/* I work in machine learning, optimization, and math -- where I care about fundamental theoretical and algorithmic questions as well as applications. The focus of my research is mathematics of AI. A main component of my work is optimization for ML, especially non-convex optimization (eg, how to train Transformers better!), including non-Euclidean and geometric optimization. Other key topics of interest to me: discrete probability, theory of deep learning, theory of sampling, convex geometry, polynomials, combinatorics, etc. [Click here for more!]. */
I am very interested in applications of machine learning to operations research (supply chains), LLM based OPT+ML applications, and more.
[arXiv profile] [Google Scholar] [Publications] [CV]🏆🏆 May 2024. I was honored with the Alexander von Humboldt Professorship for AI. A huge thanks to my students, co-authors, mentors, colleagues, and friends, who are the true force behind this honor. |
Below is a video made for the AvH foundation 😳😳😳😳 |
The News below is outdated. |
📕 Jikai Jin, Suvrit Sra."Understanding Riemannian Acceleration via a Proximal Extragradient Framework" accepted to COLT 2022. |
📕 Jingzhao Zhang, Haochuan Li, Suvrit Sra, Ali Jadbabaie."Rethinking Convergence in Deep Learning: Beyond Stationary Points" accepted to ICML 2022. |
📕 Jingzhao Zhang, Hongzhou Lin, Subhro Das, Suvrit Sra, Ali Jadbabaie."Beyond Worst-Case Analysis in Stochastic Approximation: Moment Estimation Improves Instance Complexity" accepted to ICML 2022. |
📕 Kwangjun Ahn, Jinghzao Zhang, Suvrit Sra."Understanding the unstable convergence of gradient descent" accepted to ICML 2022. |
📕 Melanie Weber, Suvrit Sra."Riemannian optimization via Frank-Wolfe Methods". Accepted to appear Mathematical Programming. May 2022. |
Preprint. Xiang Cheng, Jingzhao Zhang, Suvrit Sra. "Theory and Algorithms for Diffusion Processes on Riemannian Manifolds." 2022/4/28. |
Preprint. Kwangjun Ahn, Jingzhao Zhang, Suvrit Sra. Understanding the unstable convergence of gradient descent. 2022/4/3. |
Preprint. Derek Lim, Joshua Robinson, Lingxiao Zhao, Tess Smidt, Suvrit Sra, Haggai Maron, Stefanie Jegelka. "Sign and Basis Invariant Networks for Spectral Graph Representation Learning." 2022/2/25. |
Preprint. Peiyuan Zhang, Jingzhao Zhang, Suvrit Sra. "Minimax in Geodesic Metric Spaces: Sion's Theorem and Algorithms." 2022/2/13. |
Preprint.. Jikai Jin, Suvrit Sra. "A Riemannian Accelerated Proximal Extragradient Framework and its Implications." Feb 2022. |
📕 Ali Jadbabaie, Horia Mania, Devavrat Shah, Suvrit Sra. "Time varying regression with hidden linear 2022 dynamics." Accepted to appear in 4th Annual Learning for Dynamics & Control Conference (L4DC), 2022. |
Preprint. Jingzhao Zhang, Haochuan Li, Suvrit Sra, Ali Jadbabaie. "On Convergence of Training Loss Without Reaching Stationary Points." Feb 2022. |
Preprint. Suvrit Sra. "Positive definite functions of noncommuting contractions, Hua-Bellman matrices, and a new distance metric". 2021/11/30. |
Preprint. Pourya Habib Zadeh, Suvrit Sra. "Introducing Discrepancy Values of Matrices with Application to Bounding Norms of Commutators." 2021/11/23. |
Nov 12-2021. 🎤 BLISS seminar UC Berkeley. Title: Some surprising gaps between optimization theory and ML November practice. 2021 |
Nov 2021. 🎤 Data Science Seminar, London School of Economics. Title: Do we understand how to find critical points in nonsmooth optimization? |
Sep 15 2021. 🎤 Keynote speaker 2nd Workshop on Nonsmooth Optimization and its Applications. (Urmia University of Technnology, Iran. |
May 2021. 🎤 Keynote speaker: AI for Public Health Workshop at ICLR 2021 |
