ABOUT ME
I am currently a graduate student at University of Pittsburgh, working on broad terms at the interface of Machine Learning and Data Driven Mathematical Modelling, with a particular focus of Stochastic Processes and Applied Reinforcement Learning especially in the healthcare domain. I am spending the summer of 2021 as a Quantitative Analytics summer associate at JP Morgan Chase & Co.
I completed my undergraduate studies in University of Colombo, Colombo, Sri Lanka, and graduated with a 'Special degree' in Mathematical Finance. In addition I also completed all examinations for CIMA (Chartered Institute of Management Accountants ) UK professional qualification. Upon graduating I worked as a temporary lecturer at the Department of Mathematics, University of Colombo, and volunteered as a director for Sri Lanka Olympiad Mathematics Foundation.
I am a Sri Lankan born and raised, and naturally I am a lover of beaches, tropical island culture and spiciest food.
Outside of research and academics, I am a keen follower of football (soccer) and cricket. I enjoy art and used to paint competitively as a kid, and I enjoy watching people express their creativity by art, fashion, music and in cuisine.
Computing Skills
Research Interests
At a broad level, I am interested in combining applied mathematics, and machine learning to understand real world phenomena , and then make better decisions under uncertainty. (Offline) Reinforcement Learning is a natural framework for these kind of problems.
One particular potentially exciting application is using physiological knowledge, and ICU data to determine personalized treatment strategies for ICU patients. For more details on this problem and some tentative approaches please refer the research page here.
Languages: Python, Matlab, R
Frameworks :PyTorch, Keras, SkLearn
Numerical Computing : Numpy Scipy
Data Science/ Engineering : SQL, Pandas
Applied Math Skills
Dynamical Systems
Uncertainty Quantification
Bayesian & Approximate Inference
Probabilistic Machine Learning
Education
University of Pittsburgh
Pittsburgh, PA
2017 - present
PhD in Mathematics- focus on Mathematical Biology, Applied Machine and Reinforcement Learning, Bayesian Inference
University of Colombo
Colombo, Sri Lanka
2011-2015
B.Sc. in Mathematical Finance (Special)
Some Relevant Graduate Courses
Machine Learning
Applied Stochastic Processes
Mathematics of Machine Learning
Partial Differential Equations
Introduction to Deep Learning
Numerical Methods in Scientific Computing
Mathematics of Finance
Directed Study in Reinforcement Learning