April 19, 2017

Dominik Csiba is giving a talk entitled "The role of optimization in machine learning" at the Machine Learning MeetUp (MLMU) in Bratislava today (at 7pm). If you are around and interested in machine learning and/or optimization, I recommend you attend!

April 17, 2017

Alibek Sailanbayev is visiting me at KAUST this week.

April 10, 2017

I am giving 2 talks this week. Today, I am giving a talk on stochastic Chambolle-Pock algorithm at the Visual Computing Conference held at KAUST. My PhD students Jakub, Nicolas and Filip are presenting posters tomorrow. On Thursday (April 13), I am giving a talk on randomized algorithms in linear algebra at the AMCS Graduate Seminar at KAUST.

April 9, 2017

I have several visitors at KAUST at the moment. Nicolas Loizou arrived in late March and is staying until early may. Filip Hanzely and Jakub Konečný arrived yesterday; Jakub will stay for a couple weeks and Filip will stay until late May, after which all of will go to Vancouver for SIAM Conference on Optimization. Konstantin Mishchenko (Paris Dauphine / Ecole Normale Superieure) visited for a few days recently, and is now attending the OSL 2017 workshop in Les Houches, France. Dmitry I. Grishchenko (Higher School of Economics) arrived yesterday and is staying for 2 weeks.

April 6, 2017

#1 Trending Paper in Mathematical Programming (Series A and B)

About a week ago I have received an email (see a screenshot below) in which Springer notifies the optimization community about the top 5 trending articles in the Mathematical Programming (Series A and B) journals. It was a great surprise (and pleasure) to learn that our paper Parallel coordinate descent methods for big data optimization (coauthored with Martin Takáč) is #1 on the list!

Top 5 trending articles in Mathematical Programming, Series A and B

March 29, 2017

Robert Gower's paper Randomized Iterative Methods for Linear Systems (SIAM Journal on Matrix Analysis and Applications 36(4):1660-1690, 2015), written in collaboration with me, was shortlisted for the 18th Leslie Fox Prize in Numerical Analysis.

This paper has been the 2nd most downloaded SIMAX paper since (at least) August 2016. The first most downloaded paper was published in year 2000.

The Leslie Fox Prize for Numerical Analysis of the Institute of Mathematics and its Applications (IMA) is a biennial prize established in 1985 by the IMA in honour of mathematician Leslie Fox (1918-1992). The prize honours "young numerical analysts worldwide" (any person who is less than 31 years old), and applicants submit papers for review. A committee reviews the papers, invites shortlisted candidates to give lectures at the Leslie Fox Prize meeting, and then awards First Prize and Second Prizes based on "mathematical and algorithmic brilliance in tandem with presentational skills".

March 17, 2017

As of today, Nicolas Loizou is visiting me at KAUST. He will stay until early May.

March 14, 2017

Filip Hanzely is giving a talk in our big data optimization seminar today. He will speak on "Finding Approximate Local Minima for Nonconvex Optimization in Linear Time".

March 13, 2017

I will be giving a tutorial on randomized optimization methods at the Data Science Summer School, held at CMAP, École Polytechnique, during August 28 - September 1, 2017.

Full list of tutorials:

- Yoshua Bengio (Montreal): Deep Learning
- Pradeep Ravikumar (Carnegie Mellon): Graphical Models
- Peter Richtarik (Edinburgh & KAUST): Randomized Optimization Methods
- Csaba Szepesvari (Alberta): Bandits

Plenary speakers:

- Cedric Archambeau (Amazon)
- Olivier Bousquet (Google)
- Damien Ernst (Liege)
- Laura Grigori (INRIA)
- Sean Meyn (Florida)
- Sebastian Nowozin (Microsoft Research)
- Stuart Russell (Berkeley)

The full program can be found here.

March 7, 2017

Marcelo Pereyra is giving a talk in our big data optimization seminar today. He is talking about his recent paper "Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau".

February 28, 2017

Jakub Konečný is giving a talk in our big data optimization seminar today.

February 26, 2017

I am on a leave from Edinburgh as of today. I have taken up an Associate Professor position at King Abdullah University of Science and Technology (KAUST). I am affiliated with the Computer Science (CS) and Applied Mathematics & Computational Science (AMCS) programs. I am also affiliated with the Extreme Computing Research Center (ECRC) and the Visual Computing Center (VCC). I have several positions open, contact me if interested!

PS: I am pleasantly surprised to see that the weather at KAUST is great at this time of the year!

February 21, 2017

Nicolas Loizou is giving a talk in our big data optimization seminar today.

February 14, 2017

Kostas Zygalakis is giving a talk in our big data optimization seminar today.

February 7, 2017

László Végh is visiting me for a couple days. He is also giving a talk in our big data optimization seminar tomorrow.

January 29, 2017

Between January 29 and February 3, I am in Villars-sur-Ollon, Switzerland, attending the BASP Frontiers 2017 workshop.

January 25, 2017

Due to certain administrative reasons, interviews for the 2 postdoc posts I have open will happen a bit later than anticipated. Originally I expected the interviews to happen this week - there will be some delay with this.

January 23, 2017

I have two visitors this week: Ion Necoara (Bucharest) and Elhoucine Bergou (INRA).

January 19, 2017

I am in London today and tomorrow. Today I am discussing research with people at the Alan Turing Institute (we managed to start a new project today and prove a lemma to kick it off), and tomorrow I am giving a seminar talk in the Department of Computing at Imperial College.

January 16, 2017

As of this week, I am teaching an intensive course (6 hours per week) entitled "Modern Optimization Methods for Big Data Problems". This is a rigorous course covering some of the fundamentals of randomized algorithms for optimization problems described by very large quantities of data. It is open to anyone interested (the current composition of the class includes PhD students, Master's students, a few undergraduate students and even some faculty).

January 10, 2017

We have several Lectureships (i.e., positions equivalent to Assistant Professorships in the US) open in the School of Mathematics:

Lectureship in Industrial Mathematics, application deadline: February 1, 2017 (5pm UK time)
Two Lectureships in Statistics and Data Science, application deadline: February 7, 2017 (5pm UK time)

January 7, 2017

I am in Slovakia at the moment, and it's been crazy cold the last few days. Today we have -15 degrees Celsius, but it feels like -25. This is when your eyebrows freeze. Anyway, I am returning back to Edinburgh tomorrow.

Some news: Dominik Csiba is now based in Slovakia. He will be finishing off his PhD from there; and is expected to submit his thesis in the Summer of 2017. He will be picking up some optimization/machine learning related activities in Slovakia - do talk to him if you get a chance! For instance, on February 15, Dominik will give a talk at a Slovak Machine Learning Meetup (MLMU). Further, Dominik is a mentor in a Data Science BaseCamp. Here is a blurb from their website: "BaseCamp is an immersive full-time 8-week program for prospective data scientists. During 8 weeks you will deepen your theoretical knowledge, enhance your practical skills and become a qualified data scientist ready for your exciting data science career."

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