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Interests

  • Numerical Linear Algebra
  • Numerical optimization algorithms for convex and nonconvex problems.
  • On-line optimization
  • Recommender systems with tabular data
  • Software development: design principles, TDD and BDD, C++, C#, F#

Projects

  • Proximal point with exponential losses - a tiny Python library containing an fast and numerically accurate PyTorch and NumPy implementations of the proximal operator of exponential loss functions (Poisson Regression, Tilted Loss, etc)
  • Incremental proximal point - a library of algorithms for building incremental proximal-point methods for machine learning.
  • TREM OPF Solver - A MATLAB solver for a class of optimal power flow problems using the Tree Reduction and Expansion Method. See paper below.
  • AutoDiff - a .NET library for automatically computing derivatives of mathematical functions.

Publications

Academic service

  • Area Chair, The Web Conference 2025
  • Reviewer, ICLR 2025
  • External Reviewer, RecSys 2024
  • External Reviewer, SIGIR 2024
  • External Reviewer, CIKM 2023

Thesis