(Mountain Rainier)

Yao Yao Postdoctoral Associate School of Mathematics University of Minnesota Twin Cities 252 Vincent Hall, Minneapolis, MN 55455 yaoxx323 [at] umn.edu github google scholar LinkedIn

I am currently a Dunham Jackson Assistant Professor at the University of Minnesota Twin Cities. My mentor is Yulong Lu. I received my Ph.D. in AMCS from the University of Iowa in 2024, advised by Qihang Lin and Tianbao Yang. Before joining UIowa, I was a risk analyst in Transamerica. Previously, I obtained my M.S. in Mathematical Finance from Rutgers University and B.Eng. and B.Econ. from Shanghai University.

My research interests include continuous optimization and machine learning, especially DC problems and constrained optimization.

Preprints

• Deterministic and Stochastic Accelerated Gradient Method for Convex Semi-Infinite Optimization [arXiv]
  Yao Yao, Qihang Lin and Tianbao Yang.
  

• Large-scale Optimization of Partial AUC in a Range of False Positive Rates [Preprints]
  Yao Yao, Qihang Lin and Tianbao Yang.
  The 36th Conference on Neural Information Processing Systems (NeurIPS), New Orleans, Louisiana, November 2022.
  

• Stochastic Methods for AUC Optimization subject to AUC-based Fairness Constraints [Preprints]
  Yao Yao, Qihang Lin and Tianbao Yang.
  The 25th International Conference on Artificial Intelligence and Statistics (AISTATS), Valencia, Spain, April 2023.
  

Presentations

• A Semi-Infinite Program with Applications in Fairness-aware Machine Learning.
  INFORMS Annual Meeting, Phoenix, AZ, October 2023.

• A Stochastic Level-Set Method for AUC Optimization with AUC-based Fairness Constraints.
  INFORMS Annual Meeting, Indianapolis, IN, October 2022.

• Large-scale Optimization of Partial AUC in a Range of False Positive Rates.
  The 7th International Conference on Continuous Optimization (ICCOPT) and the Modeling and Optimization: Theory and Applications (MOPTA) conference, Lehigh University, Bethlehem, PA, July 2022.

Experience

• Oak Ridge National Laboratory, NSF Internship, Jun 2019 - Aug 2019, Oak Ridge, TN.
  Mentors: Hoang A Tran, Guannan Zhang
  The $12,000 internship is sponsored by the NSF Mathematical Sciences Graduate Internship (MSGI) Program.

• Transamerica, Intermediate Risk Analyst/Modeler, Sep 2016 - Jun 2019, Baltimore, MD.
  

• Roche, Finance Intern, Nov 2013 - Jul 2014, Shanghai, China.
  

• Evolve, Software Engineer Intern, Jul 2013 - Sep 2013, Ljubljana, Slovenia.
  

Teaching

Instructor, UMN

• MATH:1271 Calculus I, Fall 2024

Teaching Assistant, UIowa

• MATH:1560 Engineer Math II: Multivariable Calculus, Spring 2022

• MATH:1350 Quantitative Reasoning for Business, Fall 2021

• MATH:1440 Mathematics for the Biological Sciences, Spring 2020, Fall 2020, Spring 2021

• MATH:3800 Elementary Numerical Analysis, Fall 2019, Fall 2020

• MATH:2560 Engineer Math IV: Differential Equations, Fall 2019

Professional Service

• Reviewers for Conferences

  • ICML (2022, 2023, 2024)

  • NeurIPS (2022, 2023, 2024)

  • ICLR (2024)

  • AAAI (2024)