Publications

Journal Papers

Sparse Portfolio Selection via the sorted ℓ₁ - Norm, Philipp J. Kremer*, Sangkyun Lee*, Małgorzata Bogdan, and Sandra Paterlini, Journal of Banking & Finance, 2019 [in-press]
Structure Learning of Gaussian Markov Random Fields with False Discovery Rate Control, Sangkyun Lee, Piotr Sobczyk and Malgorzata Bogdan, Symmetry, 2019 [pdf]
Compressed Learning of Deep Neural Networks for OpenCL-Capable Embedded Systems, Sangkyun Lee and Jeonghyun Lee, Applied Sciences, 2019 [pdf]
The mutational landscape of MYCN, Lin28b and ALKF1174L driven murine neuroblastoma mimics human disease, Bram De Wilde, Anneleen Beckers, Sven Lindner, Althoff Kristina, Katleen De Preter, Pauline Depuydt, Pieter Mestdagh, Tom Sante, Steve Lefever, Falk Hertwig, Zhiyu Peng, Le-ming Shi, Sangkyun Lee, Elien Vandermarliere, Lennart Martens, Björn Menten, Alexander Schramm, Matthias Fischer, Johannes Schulte, Jo Vandesompele and Frank Speleman, Oncotarget, 2017 [pdf]
Integer undirected graphical models for resource-constrained systems, Nico Piatkowski, Sangkyun Lee and Katharina Morik, Neurocomputing, 2016 [pdf]
Mutational dynamics between primary and relapse neuroblastomas, Alexander Schramm, Johannes Koster, Yassen Assenov, Kristina Althoff, Martin Peifer, Ellen Mahlow, Andrea Odersky, Daniela Beisser, Corinna Ernst, Anton G. Henssen, Harald Stephan, Christopher Schroder, Lukas Heukamp, Anne Engesser, Yvonne Kahlert, Jessica Theissen, Barbara Hero, Frederik Roels, Janine Altmuller, Peter Nurnberg, Kathy Astrahantseff, Christian Gloeckner, Katleen De Preter, Christoph Plass, Sangkyun Lee, Holger N. Lode, Kai-Oliver Henrich, Moritz Gartlgruber, Frank Speleman, Peter Schmezer, Frank Westermann, Sven Rahmann, Matthias Fischer, Angelika Eggert, and Johannes H. Schulte, Nature Genetics, 2015 [pdf]
Sensitivity to cdk1-inhibition is modulated by p53 status in preclinical models of embryonal tumors, Melanie Schwermer, Sangkyun Lee, Johannes Koster, Tom van Maerken, Harald Stephan, Angelika Eggert, Katharina Morik, Johannes H. Schulte, and Alexander Schramm. Oncotarget, 2015 [pdf]
Robust selection of cancer survival signatures from high-throughput genomic data using two-fold subsampling, Sangkyun Lee, Jorg Rahnenfuhrer, Michel Lang, Katleen De Preter, Pieter Mestdagh, Jan Koster, Rogier Versteeg, Raymond L. Stallings, Luigi Varesio, Shahab Asgharzadeh, Johannes H. Schulte, Kathrin Fielitz, Melanie Schwermer, Katharina Morik, and Alexander Schramm, PLOS ONE, 2014 [pdf]
Spatio-Temporal Random Fields: Compressible Representation and Distributed Estimation, Nico Piatkowski, Sangkyun Lee and Katharina Morik, Machine Learning, 2013 [pdf] *Best paper award in the journal track in ECML/PKDD 2013 (acceptance rate: 7%) [pdf]
Manifold Identification in Dual Averaging Methods for Regularized Stochastic Online Learning, Sangkyun Lee and Stephen J. Wright, Journal of Machine Learning Research, 2012 [pdf]