Mar 2021. 🎤 FODSI Seminar Series (UC Berkeley). Title: SGD without replacement: optimal rate analysis and more |
Mar 2021. 🎤 Boston University, Math-Physics Seminar. Title: Accelerated gradient methods on Riemannian manifolds |
Feb 2021. 🎤 Caltech ECE Department Systems Seminar. Title: Accelerated Gradient Methods on Riemannian Manifolds |
Horia Mania and Suvrit Sra. "Why do classifier accuracies show linear trends under distribution shift? 2021 |
📕 Kwangjun Ahn, Suvrit Sra."Understanding Nesterov's Acceleration via Proximal Point Method." 2022 Symposium on Simplicity in Algorithms (SOSA). SIAM. 2022. pp.117-130 |
📕 Anshul Shah, Suvrit Sra, Rama Chellappa, Anoop Cherian. "Max-Margin Contrastive Learning."Accepted to appear in AAAI Conference Proceedings. 2022. |
📕 Chulhee Yun, Shashank Rajput, Suvrit Sra."Minibatch vs local SGD with shuffling: Tight convergence 2022 bounds and beyond."International Conference on Learning Representations. 2022. |
📕 Jingzhao Zhang, Aditya Krishna Menon, Andreas Veit, Srinadh Bhojanapalli, Sanjiv Kumar, and Suvrit Sra.“Coping with Label Shift via Distributionally Robust Optimisation”. In International Conference on Learning Representations (ICLR), 2021 |
📕 Alp Yurtsever, Varun Mangalick, Suvrit Sra."Three Operator Splitting with a Nonconvex Loss Function." Proceedings of the 38th International Conference on Machine Learning, PMLR 139, 2021 |
📕 Yi Tian, Yuanhao Wang, Tiancheng Yu, Suvrit Sra."Provably Efficient Online Agnostic Learning in Markov Games"Proceedings of the 38th International Conference on Machine Learning, PMLR 139, 2021 |
📕 Chulhee Yun, Suvrit Sra, Ali Jadbabaie. "Open Problem: Can Single-Shuffle SGD be Better than Reshuffling SGD and GD?" Conference on Learning Theory (COLT). Proceedings of Machine Learning Research vol 134:1–6, 2021 |
📕 Alp Yurtsever, Alex Gu, Suvrit Sra. "Three Operator Splitting with Subgradients, Stochastic Gradients, December and Adaptive Learning Rates." Advances in Neural Information Processing Systems (NeurIPS). 2021 |
📕 Joshua Robinson, Li Sun, Ke Yu, Kayhan Batmanghelich, Stefanie Jegelka, Suvrit Sra. "Can December contrastive learning avoid shortcut solutions?". Advances in Neural Information Processing Systems (NeurIPS), 2021 |
📕 Suvrit Sra. Metrics Induced by Jensen-Shannon and Related Divergences on Positive Definite Matrices. Linear Algebra and its Applications (LAA) |
📕 Projection-free nonconvex stochastic optimization on Riemannian manifolds. IMA Journal of Numerical Analysis. (with Melanie Weber) |
Feb 06 2021. Can Single-Shuffle SGD be Better than Reshuffling SGD and GD? (with Chulhee Yun, Ali Jadbabaie) |
Feb 06 2021. Online Learning in Unknown Markov Games. (with Yi Tian, Yuanhao Wang, Tiancheng Yu) |
Feb 06 2021. Provably Efficient Algorithms for Multi-Objective Competitive RL (with Tiancheng Yu, Yi Tian, Jingzhao Zhang) |
Feb 02 2021. Why do classifier accuracies show linear trends under distribution shift? (with Horia Mania) |
📕 Jan 12 2021. Coping with Label Shift via Distributionally Robust Optimisation. (accepted to ICLR 2021 with Jingzhao Zhang, Aditya Menon, Andreas Veit, Srinadh Bhojanapalli, Sanjiv Kumar) |
📕 Jan 12 2021. Contrastive Learning with Hard Negative Samples. (accepted to ICLR 2021 with Joshua Robinson, Ching-Yao Chuang, Stefanie Jegelka) |
Associate Editor | • SIMODS (Dec 2023-) • IMA Inf. & Infer. (Sep 2023-) • JMLR (2018-) • OMS (2014-2020) |
2024 | • Senior Area Chair ICML 2024 • Senior Area Chair ICLR 2024 |
2023 | • Co-organizer: Simons Inst. Workshop • Senior Area Chair NeuRIPS 2023 |
2022 | • Senior Area Chair ICML 2022 • Senior Area Chair NeuRIPS 2022 |
