Rahul Mazumder

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Rahul Mazumder

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Rahul Mazumder is the Robert G. James Career Development Professor and Associate Professor of Operations Research and Statistics at the MIT Sloan School of Management.

Prior to joining MIT, he was an Assistant Professor in the Department of Statistics, Columbia University from Fall 2013 through June 2015, and was also affiliated with the Data Science Institute, Columbia University.  Prior to that, Rahul was a PostDoctoral Associate at MIT from 2012 - 2013.

His research interests are in data science, statistical machine learning, large scale optimization, mathematical programming; and in particular, their interplay. He is also interested in "big data" applications in environmental and climate studies, social science, and recommender systems. He has published in a variety of journals:  Journal of Machine Learning Research, Annals of Statistics, Journal of the American Statistical Association,and Annals of Applied Statistics, among others.

Rahul completed his BS and MS in statistics from the Indian Statistical Institute, Kolkata in 2007. He received his PhD in statistics from Stanford University in 2012.

Honors

Mazumder wins INFORMS prize

Mazumder’s research honored by Office of Naval Research

Publications

"Learning Sparse Classifiers: Continuous and Mixed Integer Optimization Perspectives."

Dedieu, Antoine, Hussein Hazimeh, and Rahul Mazumder. Journal of Machine Learning Research. Forthcoming.

"Randomized Gradient Boosting Machine."

Lu, Haihao and Rahul Mazumder. SIAM Journal on Optimization. Forthcoming.

"Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms."

Hazimeh, Hussein and Rahul Mazumder. Operations Research Vol. 68, No. 5 (2020): 1517-1537.

"ECLIPSE: An Extreme-Scale Linear Program Solver for Web-Applications."

Kinjal Basu, Amol Ghoting, Rahul Mazumder, and Yao Pany. In Proceedings of the 37th International Conference of Machine Learning, July 2020.

"Computing the Degrees of Freedom of Rank-regularized Estimators and Cousins."

Mazumder, Rahul and Haolei Weng. Electronic Journal of Statistics Vol. 14, No. 1 (2020): 1348-138.

"Learning Hierarchical Interactions at Scale: A Convex Optimization Approach."

Hussein Hazimeh and Rahul Mazumder. In 23rd International Conference on Artificial Intelligence and Statistics, 2020.

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