I am a PhD candidate of the Mathematics for Real-World Systems Centre for Doctoral Training programme at the University of Warwick. My research interests are Machine Learning, Mathematical Modelling and Operational Research.

I did my first degree in Pure Mathematics and Master of Science in Financial Management in Russian. Beside my mother tongue (Vietnamese) and English, I can speak Russian fluently.

I'm currently doing research on using Knowledge Gradient, a popular acquisition function of Bayesian Optimisation method in searching for solutions that are robust to disturbances or that can work in different environments.

The work uses Gaussian process as the surrogate model for the expensive-to-evaluate functions and aims to find the solution with highest expected performance despite disturbances over the decision variables and noise in the output with least possible number of objective evaluation.

The criterion used to define the next query point is a variant of Knowledge Gradient. Knowledge Gradient of a point is the expected increase in the maximal values of the posterior means given the extra sample at that point.

My research is carried out under the supervision of Prof Juergen Branke from Warwick Business School.

Experiences

02/2021 - present: Research Assistant at Warwick Business school, working in collaboration with General Electric (GE).

Publications and awards

2022: Hoai Phuong Le & Juergen Branke (2022) Using the knowledge gradient acquisition function in Bayesian optimization when searching for robust solutions, Engineering OptimizationLink opens in a new window

2021: Le H.P., Branke J. (2021) Bayesian Optimization for Robust Solutions Under Uncertain Input. Advances in Uncertainty Quantification and Optimization Under Uncertainty with Aerospace Applications. Space Technology Proceedings, vol 8. Springer, Cham.

2020: WSC Diversity Award at Winter Simulation Conference 2020.

2020: H. P. Le and J. Branke, "Bayesian Optimization Searching for Robust Solutions",

2020 Winter Simulation Conference (WSC), 2020, pp. 2844-2855, doi: 10.1109/WSC48552.2020.9383978.Link opens in a new window

Education and academic achievements

2018-2019: MSc in Mathematics for Real-World Systems, University of Warwick (with distinction)

2008-2010: MSc in Financial Management at Southern Federal University, Russia (with distinction)

2004-2008: BSc in Mathematical Analysis at Rostov State University, Russia (1st class)

2004: 1st place for South Kavkaz Olympiad in Higher Mathematics, Russia

2003-2004: Russian for Engineering and Natural Sciences

2003: Full scholarship from Vietnamese Government to study in Russia

2002-2003: 1st year in Department of Mathematics, Hue University's College of Education, Vietnam

1999-2002: Quoc Hoc High School, gifted in Mathematics, Hue city, Vietnam

Hobbies:

Cooking, gardening

helen dot le at warwick dot ac dot uk

Hoai-Phuong dot Le at warwick dot ac dot uk

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