2021 | • Senior Area Chair ICML 2021 • Senior Area Chair NeuRIPS 2021 • Senior PC COLT 2021 |
2020 | • PC Member Systems & ML • Area Chair AISTATS 2020 • Area Chair ICML 2020 • Senior PC COLT 2020 • Chair OPT 2019 |
2019 | • Organizer OPT 2019 • Area Chair NeuRIPS 2019 |
2018 | • Area Chair NIPS 2018 • Area Chair ICML 2018 • Sci. Committee: ISMP 2018 • Area Chair: COLT 2018 • Senior PC: AAAI 2018 |
2017 | • Co-chair: OPT2017 Workshop, NIPS 2017 (with A. Agarwal, B. Recht, S. Reddi) • Area Chair: NIPS 2017 • PC Member: ICML 2017 Workshop on Principled Approaches to Deep Learning |
2020 | I'm no longer (resigned) AE for IEEE TPAMI |
Dec 18 | 📕
Metrics Induced by Jensen-Shannon and Related Divergences on Positive Definite Matrices (accepted to Linear Algebra and its Applications). |
Oct |
Provably Efficient Online Agnostic Learning in Markov Games (with Yi Tian, Yuanhao Wang, Tiancheng Yu) |
Oct |
Coping with Label Shift via Distributionally Robust Optimisation (with Jingzhao Zhang, Aditya Menon, Andreas Veit, Srinadh Bhojanapalli, Sanjiv Kumar) |
Oct |
Contrastive learning with hard negative samples (with Joshua Robinson, Ching-Yao Chuang, Stefanie Jegelka) |
Oct | 📕
An Interpretable Predictive Model of Vaccine Utilization for Tanzania (Frontiers of Artificial Intelligence with R. Hariharan, J. Sundberg, G. Gallino, A. Schmidt, D. Arenth, B. Fels). |
Sep | 📕
Geodesically-convex optimization for averaging partially observed covariance matrices (ACML 2020 with Florian Yger, Sylvain Chevallier, Quentin Barthélemy). |
Sep | 📕
SGD with shuffling: optimal rates without component convexity and large epoch requirements (NeuRIPS 2020 - Spotlight with Kwangjun Ah and Chulhee Yun). |
Sep | 📕
Towards minimax optimal reinforcement learning in factored markov decision processes (NeuRIPS 2020 - Spotlight with Yi Tian and Jian Qian) |
Sep | 📕
Why are Adaptive Methods Good for Attention Models? (NeuRIPS 2020 with Jingzhao Zhang, Sai Praneeth Karimireddy, Andreas Veit, Seungyeon Kim, Sashank Reddi, Sanjiv Kumar) |
June |
Stochastic Optimization with Non-stationary Noise (with Jingzhao Zhang, Hongzhou Lin, Subhro Das, Ali Jadbabaie) |
June | 📕
Learning Adversarial Markov Decision Processes with Bandit Feedback and Unknown Transition (ICML 2020 with Chi Jin, Tiancheng Jin, Haipeng Luo, Tiancheng Yu) |
June | 📕
Complexity of Finding Stationary Points of Nonconvex Nonsmooth Functions (ICML 2020 with Jingzhao Zhang, Hongzhou Lin, Stefanie Jegelka, Ali Jadbabaie) |
June | 📕
Strength from Weakness: Fast Learning Using Weak Supervision (ICML 2020 with Joshua Robinson, Stefanie Jegelka) |
May | 📕
New concavity and convexity results for symmetric polynomials and their ratios (LMLA) (Linear and Multilinear Algebra, 68(5), 1031--38) |
May | 📕
From Nesterov’s Estimate Sequence to Riemannian Acceleration (COLT 2020 with Kwangjun Ahn) |
Apr 18 |
On Tight Convergence Rates of Without-replacement SGD (with Kwangjun Ahn). |
Mar | Book Chapter:
Recent Advances in Stochastic Riemannian Optimization (in Handbook of Variational Methods... with Reshad Hosseini). |
Feb 19 |
Strength from Weakness: Fast Learning Using Weak Supervision (with Joshua Robinson, Stefanie Jegelka). |
Feb 10 |
On Complexity of Finding Stationary Points of Nonsmooth Nonconvex Functions (with Jingzhao Zhang, Hongzhou Lin, Stefanie Jegelka, Ali Jadbabaie). |
Jan 24 |
From Nesterov's Estimate Sequence to Riemannian Acceleration (with Kwangjun Ahn). |
Jan 07 | Learning Adversarial MDPs with Bandit Feedback and Unknown Transition (with Chi Jin, Tiancheng Jin, Haipeng Luo, and Tiancheng Yu). |
