Sébastien Bubeck

Portrait 
Researcher

Theory Group, Microsoft Research, Redmond

Contact

Building 99, 2955

Redmond, WA 98052

sebubeck AT microsoft DOT com

I 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.

Currently I'm especially interested in (i) the interplay between convexity and randomness in optimization, and (ii) inference problems on random graphs.

BANDIT MONOGRAPH

Portrait 
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