Florian Schäfer

331 Annenberg

1200 E California Blvd

Pasadena, CA 91106

I’m Florian Schäfer, PhD-candidate in applied and computational mathematics at Caltech, where I’m doing research at the interface of partial differential equations, statistical inference, and fast algorithms. More recently, I have been working on game theory as a paradigm for algorithm design and the computational challenges that come with it. Check out these high-level summaries, or my thesis presentation if you want to know more!

I’m part of the Department of Computing and Mathematical Sciences and my PhD-advisor is Houman Owhadi.

Before coming to Caltech, I obtained my Bachelor’s– and Master’s degrees in Mathematics at the University of Bonn.

I will be joining Georgia Tech as an assistant professor in computational science and engineering this August 2021!

news

Jun 10, 2021 In joint work with Jiong Chen, Jin Huang, and Mathieu Desbrun accepted in SIGGRAPH2021, we show that we can improve upon state-of-the-art AMG libraries just by incomplete Cholesky factorization!
Jun 7, 2021 Check out Jing’s paper on robust RL, presented as a poster at L4DC2021!
May 19, 2021 I successfully defended my Ph.D. thesis, you can find a video of the defense here! Starting August 1st 2021, I will join the school of computational science and engineering at Georgia Tech!
Sep 23, 2020 Check out my talk at the Second Symposium on Machine Learning and Dynamical Systems at the Fields institute.
Sep 17, 2020 The ICML 2020 talks are now online! Check out my talk on implicit competitive regularization at the main conference and my talk on competitive mirror descent at the workshop “Beyond first order methods in machine learning systems”.

selected publications

  1. Sparse Cholesky Factorization by Kullback–Leibler Minimization
    Schäfer, Florian, Katzfuss, Matthias, and Owhadi, Houman
    SIAM J. Sci. Comput. 2021
  2. Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
    Schäfer, Florian, Sullivan, T. J., and Owhadi, Houman
    Multiscale Model. Simul. 2021
  3. Implicit competitive regularization in GANs
    Schäfer, Florian, Zheng, Hongkai, and Anandkumar, Anima
    In the 37th International Conference on Machine Learning (ICML 2020)
  4. Competitive Gradient Descent
    Schäfer, Florian, and Anandkumar, Anima
    In Advances in Neural Information Processing Systems 32