Researchers

I am a Researcher in the Theory Group at Microsoft Research, Redmond.

I was co-general chair for COLT 2013, COLT 2014, and I am/was on the program committee for NIPS 2012, NIPS 2014, NIPS 2016, COLT 2013, COLT 2014, COLT 2015, COLT 2016, ICML 2015, ICML 2016, ALT 2013, ALT 2014. I am also on the steering committee for COLT.

Currently I’m especially interested in (i) the interplay between convexity and randomness in optimization, and (ii) inference problems on random graphs.

My research interests include: machine learning, convex optimization, multi-armed bandits, statistical network analysis, random graphs and random matrices, and applications of information theory to learning, optimization, and probability.

NEW: polynomial-time algorithm for bandit convex optimization

From July 2014 to July 2016 with various co-authors at MSR we dedicated a lot of energy to bandit convex optimization. The end product is a new efficient algorithm. To learn more about it I recommend to first take a look at this [youtube video], then these 3 blog posts ([part 1], [part 2], [part 3]), and finally [the paper] itself.