Jan 04 | Revisiting Hua operator matrices and a new distance on noncommuting contractions |
Dec 10 | 🎤 Workshop: OPT2016: Optimization for Machine Learning (the 9th OPTML workshop at NIPS; co-organized with Francis Bach, Niao He, and Sashank Reddi) |
Dec 09 | 🎤 At the Nonconvex Optimization for Machine Learning: Theory and Practice Workshop (a NIPS 2016 workshop; speaking on Taming nonconvexity via geometry) |
Dec 05 |
Tutorial: Neural Information Processing Systems (NIPS), Conference, Barcelona, Spain (Large-Scale Optimization: Beyond Stochastic Gradient Descent and Convexity with Francis Bach) [slides part 1], [slides part 2] |
Nov 04 | 🎤 Data Science Seminar, Northeastern University, Boston. (on Geometric Optimization) |
Sep 13 | 🎤 LIDS Seminar, MIT (in the LIDS Seminar series, on the topic of Geometric Optimization) |
Fall' 16 |
Teaching:
6.867 Machine Learning (EECS graduate course) (with Leslie Kaelbling, Tomas Lozano-Perez) |
Aug 12 | 📕
Markov Chain Sampling in Discrete Probabilistic Models with Constraints (with Chengtao Li, Stefanie Jegelka) Advances in Neural Information Processing Systems (NIPS) 2016 |
Aug 12 | 📕
Kronecker Determinantal Point Processes (with Z. Mariet) Advances in Neural Information Processing Systems (NIPS) 2016 |
Aug 12 | 📕
Fast stochastic optimization on Riemannian manifolds (with H. Zhang, S. Reddi) Advances in Neural Information Processing Systems (NIPS) 2016 |
Aug 12 | 📕
Fast Stochastic Methods for Nonsmooth Nonconvex Optimization (with Sashank Reddi, Barnabas Poczos, Alex Smola) Advances in Neural Information Processing Systems (NIPS) 2016 |
Aug 08 | 📕
Stochastic Frank-Wolfe Methods for Nonconvex Optimization (with Sashank Reddi, Barnabas Poczos, Alex Smola) 54th Allerton Conference on on Communication, Control, and Computing, 2016. |
Aug 08 | 🎤 OPT 2016: Optimization for Machine Learning accepted to NIPS. The 9th NIPS Workshop on Optimization of Machine Learning; stay tuned for updates. (co-organized with Francis Bach, Sashank Reddi, Niao He) |
Aug 02 |
Markov Chain Sampling in Discrete Probabilistic Models with Constraints (with Chengtao Li, Stefanie Jegelka) |
Aug 02 |
📕
Riemannian Dictionary Learning and Sparse Coding for Positive Definite Matrices (with Anoop Cherian) to appear in IEEE TNNLS |
Jul 24 |
📕
Fast incremental method for smooth nonconvex optimization (with Sashank Reddi, Barnabas Poczos, Alex Smola). to appear in IEEE Conference on Decision and Control (CDC) 2016. |
Jul 14 |
Stochastic Frank-Wolfe Methods for Nonconvex Optimization (with Sashank Reddi, Barnabas Poczos, Alex Smola) |
Jul 13 |
Fast sampling for Strongly Rayleigh Measures with Application to Determinantal Point Processes (with Chengtao Li, Stefanie Jegelka) |
Jul 11 | 🎤 At SIAM Annual Meeting 2016, Boston. Organizing Advances in large-scale optimization. |
Jun 23 |
Speaking at the Nonconvex Optimization Workshop (on Fast Nonconvex Stochastic Optimization) |
Jun 20 | 🎤 At ICML 2016, NYC. See the papers below! |
May 20 |
Kronecker Determinantal Point Processes (with Z. Mariet) |
May 20 |
Fast stochastic optimization on Riemannian manifolds (with H. Zhang, S. Reddi) |
May 20 |
Fast Stochastic Methods for Nonsmooth Nonconvex Optimization (with Sashank Reddi, Barnabas Poczos, Alex Smola) |
May 05 | 📕
On the Matrix Square Root via Geometric Optimization Accepted to Electronic Journal on Linear Algebra (ELA) |
Apr 26 | 📕
First-order methods for geodesically convex optimization (with Hongyi Zhang). Conference on Learning Theory (COLT 2016) |
Apr 24 | 📕
Geometric Mean Metric Learning (with Pourya H. Zadeh, Reshad Hosseini) International Conference on Machine Learning (ICML 2016) |
Apr 24 | 📕
