About
I am a Senior Principal Researcher at MSR New York City (opens in new tab). Previously I was a researcher at MSR Silicon Valley (opens in new tab) lab (now defunct), after receiving my Ph.D. in Computer Science from Cornell and a postdoc at Brown.
My research interests are in algorithms and theoretical computer science, spanning learning theory, algorithmic economics, and networks. I am particularly interested in online machine learning and exploration-exploitation tradeoff, and their manifestations in socioeconomic environments. Much of my earlier research was on the analysis of Internet and social networks, metric embeddings, and distance/routing data structures. My work has been recognized with the best paper award at ACM EC 2010, the best paper nomination at WWW 2015, and the best student paper award at ACM PODC 2005.
Full publication list (opens in new tab) (with abstracts, by year and by topic).
My book, Introduction to Multi-Armed Bandits, provides a textbook-like treatment of the subject.
- Latest revision (opens in new tab) (Jan 2022) can be found on arXiv.
- Published (opens in new tab) (Nov 2019) with Foundations and Trends in Machine Learning (opens in new tab).
- Book announcements: in SIGEcom Exchanges (opens in new tab) and on MSR blog (opens in new tab).
Relevant project/group pages at MSR
Economics and Computation (opens in new tab)
Real-world Reinforcement Learning (opens in new tab)
Multiworld Testing (opens in new tab): a methodology and a system for contextual bandits.
(opens in new tab)Multi-armed bandits at MSR-SV (opens in new tab) (inactive since the closure of MSR-SV)
Former interns: Keegan Harris (opens in new tab) (2023), Mengxiao Zhang (opens in new tab) (2022), Sarath Pathatil (opens in new tab) (2022), Lequn Wang (opens in new tab) (2022), Yingkai Li (opens in new tab) (2021), Max Simchowitz (opens in new tab) (2020), Chara Podimata (opens in new tab) (2020), Mahsa Derakhshan (opens in new tab) (2019), Karthik Abinav Sankararaman (opens in new tab) (2018), Jieming Mao (opens in new tab) (2018), Manish Raghavan (opens in new tab) (2017), Mathias Lecuyer (opens in new tab) (2017), Steven Wu (opens in new tab) (2015, 2016), Chien-Ju Ho (opens in new tab) (2013, 2014), Ashwinkumar Badanidiyuru (opens in new tab) (2012, 2013), Sigal Oren (opens in new tab) (2011), Shiri Chechik (opens in new tab) (2010), Yogeshwer Sharma (opens in new tab) (2008).