Tim Tsz-Kit Lau

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AI Researcher
DRW
Palo Alto, California

Email: timlautk [AT] gmail.com
CV; Google Scholar; GitHub

About Me

I am currently an AI Researcher at DRW, based in Palo Alto, California.

I was a postdoctoral researcher at the University of Pennsylvania, jointly supervised by Prof. Weijie Su in Department of Statistics and Data Science, The Wharton School and, by courtesy, Departments of Computer and Information Science (CIS), Biostatistics, Epidemiology and Informatics, and Mathematics, and Prof. Qi Long in Department of Biostatistics, Epidemiology and Informatics, Perelman School of Medicine and, by courtesy, Departments of Statistics and Data Science and CIS, from November 2024 to May 2025.

Before that, I was a postdoctoral principal researcher in Econometrics and Statistics at the University of Chicago Booth School of Business, supervised by Prof. Mladen Kolar, from October 2023 to October 2024.

I received my Ph.D. in Statistics and Data Science from Northwestern University in 2023, advised by Prof. Han Liu.

In my published research, I have worked broadly at the interface of statistics, machine learning and optimization, with applications to large language models (LLMs) and more broadly generative AI (GenAI). My current research aims to advance pre- (and post-)training science and scaling of large deep learning models through algorithmic and engineering perspectives of large-scale distributed stochastic nonconvex optimization methods, including architecture–optimizer co-design as well as developing efficient optimizers and batch-size strategies, in a theoretically principled way, in order to improve both pre-training and post-training scaling and training stability. See also my bio for details.

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