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How to generalize (algorithmically)
A couple of months ago I taught an introduction to statistical learning theory. I took inspiration from two very good introductory books on SLT: “Foundations of ML”, and “Understanding Machine...
View ArticleRemembering Michael
It has been a year since the tragic event of September 2017. We now know what happened, and it is a tremendously sad story of undiagnosed type 1 diabetes. This summer at MSR Michael was still very...
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A short proof for Nesterov’s momentum
Yesterday I posted the following picture on Twitter and it quickly became my most visible tweet ever (by far): I thought this would be a good opportunity to revisit the proof of Nesterov’s...
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Nemirovski’s acceleration
I will describe here the very first (to my knowledge) acceleration algorithm for smooth convex optimization, which is due to Arkadi Nemirovski (dating back to the end of the 70’s). The algorithm relies...
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Amazing progress in adversarially robust stochastic multi-armed bandits
In this post I briefly discuss some recent stunning progress on robust bandits (for more background on bandits see these two posts, part 1 and part 2, in particular what is described below gives a...
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Optimal bound for stochastic bandits with corruption
Guest post by Mark Sellke. In the comments of the previous blog post we asked if the new viewpoint on best of both worlds can be used to get clean “interpolation” results. The context is as follows: in...
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Guest post by Julien Mairal: A Kernel Point of View on Convolutional Neural...
I (n.b., Julien Mairal) have been interested in drawing links between neural networks and kernel methods for some time, and I am grateful to Sebastien for giving me the opportunity to say a few...
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Guest post by Julien Mairal: A Kernel Point of View on Convolutional Neural...
This is a continuation of Julien Mairal‘s guest post on CNNs, see part I here. Stability to deformations of convolutional neural networks In their ICML paper Zhang et al. introduce a functional space...
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Convex body chasing, Steiner point, Sellke point, and SODA 2020 best papers
Big congratulations to my former intern Mark Sellke, and to the CMU team (C. J. Argue, Anupam Gupta, Guru Guruganesh, and Ziye Tang) for jointly winning the best paper award at SODA 2020 (as well as...
View ArticleA decade of fun and learning
I started out this decade with the project of writing a survey of the multi-armed bandit literature, which I had read thoroughly during the graduate studies that I was about to finish. At the time we...
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