Conference Papers

Sparse Portfolio Selection via the Sorted l1-Norm, Philipp J. Kremer, Sangkyun Lee, Malgorzata Bogdan, and Sandra Paterlini, EFMA (European Financial Management Association) Annual Meeting, 2018 [pdf]
Sparse Portfolio Selection via the Sorted L1 Norm, Malgorzata Bogdan, Philipp Kremer, Sandra Paterlini, and Sangkyun Lee, International Conference of the ERCIM WG on Computational and Methodological Statistics, 2018 [link]
Fast Saddle-Point Algorithm for Generalized Dantzig Selector and FDR Control with the Ordered l1-Norm, Sangkyun Lee, Damian Brzyski and Malgorzata Bogdan, Proceedings of the 19th International Conference on Artificial Intelligence and Statistics (AISTATS), 2016 [pdf]
Kernel Completion for Learning Consensus Support Vector Machines in Bandwidth-Limited Sensor Networks, Sangkyun Lee and Christian Politz, International Conference on Pattern Recognition Applications and Methods (ICPRAM), 2014 (best paper award nomination) [pdf]
The Integer Approximation of Undirected Graphical Models, Nico Piatkowski, Sangkyun Lee, and Katharina Morik, International Conference on Pattern Recognition Applications and Methods (ICPRAM), 2014 [pdf]
Separable Approximate Optimization of Support Vector Machines for Distributed Sensing, Sangkyun Lee, Marco Stolpe, and Katharina Morik, European Conferences on Machine Learning (ECML), 2012 [pdf]
ASSET: Approximate Stochastic Subgradient Estimation Training for Support Vector Machines, Sangkyun Lee and Stephen J. Wright, International Conference on Pattern Recognition Applications and Methods (ICPRAM), 2012 [pdf] [code]
Manifold Identification of Dual Averaging Methods for Regularized Stochastic Online Learning, Sangkyun Lee and Stephen J. Wright, International Conference on Machine Learning (ICML), 2011. [pdf] [poster]
Decomposition Algorithms for Training Large-scale Semiparametric Support Vector Machines, Sangkyun Lee and Stephen J. Wright, European Conferences on Machine Learning (ECML), 2009. [pdf] [poster]

Workshop papers / Conference Talks

Spatio-Temporal Models For Sustainability, Nico Piatkowski, Sangkyun Lee and Katharina Morik, SustKDD Workshop in ACM Conference on Knowledge Discovery and Data Mining (KDD), 2012. [pdf]
Scalable Sochastic Gradient Descent with Improved Confidence, Sangkyun Lee and Christian Bockermann, Big Learning workshop in Neural Information Processing Systems (NIPS), 2012. [pdf]
Signal Processing Algorithms on Graphical Processing Units, Sangkyun Lee and Stephen J. Wright, INFORMS Annual Meeting, Invited Talk, 2009. [slides]
Decomposition and Stochastic Subgradient Algorithms for Support Vector Machines, Sangkyun Lee and Stephen J. Wright, International Symposium on Mathematical Programming (ISMP), 2009. [slides]

Book Chapters

Sparse Inverse Covariance Estimation for Graph Representation of Feature Structure, Sangkyun Lee, Interactive Knowledge Discovery and Data Mining in Biomedical Informatics, Springer, 2014. [pdf]
Stochastic Subgradient Estimation Training for Support Vector Machines, Sangkyun Lee and Stephen J. Wright, Mathematical Methodologies in Pattern Recognition and Machine Learning, 2013. [pdf]
Combining Information-based Supervised and Unsupervised Feature Selection, Sangkyun Lee, S.-J. Lee and B.-T. Zhang, Feature Extraction: Foundations and Applications, Springer, 2006. [Amazon]

Technical Reports

Approximate Stochastic Subgradient Estimation Training for Support Vector Machines, Sangkyun Lee and Stephen J. Wright, Nov 2011. [arxiv.org]
Manifold Identification in Dual Averaging Methods for Regularized Stochastic Online Learning, Sangkyun Lee and Stephen J. Wright, University of Wisconsin-Madison, July 2011 (supercedes April 2011 ver.). [pdf]
Implementing Algorithms for Signal and Image Reconstruction on Graphical Processing Units, Sangkyun Lee and Stephen J. Wright, University of Wisconsin-Madison, 2008. [pdf] [code]

Ph.D. Thesis

Optimization Methods for Regularized Convex Formulations in Machine Learning, Sangkyun Lee, University of Wisconsin-Maidson, 2011. [pdf]