Parallel and Distributed Block-Coordinate Frank-Wolfe Algorithms (with Yu-Xiang Wang, Veeranjaneyulu Sadhanala, Wei Dai, Willie Neiswanger, Eric Xing) International Conference on Machine Learning (ICML 2016) |
Apr 24 | 📕
Stochastic variance reduction for nonconvex optimization (with Sashank Reddi, Ahmed Hefny, Barnabas Poczos, Alexander Smola). International Conference on Machine Learning (ICML 2016) |
Apr 24 | 📕
Gaussian quadrature for matrix inverse forms with applications (with Chengtao Li, Stefanie Jegelka). International Conference on Machine Learning (ICML 2016) |
Apr 24 | 📕
Fast DPP sampling for Nyström with application to Kernel Methods (with Chengtao Li, Stefanie Jegelka). International Conference on Machine Learning (ICML 2016) |
Apr 21 | 📕
Entropic Metric Alignment for Correspondence Problems (with Justin Solomon, Gabriel Peyré, Vladimir Kim). Accepted to ACM SIGGRAPH 2016 |
Apr 07 |
Combinatorial Topic Models using Small–Variance Asymptotics (with Ke Jiang, Brian Kulis) |
Mar 18 |
Fast DPP sampling for Nyström with application to Kernel Methods (with Chengtao Li, Stefanie Jegelka) |
Mar 13 |
Fast incremental method for smooth nonconvex optimization (with Sashank Reddi, Barnabas Poczos, Alex Smola) [arXiv] |
Feb 21 |
First-order methods for geodesically convex optimization (with Hongyi Zhang) |
Feb 14 | 📕
Inference and mixture modeling with the Elliptical Gamma distribution. (with Reshad Hosseini, Lucas Theis, Matthias Bethge). Accepted to Computational Statistics and Data Analysis (CSDA) |
Feb 05 |
Stochastic variance reduction for nonconvex optimization (with Sashank Reddi, Ahmed Hefny, Barnabas Poczos, Alexander Smola). [arXiv] |
Feb 02 |
📕
Diversity Networks (with Zelda Mariet). International Conference on Learning Representations (ICLR 2016). |
2016 | Service: PC for DIFF-CVML'16 at CVPR 2016 |
2016 |
Teaching:
6.036 Introduction to Machine Learning (with Tommi Jaakkola, Regina Barzilay) |
Jan 21 |
Lecturing:
Aspects of Convex, Nonconvex, and Geometric Optimization. At Hausdorff Institute for Mathematics, Bonn, Germany. |
Jan 18 |
📕
Sum-of-squared logarithms inequality. (with Lev Borisov, Patrizio Neff, and Christian Thiel). Accepted to Linear Algebra and its Applications (LAA) |
2016 | Service: Area Chair for NIPS 2016, ICML 2016 |
2016 | Service: Program Committee for KDD 2016 |
Jan 12 | Book Chapter: Directional Statistics in Machine Learning: a brief review (submitted) |
Jan 04 | Visiting: Hausdorff Institute for Mathematics and participating in Math of Signal Processing |
2015 | Served as Area Chair for AISTATS 2016 |
Dec 22 | 📕 AdaDelay: Delay Adaptive Distributed Stochastic Optimization (with Adams Wei Yu, Mu Li, Alexander Smola) Accepted to Artificial Intelligence and Statistics 2016 (AISTATS'16) |
Dec 22 | 📕 Efficient Sampling for K-Determinantal Point Processes (with Chengtao Li, Stefanie Jegelka) Accepted to Artificial Intelligence and Statistics 2016 (AISTATS'16) |
Dec 22 | Book Chapter: Geometric Optimization in Machine Learning (with Reshad Hosseini) |
Dec 17 | (update) Riemannian dictionary learning and sparse coding (with A. Cherian) |
Dec 17 | (update) Inference and mixture modeling with the Elliptical Gamma distribution (with Reshad Hosseini, Lucas Theis, Matthias Bethge) |
Dec 16 | (update) Matrix square roots via geometric optimization |
Dec 15 | Book Chapter: Positive Definite Matrices: Data Representation and Applications to Computer Vision (with Anoop Cherian) |
Dec 06 | Bounds on bilinear inverse forms via Gaussian quadrature with applications (with Chengtao Li, Stefanie Jegelka) |
2015 | Served on Program Committee for SIGMOD 2016 |
