Postdoc: Hierarchical ML Optimization & Stochastic Control

KAUST; Thuwal; On-site; SAR 180,000 - 240,000; Full time

Benefits offered by this job

Medical and dental insurance

Air transportation to KAUST

Free housing at KAUST

Job summary

KAUST, located near Thuwal, Saudi Arabia, invites applications for postdoctoral positions in the Division of Computer, Electrical and Mathematical Science and Engineering (Applied Mathematics and Computational Science). The two-year appointment focuses on high-dimensional optimization for machine learning and stochastic control, with emphasis on rigorous analysis, computation, and collaboration across sites.

Successful candidates will have a Ph.D.

Qualifications

• Ph.D. in applied mathematics or computational engineering or related field.
• Excellent analytical, computational and programming skills.
• Background in ML, numerical methods, optimization, uncertainty quantification or related areas.

Responsibilities

• Collaborate on the two-year postdoctoral project, with a start date around April 1, 2020.
• Work within KAUST's interdisciplinary team in the High Dimensional Hierarchical Optimization methods for ML and stochastic control.
• Spend time at collaborating institutions as required by the project.

Skills

Machine Learning

Neural Networks

Numerical PDEs

Stochastic PDEs

Numerical Optimization

Uncertainty Quantification

Approximation Theory

Applied Probability

Bayesian Statistics

Optimal Control

Dynamic Programming

Education

Ph.D. in Applied Mathematics or Computational Engineering

Tools

Python

MATLAB

C++

Job description

KAUST, located near Thuwal, Saudi Arabia, invites applications for postdoctoral positions in the Division of Computer, Electrical and Mathematical Science and Engineering (Applied Mathematics and Computational Science). The two-year appointment focuses on high-dimensional optimization for machine learning and stochastic control, with emphasis on rigorous analysis, computation, and collaboration across sites.

Successful candidates will have a Ph.D.