Sébastien Bubeck


Theory Group, Microsoft Research, Redmond

Assistant Professor (on leave of absence)

ORFE, Princeton University


Building 99, 2955

Redmond, WA 98052

sbubeck AT princeton DOT edu

This July I joined the Theory Group at Microsoft Research, on leave of absence from Princeton University.

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


Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems

S. Bubeck and N. Cesa-Bianchi

In Foundations and Trends in Machine Learning, Vol 5: No 1, 1-122, 2012

[pdf] [Link to buy a book version, discount code: MAL022024]

Research Interests

  • machine learning

  • combinatorial statistics/analysis of networks

  • multi-armed bandits

  • online learning

  • stochastic optimization

  • convex optimization