
Karthik Narayan
Verified Expert in Engineering
Machine Learning Engineer and Developer
Karthik is a machine learning expert with over a decade of experience. His career has been punctuated by building large-scale ML algorithms for mission-critical systems including creating ML-based high-frequency trading systems that trade more than 5% of the US equities markets (Hudson River Trading) and creating novel deep-learning-based click-through-rate prediction systems (Google). Karthik also has a Ph.D. in artificial intelligence from UC Berkeley, where he was an NSF and NDSEG Fellow.
Portfolio
Experience
Availability
Preferred Environment
TensorFlow, PyTorch, Unix, Java, Python, C++
The most amazing...
...thing that I've built is a high-frequency trading system with a team of engineers that traded over 5% of the US equities markets.
Work Experience
Algorithmic Developer
Hudson River Trading
- Developed novel high-frequency trading strategies that currently traded more than 5% of US equities; they were primarily liquidity taking and deep learning-based and I was responsible for all stages, from alpha modeling to production implementation.
- Improved firm-wide profit and loss (P&L) by $XX million/year, in simulation and live trading.
- Created the HRT AI Labs Fellowship along with the founding partners.
Ph.D. Candidate (Machine Learning and Computer Vision)
University of California, Berkeley
- Developed a 3D scanner from scratch using commodity hardware: low-end DSLR cameras, Carmine PrimeSense depth sensors, a turntable, and an arm to hold the devices.
- Wrote bundle adjustment-based camera calibration software using Google Ceres (used in Google StreetView's calibration) and published the BigBIRD dataset at ICRA 2014. This dataset has been cited 200+ times.
- Developed novel 3D reconstruction algorithms to produce 3D meshes of objects scanned in the BigBIRD dataset (ICRA 2015). Experiments reveal that scanning accuracy exceeds scanners that cost $100,000+; our scanner costed $3,000+.
- Developed a novel Levenberg-Marquardt-based 3D mesh coloring algorithm to produce photorealistic 3D scans of the BigBIRD dataset (IROS 2015). User studies indicate that users could rarely distinguish between real images and our model renderings.
- Developed 3D scanned models that were used by Amazon as part of the Amazon Picking Challenge (2014).
- Developed the first end-to-end CUDA implementation of t-SNE (a highly popular visualization algorithm in deep learning). Sped up t-SNE runtimes by 60x (ICML 2015:). Generalized t-SNE to allow users to focus on micro and macro data statistics.
Quantitative Researcher Intern
Citadel LLC
- Developed the first deep learning-based alpha models at Citadel Global Quantitative Strategies which currently generate $XX million/year in live P&L. Was responsible for all stages of development, from research to production implementation.
- Implemented heavily optimized C++ libraries and deployed the alpha model directly into the production trading environment.
- Implemented an end-to-end research pipeline, allowing a researcher to easily reproduce the alpha models that I had produced during the internship.
Research Intern
Cornell University
- Developed novel algorithms to efficiently track photon beam propagation through particle accelerators, particularly the Cornell Electron Storage Ring (CESR) and the Energy Recovery Linac (ERL).
- Implemented the algorithms in C++ and integrated the system with BMAD, a particle accelerator library developed at Cornell University.
- Created algorithms that Cornell researchers at CESR and ERL now use to compute mirror placements along the particle accelerator to control photon beam propagation prior to physical implementation.
Software Engineer (Google Ads Quality)
Google, Inc.
- Deployed click-through-rate prediction models that generated $XX million/year from Mobile Search Ads traffic.
- Developed and deployed a novel, large-scale feature selection algorithm responsible for improving click-through-rate prediction performance for Google Mobile Search Ads.
- Conducted Python code reviews for the full team for Python readability.
Software Engineering Intern (Google Help)
Google, Inc.
- Developed a framework for all Google iOS products to handle user-submitted feedback and report iOS app crashes.
- Created the front-end interface and application using Objective-C and the back end using Java.
- Internationalized all front-end components in 30+ languages.
- Began evangelizing the framework towards the end of the internship; now, most Google iOS applications (e.g., search, shopping) employ this framework, allowing millions of users around the world to report feedback for Google iOS products.
Undergraduate Researcher
Georgia Institute of Technology
- Developed a multi-agent extension to value iteration, a model-based reinforcement learning algorithm. Published results at AAAI 2011 with Prof. Charles Isbell and Dr. Liam MacDermed.
- Built a laser-cooled ion trap capable of trapping Ba-138 ions. Produced false-color image of *individual barium ions*. Responsible for mirror and laser calibration and constructing the physical trap. Supervised by Prof. Michael Chapman.
