Update: I moved to ETH, please update your link. You will be forwarded to my new address.

NIPS 2013 Workshop on

**mail:** jaggi@berkeley.edu

**personal website: ** www.m8j.net

Research fellow in big data analysis at Simons Institute for the Theory of Computing, Berkeley, US.

2012/2013, I was a postdoctoral researcher with
Alexandre d'Aspremont at
CMAP at
Ecole Polytechnique, Paris.

Until 2011, I was a PhD student at ETH Zürich, supervised by
Bernd Gärtner and Emo Welzl.

**Research:**
Scientific interests:

- convex optimization for machine learning and big data analysis
- support vector machines, kernel methods, matrix factorizations, sparsity and structured prediction

**Publications:**

Refereed Journal and Conference Publications:Revisiting Frank-Wolfe: Projection-Free Sparse Convex Optimization

ICML 2013: International Conference on Machine Learning(2013) [Poster, Slides, Short Slides, Workshop Version, Video]Block-Coordinate Frank-Wolfe Optimization for Structural SVMs (with Simon Lacoste-Julien, Mark Schmidt and Patrick Pletscher

ICML 2013: International Conference on Machine Learning(2013) [Poster, Slides, Workshop Version, Code]Approximating Parameterized Convex Optimization Problems (with Joachim Giesen and Sören Laue)

ACM Transactions on Algorithms(2012) [Slides etc., DOI]

An Exponential Lower Bound on the Complexity of Regularization Paths (with Bernd Gärtner and Clément Maria)

Journal of Computational Geometry(2012)Optimizing over the Growing Spectrahedron (with Joachim Giesen and Sören Laue)

ESA 2012: 20th Annual European Symposium on Algorithms(2012)Regularization Paths with Guarantees for Convex Semidefinite Optimization (with Joachim Giesen and Sören Laue)

AISTATS 2012: 15th International Conference on Artificial Intelligence and Statistics(2012) [Poster, Slides etc.]Approximating Parameterized Convex Optimization Problems (with Joachim Giesen and Sören Laue)

ESA 2010: 18th Annual European Symposium on Algorithms(2010) [Slides etc., DOI]A Simple Algorithm for Nuclear Norm Regularized Problems (with Marek Sulovský)

ICML 2010: International Conference on Machine Learning(2010) [Slides etc.]Coresets for Polytope Distance (with Bernd Gärtner)

SCG '09: 25th Annual Symposium on Computational Geometry(2009) [Slides etc., DOI]

Refereed Workshop Proceedings:An Affine Invariant Linear Convergence Analysis for Frank-Wolfe Algorithms (with Simon Lacoste-Julien)

NIPS Workshop on Greedy Algorithms, Frank-Wolfe and Friends(2013)An Equivalence between the Lasso and Support Vector Machines

ROKS - International Workshop on Advances in Regularization, Optimization, Kernel Methods and Support Vector Machines: Theory and Applications(2013) [Slides, Video]Revisiting Frank-Wolfe: Projection-Free Sparse Convex Optimization

SPARS 2013: International Workshop on Signal Processing with Adaptive Sparse Structured Representations(2013) [Poster, Slides, Short Slides, Longer Version, Video]Block-Coordinate Frank-Wolfe Optimization for Structural SVMs (with Simon Lacoste-Julien, Mark Schmidt and Patrick Pletscher

NIPS Workshop on Optimization for Machine Learning(2012) [Poster, Slides, Longer Version, Code]

Drafts / Submitted / Various:An Optimal Affine Invariant Smooth Minimization Algorithm (with Alexandre d'Aspremont)

Draft on arXiv (2013)Convex Optimization without Projection Steps

Thesis chapter. arXiv math.OC (2011)(now subsumed by newer ICML 2013 version)A Combinatorial Algorithm to Compute Regularization Paths (with Bernd Gärtner, Joachim Giesen and Torsten Welsch)

Draft on arXiv cs.LG (2009)New Results in Tropical Discrete Geometry (with Gabriel Katz and Uli Wagner)

Manuscript (2008)

**Theses:**

Sparse Convex Optimization Methods for Machine Learning,

PhD thesis in Theoretical Computer Science, ETH Zurich, October 2011

(Advisors: Bernd Gärtner and Emo Welzl, Co-Examinors: Elad Hazan, Joachim Giesen, Joachim M. Buhmann)

Linear and Quadratic Programming by Unique Sink Orientations,

Diploma thesis in Mathematics, ETH Zurich, September 2006

Implementations of the Schreier-Sims Algorithm,

Semester thesis, University of London, March 2005

**Talks:**

Frank-Wolfe Optimization with Applications to Structured Prediction

15 November 2013, Machine Learning Reading Group, Stanford, USA

A fresh look at the Frank-Wolfe algorithm, with applications to sparse convex optimization

1 August 2013, ICCOPT Conference, Lisbon, Portugal

Connections between the Lasso and Support Vector Machines(invited plenary talk)

