About Me
I am a researcher and software engineer with a focus on understanding and solving challenging decision making problems by using techniques from Machine Learning, Optimization, and Statistics.
I am currently working at LinkedIn, before this I got a Ph.D. in Operations Research at Georgia Tech were I studied Machine Learning, Online Convex Optimization, and Bandit Problems.
Research
I’ve done research on Bandits, Online Convex Optimization, and Differential Privacy that has been published at ICML, NeurIPS, etc. Please see Google Scholar for a list of all my publications.
Code
Professional Projects
Unfortunately, there is not much code I can share with you since most of the code I’ve developed belongs to my employer. During my time at LinkedIn I’ve coded a lot using Scala and Spark. Here are a few things I’ve built that made it to production:
- A library to generate Differentially Private synthetic data in distributed computing environments for analytics workloads. This was used to power a product for advertisers that provides them analytics about their Ad campaigns.
- A library of Differentially Private algorithms for real-time analytics. The service it powers currently handles hundreds of queries per second.
- An algorithm for clustering people that is used for Ads targeting.
- Many large scale data-processing pipelines
Personal Projects
I’ve coded (Solidity and Python) two trading/liquidation bots that work on the Ethereum blockchain. Unfortunately, one of the bots was never profitable, but the other one is still running and continuously monitoring the chain to check if it can liquidate accounts that are underwater.
CV
You can find my CV here.
Contact
Feel free to send me an email at: [first_name].riv@hotmail.com, or message me on LinkedIn.