Sébastien Bubeck
Microsoft Research - Redmond

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

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

Publications at the Joint Centre: