Kaizheng Wang

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I am an assistant professor in the Department of Industrial Engineering and Operations Research and a member of the Data Science Institute at Columbia University. My research interests lie at the intersection of statistics, machine learning and optimization.

E-mail: kaizheng.wang [@] columbia [DOT] edu
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Openings

I'm seeking highly motivated Ph.D. students with strong mathematical backgrounds and interests in statistics, machine learning and optimization.

News

  • New paper “Model Assessment and Selection under Temporal Distribution Shift” posted on arXiv. Congratulations to Elise Han on her first paper!

  • Our proposal on policy evaluation, transfer learning and the safety of autonomous vehicles got awarded the Data Science Institute Seed Fund by Columbia University.

  • Our paper on implicit regularization in nonconvex statistical estimation received the SIAM Activity Group on Imaging Science Best Paper Prize.

  • I will be an Area Chair of ICML 2024.

  • New paper “A Stability Principle for Learning under Non-Stationarity” posted on arXiv. Congratulations to Chengpiao Huang on his first paper!

  • Our team (Chengpiao Huang, Yuhang Wu, and myself) won the Second Place Award in the 2023 INFORMS Blue Summit Supplies Data Challenge, along with a $1,000 cash prize. We also clinched the top spot in the two-week live test of pricing and forecasting with our own data integration techniques (Papers 1 and 2). Special thanks to the INFORMS Data Mining Society and Blue Summit Supplies for putting together this wonderful competition!

  • I will serve on the senior program committee of COLT 2024.

  • Paper “Adaptive and Robust Multi-Task Learning” accepted by the Annals of Statistics.

  • Undergraduate student Yuhang Wu started his PhD at the Decision, Risk, and Operations (DRO) division at Columbia Business School. Congratulations!

  • New paper “Pseudo-Labeling for Kernel Ridge Regression under Covariate Shift” posted on arXiv.

  • I will be an Area Chair of ICML 2023.

  • Undergraduate student Sara Zhao received the prestigious Stephen D. Guarino Memorial Award, which is made annually to one member of the senior class of IEOR. Congratulations!

  • I will be an Area Chair of NeurIPS 2022.

Representative Publications

(alpha-beta: author names are sorted alphabetically; dagger: student/postdoc supervised.)

  • Model Assessment and Selection under Temporal Distribution Shift.
    Elise Handagger, Chengpiao Huangdagger, Kaizheng Wang (alpha-beta)
    arXiv preprint arXiv:2402.08672, 2024.      Code

  • A Stability Principle for Learning under Non-Stationarity.
    Chengpiao Huangdagger, Kaizheng Wang (alpha-beta)
    arXiv preprint arXiv:2310.18304, 2023.

  • Pseudo-Labeling for Kernel Ridge Regression under Covariate Shift.
    Kaizheng Wang
    arXiv preprint arXiv:2302.10160, 2023.      Code

  • Adaptive and Robust Multi-Task Learning
    Yaqi Duan, Kaizheng Wang (alpha-beta)
    Annals of Statistics 51(5): 2015-2039, 2023.
    arXiv      Code

  • Clustering a Mixture of Gaussians with Unknown Covariance
    Damek Davis, Mateo Díaz, Kaizheng Wang (alpha-beta)
    arXiv preprint arXiv:2110.01602, 2021.

  • An ell_p Theory of PCA and Spectral Clustering
    Emmanuel Abbe, Jianqing Fan, Kaizheng Wang (alpha-beta)
    Annals of Statistics 50(4): 2359-2385, 2022.
    Presented by Jianqing Fan at the IMS Le Cam Lecture at the 2021 Joint Statistical Meetings.
    arXiv

  • Entrywise Eigenvector Analysis of Random Matrices with Low Expected Rank
    Emmanuel Abbe, Jianqing Fan, Kaizheng Wang, Yiqiao Zhong (alpha-beta)
    Annals of Statistics 48(3): 1452-1474, 2020.
    arXiv

  • Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval, Matrix Completion and Blind Deconvolution
    Cong Ma, Kaizheng Wang, Yuejie Chi, Yuxin Chen
    Foundations of Computational Mathematics 20 (3): 451–632, 2020.
    arXiv

  • Distributed Estimation of Principal Eigenspaces
    Jianqing Fan, Dong Wang, Kaizheng Wang, Ziwei Zhu (alpha-beta)
    Annals of Statistics 47 (6): 3009-3031, 2019.
    arXiv

  • Spectral Method and Regularized MLE are both Optimal for Top-K Ranking
    Yuxin Chen, Jianqing Fan, Cong Ma, Kaizheng Wang (alpha-beta)
    Annals of Statistics 47 (4): 2204-2235, 2019.
    arXiv

Funding

Support from the following funding sources are gratefully acknowledged:

  • National Science Foundation (NSF) Grant DMS-2210907. Title: “Statistical and Computational Tools for Analyzing High-Dimensional Heterogeneous Data”. Duration: Aug 2022 – Jul 2025. Role: PI.

  • Columbia University Data Science Institute Seed Fund. Title: “Policy Evaluation with Transfer Learning: How to assess safety performance of self-driving cars in NYC?”. Duration: Mar 2024 - Feb 2025. Role: PI.

Miscellaneous

My Erdös number is 3.