Sergio

Sergio Camelo

Computational Math PhD Student @Stanford

I am a 4th Year PhD Student at Stanford ICME, where I focus on making food supply chains more transparent and sustainable. My research, under the advice of Prof. Dan Iancu, leverages heavily on optimization and machine learning.

At Stanford I teach ICME's Data Visualization class (CME151A) and I have spent my summers working with the Data Science team @Airbnb and the Machine Learning teams @Facebook NY.

Before coming to Stanford I did my MSc thesis on approximating NP-Hard problems through Semidefinite Optimization, under the advice of Prof. Mauricio Velasco. I was a data scientist for two years at Quantil Applied Mathematics.

  • 2015 -

    Stanford PhD Student in Computational and Mathematical Engineering

    Working in the broad intersection of optimization and machine learning

  • 2016 -

    Stanford Teaching Fellow in Data Viz

    Teaching CME151A, a course to design interactive Data Visualizations on the Web using D3

  • Summer 2018

    Airbnb

    Designing large-scale Data Visualization tools to detect and understand anomalous behavior in data

  • Summer 2017

    Facebook NY

    Building Recommendation Systems for the Local Places Team

  • Summer 2016

    Facebook MPK

    Implementing prediction algorithms for the Events and Location Teams

  • 2013-2015

    University of the Andes MSc in Mathematics

    Thesis in approximating NP-Hard Graph problems through semidefinite optimization relaxations

  • 2013-2015

    Quantil Data Scientist

    Designing machine learning models to predict crime in Colombian cities, detect fraud in the healthcare system, and find ways to make the energy market more competivive

  • 2008-2013

    University of the Andes BSc in Mathematics and Economics

    Thesis in finding optimal bandwidths for kernel estimation and kernel classification algorithms

Research

  • Nearest Neighbors Methods for Support Vector Machines [PDF]

    Annals of Operations Research

    S. Camelo, M. Gonzalez-Lima, A. Quiroz

    We propose a statistical nearest-neighbors procedure to approximate the solution of the Support Vector Machines problem on big datasets. This approximation comes at a much cheaper computational cost than obtaining the exact solution.

  • A Structural Model to Evaluate the Transition from Self-Commitment to Centralized Unit Commitment [PDF]

    Energy Economics (Minor Revisions)

    S. Oren, S. Camelo, L. de Castro, A. Papavasiliou, A. Riascos

    We analyze the transition to a Centralized Unit Commitment energy auction. The study constructs a competitive benchmark of energy production by estimating marginal costs of energy producers and then compares it with real data.

  • An Estimation of Costs and Welfare for the New Colombian Healthcare Plan [PDF]

    Revista de Economia del Rosario

    S. Camelo, A. Riascos

    We use an econometric decision making model to predict the effect of Colombia's major healthcare reform on the government’s budget and the country’s welfare .

  • Semidefinite Relaxations for Copositive Optimization [PDF]

    Master's Thesis

    Advised by Prof. Mauricio Velasco

    We give new results on the Barvinok, Veomet and Laserre semidefinite approximation of the copositive cone when applied to calculating the independence number of a graph. With this, we propose an algorithm for obtaining large independent sets of graphs and evaluate its empirical performance on Hamming and DeBruijn graphs.

  • Cross-Entropy for Detecting Anomalous Behavior in Health-Care Service [PDF]

    Working Paper

    A. Riascos, S. Camelo, M. de Arteaga

    We discuss the performance of a computational tool that uses cross-entropy calculations to automatically identify anomalous behavior in patients’ and insurers’ spending. The tool controls for gender, age group, medical diagnosis and other socio-economic factors. The methodology is tested with real data, the 2010 Colombian healthcare services database, where we detect strange behaviors of health providers.

Talks and Posters

  • Semidefinite Approximations to Copositive Programming [Slides]

    ISMP 2015

  • Nearest Neighbor Methods for Support Vector Machines [Poster]

    Foundations of Computational Mathematics 2014

  • Cross Entropy for Detecting Anomalous Behaviour in Health-Care Service Provision [Poster]

    Latin American Congress in Probability and Statistics 2015

  • Clustering and Centrality for Graph Visualization [Poster]

    CS448B @ Stanford