2015 | Served on Program Committee for KDD 2015 |
2015 | Served as Area Chair for ICML 2015 |
Nov 17 | Diversity Networks (with Zelda Mariet) |
Sep 18 | Inequalities via elementary symmetric polynomial monotonicity |
Sep 07 | Efficient structured low rank minimization (with Adams Wei Yu, Wanli Ma, Yaoliang Yu) |
Sep 07 | Efficient Sampling for K-Determinantal Point Processes (with Chengtao Li, Stefanie Jegelka) |
Sep 07 | 📕 on Positive definite matrices and the S-Divergence to appear in Proceedings American Math Society (PAMS) |
Sept. | OPTML++: Running the OPTML++ research seminar plus reading group |
Sep 04 | 📕 on Manifold optimization for mixture models accepted to NIPS 2015 (with R. Hosseini) |
Sep 04 | 📕 Asynchronous variance reduced stochastic gradient accepted to NIPS 2015 (with with Sashank Reddi, Ahmed Hefny, Barnabas Poczos, Alexander Smola) |
Aug 20 | on Delay sensitive distributed optimization (with Adams Wei Yu, Mu Li, Alexander Smola) |
Aug 17 | Sum-of-squared logarithms inequality (with Lev Borisov, Patrizio Neff, and Christian Thiel) |
Aug 14 | Announcement! OPT2015: Optimization for Machine Learning, NIPS, Montreal is happening! |
Jul 29 | Matrix square roots via geometric optimization |
Jul 13 | Conic geometric optimisation at ISMP, 2015 |
Jul 10 | Riemannian dictionary learning and sparse coding (with Anoop Cherian) |
Jun 24 | Preprint Manifold optimization for mixture models (with Reshad Hosseini) |
Jun 24 | 📕 A proof of Thompson's determinantal inequality (with Minghua Lin) |
Jun 23 | Preprint Variance reduction in stochastic gradient and asynchronous algorithms (with S. Reddy, A. Hefny, B. Poczos, A. Smola) |
Jun 16 | Lecturing at the MSR Summer School on Machine Learning, Bangalore Lecture slides are now available |
May 17 | 📕 Inequalities for normalized Schur functions accepted to European Journal of Combinatorics (my first combinatorics paper!) |
May 12 | 📕 Operator Hlawka-like inequalities on positive definite tensors (with Wolfgang Berndt) to Linear Algebra and its Applications (LAA) |
May 12 | 📕 Efficient randomized coordinate descent algorithms for non separable constrained optimization (with Sashank Reddi, Ahmed Hefny, C. Downey, A. Dubey); Uncertainty in Artificial Intelligence (UAI 2015) |
Apr 26 | 📕 Efficiently learning determinantal point processes (with Z. Mariet). accepted to ICML'15. written during my first two weeks at MIT! |
Apr 04 | (new version) Explicit diagonalization of an anti-triangular Cesaró matrix |
Mar 13 | Speaking about Schur functions at the MIT Combinatorics Seminar!! |
Mar 01 | Proof of a conjecture in combinatorics: On inequalities for normalized Schur functions |
Jan 22 | 📕 Conic geometric optimisation on the manifold of positive definite matrices (with Reshad Hosseini) accepted for publication to SIAM J. Optimization |
Jan 17 | 📕 Data Modeling with the Elliptical Gamma Distribution upcoming in AISTATS 2015 (with Reshad Hosseini) |
Jan 16 | Started at MIT! |
[25.12.2014] | Looking for a candidate interested in working on a (paid) potentially high-impact and novel industrial project on machine learning for healthcare informatics. Please email me if you are interested |
[21.11.2014] | Preprint Updated version of: Conic geometric optimisation on the manifold of positive definite matrices |
[17.11.2014] | Preprint Updated version of: Hlawka-Popoviciu inequalities on positive definite tensors |
[16.11.2014] | SoftwareFast total-variation toolbox now on github! |
[29.10.2014] | New preprints
Efficient structured matrix rank minimization (convex optimization, compressed sensing)
