particular\, in the presence of a simulation model\, variance reduction techniques are naturally employed to control estimation errors due to event rarity. We argue\, however\, that natural attempts to integrate variance reduction into optimization\, even executed in a reasonable adaptive fashion\, encounters fundamental challenges in terms of guaranteeing realistic runtime when using common stochastic gradient descent algorithms. On a high level\, the challenge arises from the extreme sensitivity of tail-based objectives with respect to the decision variables\, which renders the failure of traditional Lipschitz-based analyses. We offer remedies based on a notion of “safe initialization”\, combined with careful update iterations\, that allow for finite-time error control. We discuss implications of our findings on safe decision search and extremal predictive modeling. \nBiography\nHenry Lam is an Associate Professor in the Department of Industrial Engineering and Operations Research at Columbia University. His research interests include Monte Carlo methods\, uncertainty quantification\, data-driven optimization and rare-event analysis. His works have been recognized by venues such as the NSF CAREER Award and NSA Young Investigator Award\, funding awards from industry such as Google\, Adobe and JPMorgan\, and other paper awards. He also has sustained collaborations with New York City agencies\, including the Fire Department and the Department of Correction\, on enhancing humanitarian and patient welfare via resource allocation optimization. He serves on the editorial boards of several flagship journals\, including Management Science\, Operations Research\, Manufacturing and Service Operations Management\, INFORMS Journal on Computing\, and as the Area Editor in Stochastic Models and Data Science in Operations Research Letters. He is currently Chair of the INFORMS Applied Probability Society. Henry holds a PhD degree in statistics from Harvard University and BS degree in actuarial science from the University of Hong Kong.
URL:https://ise.ncsu.edu/event/seminar-series-henry-lam-11-21-2025/
LOCATION:4290 Fitts-Woolard Hall\, 915 Partners Way\, Raleigh\, NC\, 27606\, United States
CATEGORIES:Appear on Homepage,Seminar Series
ATTACH;FMTTYPE=image/jpeg:https://ise.ncsu.edu/wp-content/uploads/2025/09/seminar-series-henry-lam-11-21-2025-featured-image-09-2025-01.jpg
ORGANIZER;CN="ISE Department":MAILTO:ise@ncsu.edu
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