Ralf is Director of Machine Learning at Amazon Berlin, Germany. In 2011, he worked at Facebook leading the Unified Ranking and Allocation team. From 2009 to 2011, he was Director of Microsoft's Future Social Experiences (FUSE) Lab UK working on the development of computational intelligence technologies on large online data collections. He holds both a diploma degree in Computer Science in 1997 and a Ph.D. degree in Statistics in 2000 from TU berlin. Ralf's research interests include Bayesian inference and decision making, computer games, kernel methods and statistical learning theory. Ralf is one of the inventors of the Drivatars system in the Forza Motorsport series as well as the TrueSkill ranking and matchmaking system in Xbox 360 Live. He also co-invented the adPredictor click-prediction technology launched in 2009 in Bing's online advertising system.
In this talk I will present one of the most versatile tools for efficient, distributed computing: factor graphs. Factor graphs nicely combine three different steps in solving a real-world task: (1) (Statistical) Modeling of relationship between (unobserved) parameters and (observed) data, (2) Efficient Inference & Optimization for computing the parameter marginals by conditioning on the data, (3) Distributed Systems and Storage by having explicit representations of storage and compute. After a short tutorial introduction into Factor Graphs and the Sum-Product-Algorithm, I will present a number of nontrivial applications including inference in Graphical Models, distributed computations such as MapReduce and building an large-scale linear algebra (e.g. matrix transposition).