- Developed a natural language generation framework allowing users to quickly author large amounts of varied text, useful for chatbot applications. Published at AIIDE 2011 with Prof. Charles Isbell and Prof. David Roberts. Press release on Engadget.
Software Engineering Intern (Google Search Quality)
Google, Inc.
- Implemented inline satellite/terrain map display in Google Search. For example, try searching for [terrain map of mount everest] on Google.com.
- Internationalized the satellite/terrain map display functionality across 30+ languages, working with product management and translation teams. For example, try searching for [satelitska karta mount everest-a] on Google.hr; this is Google Croatia.
- Ran several AB tests to demonstrate that (1) users had positive experiences with this feature and (2) Google ad revenue was not impacted adversely. Verified that the increase in Google search metadata logging was minimal.
Experience
ICRA 2014 | BigBIRD: A Large-Scale 3D Database of Object Instances
A fellow graduate student and I collaborated on constructing the physical 3D scanner. Together, we decided on employing a turntable, an arm, and 5 entry-level DSLR cameras and 5 Carmine PrimeSense devices (depth sensors). I developed and wrote a bundle adjustment-based algorithm to calibrate these sensors with respect to each other. Working with another graduate student, we automated the full scanning process—a single click is all it takes to collect all the data associated with a single object: 600 12 MP images, 600 registered RGB-D point clouds, and intrinsic and extrinsic camera poses for each image and point cloud.
I wrote the bundle adjustment algorithm using Google Ceres, a large-scale non-linear optimization library; this library is also used for calibration at Google StreetView. We wrote an end-to-end pipeline in Python that allowed reproducibility of scans and calibration results.
Using this 3D scanner, we published a dataset, BigBIRD, consisting of 125 objects.
We published and presented this work at ICRA 2014.
ICRA 2015 | Range Sensor and Silhouette Fusion for High-quality 3D Scanning
To the best of our knowledge, this is the first paper that fuses visual hull information gathered from RGB cameras with KinectFusion cues from depth sensors; this paper demonstrates that combining these two data modalities can produce 3D scans that outperform scans using only one of these approaches.
At a high level, this approach (1) computes object segmentations from the high-resolution RGB images, (2) computes a visual hull using the segmented, calibrated RGB images, (3) computes a KinectFusion model using the calibrated depth data (Section III-C), (4) refines the original raw depth maps using the visual hull and KinectFusion models and merges these refined depth maps into a point cloud, and (5) forms an object mesh by fusing this merged point cloud with the visual hull.
This work was published at ICRA 2015.
IROS 2015 | Optimized Color Models for High-quality 3D Scanning
Unfortunately, this method doesn't work well because: (1) cameras may not be perfectly calibrated, which may produce heavy artifacts and (2) highly non-Lambertian objects (e.g., soda cans) may produce ghosting effects due to not having the same color observation from all views.
In this paper, I detailed a non-linear least squares problem to solve these issues. Demonstrating that solving this problem naively using Gauss-Newton traditional techniques, I proposed a hybrid coordinate descent and Levenberg-Marquardt algorithm to solve this problem. Ultimately, solving this problem yielded 3D color meshes of very high quality.
I conducted a user study demonstrating that our method outperformed the state of the art substantially; our technique was ultimately able to recover extremely fine details, e.g., lines on barcodes.
Trading More Than 5% of US Equities with Deep Learning-based High Frequency Trading
Please contact me directly for questions regarding this project.
Long-term Alpha Modeling with Deep Learning
Please contact me directly for questions.
Skills
Languages
Python, C++, C, Objective-C, Java, SQL
Libraries/APIs
PyTorch, NumPy, TensorFlow, PCL, Keras
Other
Deep Learning, Deep Reinforcement Learning, Computer Vision, Machine Learning, 3D Scanning, Generative Adversarial Networks (GANs), BMAD, Google, Ceres
Tools
MATLAB
Paradigms
Concurrent Programming
Platforms
Linux, Unix, Docker, Amazon Web Services (AWS), NVIDIA CUDA
Frameworks
Caffe
Education
Master's Degree in Computer Science
University of California, Berkeley - Berkeley, CA, USA
Ph.D. in Computer Science (Artificial Intelligence)
University of California, Berkeley - Berkeley, CA, USA
Bachelor's Degree in Discrete Mathematics
Georgia Institute of Technology - Atlanta, GA, USA
Bachelor's Degree in Computer Science
Georgia Institute of Technology - Atlanta, GA, USA