8 July 2013, ROKS 2013 Workshop, Leuven, Belgium

Block-Coordinate Frank-Wolfe Optimization with Applications to Structured Prediction(invited plenary talk)

2 May 2013, Optimization and Big Data Workshop, Edinburgh, UK

Revisiting Frank-Wolfe: Projection-Free Sparse Convex Optimization

24 January 2013, SMILE (Statistical Machine Learning in Paris) Seminar, Paris, France

Block-Coordinate Frank-Wolfe Optimization with Applications to Structured Prediction

13 November 2012, Xerox Research Europe Seminar, Grenoble, France

Block-Coordinate Frank-Wolfe for Structural SVMs

12 November 2012, INRIA LEAR Seminar, Grenoble, France

Cheaper Block Coordinate Descent by Frank-Wolfe Steps

22 May 2012, UCL-INMA / CORE Optimization Research Retreat, Knokke, Belgium

Structured Sparsity

10 November 2011, Mittagsseminar, ETH, [abstract]

Convex Optimization without Projection Steps

20 October 2011, INRIA / ENS Machine Learning Seminar, Paris, France

Sparse Convex Optimization Methods for Machine Learning

22 August 2011, Machine Learning Seminar, ETH

Convex Optimization with a Parameter, and Regularization Paths for Matrix Factorizations

3 March 2011, Mittagsseminar, ETH, [abstract]

A typical day in the life of the optimization problemmax x^{T}A x

14 October 2010, Mittagsseminar, ETH, [abstract]

A Simple Algorithm for Nuclear Norm Regularized Problems

22 June 2010, ICML 2010, Haifa, Israel

Matrix Factorizations of Incomplete Matrices

15 February 2010, Google Research Talk, Google Zürich

Maximum Margin Matrix Factorization and Simon Funk's Algorithm

18 January 2010, Machine Learning Seminar, ETH

Approximate SDP Solvers, Matrix Factorizations, the Netflix Prize, and PageRank

6 October 2009, Mittagsseminar, ETH, [abstract]

Coresets for Polytope Distance

8 June 2009, 25th Annual Symposium on Computational Geometry (SCG '09), Aarhus, Denmark

Kernels, Margins, Coresets and The Fight of High- vs. Low-Dimensional Spaces

26 March 2009, Mittagsseminar, ETH, [abstract]

Coresets for Polytope Distance

9 October 2008, Mittagsseminar, ETH, [abstract]

Approximating the cut norm using Grothendieck's inequality, by Noga Alon and Assaf Naor

11 April 2008, Reading Seminar, ETH, [DOI]

Geometry of Support Vector Machines

28 February 2008, Mittagsseminar, ETH, [abstract]

Evolution of Curvature and Other Quantities under Mean Curvature Flow

24 November & 1 December 2005, Seminar on Geometric Heat Flows, ETH

Extremal Combinatorics - Density and Universality

14 June 2004, Extremal Combinatorics Seminar, ETH

**Reviewing:**

Journals:Journals: Mathematical Programming, Mathematics of Operations Research, IEEE Transactions on Pattern Analysis and Machine Intelligence, Constructive Approximation, Optimization Methods & Software, Information Sciences, J. of Universal Computer Science, Algorithmica

Conferences:ICML (2014,2013,2012), NIPS (2013,2012), NIPS OPT and GREEDY Workshops (2013), COLT (2011), ALENEX (2010), ICALP (2010), ESA (2009,2008), SoCG (2008)

**Organizing:**

Together with Zaid Harchaoui and Federico Pierucci, I organized this year'sNIPS 2013 Workshop on

Greedy Algorithms, Frank-Wolfe and Friends. All papers, presentation slides and (soon) videos are available from the website.

**Teaching:**

Supervised Theses/Projects:Michel Verlinden:Sublinear time algorithms for Support Vector Machines,Semester project, July 2011Clément Maria:An Exponential Lower Bound on the Complexity of Regularization Paths,Internship project (jointly supervised with Bernd Gärtner), August 2010Dave Meyer:Implementierung von geometrischen Algorithmen für Support-Vektor-Maschinen,Diploma thesis, August 2009Gabriel Katz:Tropical Convexity, Halfspace Arrangements and Optimization,Master's thesis (jointly supervised with Uli Wagner), September 2008

Teaching Assistance:Informatics for mathematics and physics students (in C++), Fall 2011

Graph Drawing(Organizing Assistant), Spring 2011

Algorithms, Probability, and Computing(Organizing Assistant), Fall 2010

Algorithms, Probability, and Computing, Fall 2009

Informatics II for civil engineering students (in Java), Spring 2009

Informatics for mathematics and physics students (in C++), Fall 2008

Discrete Mathematics for electrical engineering students, Fall 2007

Analysis I for computer science students, Winter 2003/2004

**Consulting:**

I'm interested and available to provide consulting for your machine learning, big data, prediction or data analysis project. See this separate webpage for contact details.

MJ, Jan 2014