Yu Cao

Yu Cao 曹宇

Senior Machine Learning Engineer

Bloomberg, New York, NY

I am a Senior Machine Learning Engineer/Software Engineer at Bloomberg AI Finance, building ML pricing systems for fixed-income securities. I currently work on municipal bond pricing(BVAL) — benchmark-curve modeling, backtesting, and credit-rating and pricing-quality tooling — after roughly two years across the full ML lifecycle for real-time intraday corporate-bond pricing(IBVAL), covering roughly 45k bonds every 15 seconds. Before Bloomberg, I left the PhD program at the distributed systems research team in the Computer Science Department, Courant Institute of Mathematical Sciences, New York University, with a master's to work on applied ML. During my time at NYU, I interned at ByteDance Applied Machine Learning and AWS AI. Prior to NYU, I had my B.E. and M.S. in Beihang University.

Before coming to NYU, my research interest was in machine vision, applying conventional geometry and computer vision using machine learning methods. My master's thesis is on the topic of Indoor Navigation Oriented Visual SLAM Technology. I spent a great half year on internship in Face++.

Please find my CV, Github and Google scholar.

Updates

Research Intern for at Bytedance Applied Machine Learning Systems team for optimizing resource efficiency for large scale DNN inference service.
Teaching Assistant for at Distributed Systems graduate class for NYU CS 2019 Fall.
Applied scientist intern in AWS AI at Rekognition Team developing deep learning methods for multi-lingual text detection.
Competition Winner of Atomic Video Action Recognition Challenge in CVPR 2018 Workshop on human action recognition using 3D convolution and non-local networks.

Publications and tech report

		Serving DNN Models with Multi-Instance GPUs: A Case of the Reconfigurable Machine Scheduling Problem Cheng Tan, Zhichao Li, Jian Zhang, Yu Cao, Sikai Qi, Zherui Liu, Yibo Zhu, Chuanxiong Guo Arxiv
		Fast and Resource-efficient Hardware Implementation of Modified Line Segment Detector Fuqiang Zhou^, Yu Cao^, Xinming Wang IEEE Transactions on Circuits and Systems for Video Technology (TCSVT), 2018 IEEE pdf
		Minimal Non-Linear Camera Pose Estimation Method Using Lines for SLAM Application Yu Cao, Haishu Tan, Fuqiang Zhou IEEE Winter Conference on Applications of Computer Vision (WACV), 2018. IEEE pdf
		Human Centric Spatio-Temporal Action Localization Jianwen Jiang, Yu Cao, Lin Song, Shiwei Zhang, Yunkai Li, Ziyao Xu, Qian Wu, Chuang Gan, Chi Zhang, Gang Yu Tech Report of ActivityNet Large Scale Activity Recognition Challenge 2018 (CVPRW), 2018. pdf