Statistical inference with elliptical distributions (nonconvex optimization, mixture modeling) Super fast modular total-variation optimization! (see also: TV webpage) Hlawka inequalities on positive definite tensors (hypergraph cut style operator inequalities) Completely strong superadditivity of generalized matrix functions (if you like matrix submodularity!) Explicit diagonalization of a Cesaró/Markov matrix (min / max kernels, operator norms) Asynchronous Parallel Block-Coordinate Frank-Wolfe (large-scale parallel convex optimization) Randomized coordinate descent methods with linear constraints (work in progress) |
[20.09.2014] | I'm moving to MIT in January 2015! |
[29.07.2014] | Website moved to AWS |
[17.07.2014] | PreprintNew arXiv version of Conic geometric optimisation on the manifold of positive definite matrices |
[15.06.2014] | PaperRiemannian sparse coding, ECCV 2014 |
[01.06.2014] | Wow, I've already left CMU! so quickly it went by!!! |
[30.05.2014] | PaperFast Newton methods for the group fused lasso, New Uncertainty in AI (UAI 2014) |
[25.04.2014] | PaperRobust sparse hashing, IEEE Transactions on Image Processing |
[13.04.2014] | PaperRandomized nonlinear component analysis (ICML 2014) |
[15.03.2014] | Serving as an Area Chair for NIPS 2014 |
Jan 2014 | Teaching Advanced Optimization at CMU from Jan 13 onwards! |
[02.01.2014] | Serving as Associate Editor for Optimization Methods and Software |
[27.12.2013] | Preprint new arXiv version of Positive definite matrices and the S-Divergence |
[11.12.2013] | Paper Stochastic ADMM (ICML 2014) |
[10.12.2013] | Preprint new arXiv version of Positive definite matrices and the symmetric Stein divergence |
[04.12.2013] | Preprint arXiv version of S. Sra, R. Hosseini, "Conic geometric optimisation on the manifold of positive definite matrices" |
[19.11.2013] | Preprint arXiv version of S. Jegelka, F. Bach, S. Sra, "Reflection methods for submodular optimization" |
[25.10.2013] | Paper in IMA J. Numerical Analysis Correlation matrix nearness and completion under observation uncertainty |
[05.09.2013] | Serving as an Area Chair for ICML 2014 |
[05.09.2013] | Serving on the Senior PC for AISTATS 2014 |
[04.09.2013] | Paper (with S. Jegelka, F. Bach) Reflection methods for submodular optimization |
[04.09.2013] | Paper (with R. Hosseini) Geometric optimisation for positive definite matrices |
[01.09.2013] | Visiting ML Dept., School of CS, Carnegie Mellon University for 2 semesters! |
[21.05.2013] | EE227A is over! Hopefully my lecture notes will be available soon! |
[15.03.2013] | Serving as an Area Chair for NIPS 2013 |
[22.01.2013] | Teaching EE227A: Convex Optimization, EECS, UC Berkeley |
[08.12.2012] | Presented a short version of my new distance function at the NIPS Workshop on "Algebraic Topology and Machine Learning" |
[01.12.2012] | Paper Similarity computations on positive definite matrices for fast nearest neighbor search. IEEE TPAMI |
[07.09.2012] | Paper The multivariate Watson distribution: Maximum likelihood and other aspects" in J. Multivariate Analysis |
[03.09.2012] | Paper Large-scale nonconvex nonsmooth optimization |
[03.09.2012] | Paper A new distance metric on the manifold of positive definite matrices |
[24.06.2012] | Talk Speaking @ the NIMS Hot Topics Workshop on Positive Matrices and Operators at KNU, Daegu, Korea |
Jun 2013 | Award. My work on Metric Nearness was selected to receive the SIAM Outstanding Paper Prize, 2011 |
2012 | Book on Optimization for Machine Learning (co-edited with S. Nowozin and S. J. Wright; Publisher: MIT Press) is available here. Here are links to Amazon and Barnes and Noble |