Luigi Malagò

Principal Investigator
Romanian Institute of Science and Technology RIST
Cluj-Napoca, Romania

Address: Str. Cireşilor 29, 400487 Cluj-Napoca, Romania
Email [my-last-name-without-any-accent]@rist.ro
Office: +40 727 753242

Next Conferences and Meetings


  • TGSI2017 Topological and Geometrical Structure of Information - CIRM conference, August 27 - September 1 2017, Marseille, France
  • Dagstuhl Seminar Theory of Evolutionary Algorithms, May 7 - 12, 2017, Wadern, Germany
  • PPSN 2016 Parallel Problem Solving from Nature, Edinburgh, Scotland, UK on September 17 2016
  • MOD 2016 The Second International Workshop on Machine Learning, Optimization and Big Data, August 26-29 2016, Volterra, Tuscany, Italy

  • Past events


    News


  • [16-01-2016] I will give a talk entitled "Second-order geometry of Hessian manifolds, with applications to the optimization over the multivariate Gaussian distribution" at RIKEN BSI, Tokyo on the 22th of January 2016
  • [20-12-2015] I will give a tutorial entitled "Bridging Optimization over Manifolds and Evolutionary Computation" at PPSN 2016, Edinburgh, Scotland, UK on September 17 2016

  • Old news


    Short Biography


    Since July 2014 I'm Assistant Professor at Shinshu University in Nagano, and since October 2014, I will be a visiting research at Inria TAO in Paris for one year. Previously, from May to June 2014 I was a research assistant at Collegio Carlo Alberto, working with Giovanni Pistone. From April 2012 to April 2014, I was a postdoc researcher at the Department of Computer Science at Universita' degli Studi di Milano, working with Nicolo' Cesa-Bianchi. In 2012 I got a PhD in Computer Science Engineering at Politecnico di Milano, under the supervision of Matteo Matteucci and Giovanni Pistone, from Collegio Carlo Alberto, Moncalieri. During my PhD studies I had the opportunity to visit different laboratories. From April to July 2010 I have been a visiting researcher at MPI for Mathematics in the Sciences (MIS) in Leipzig, at Nihat Ay's group, and from July to August 2010 at Prof. Shun-ichi AMARI's lab, at RIKEN Brain Science Institute. Previosly, I obtained a Bachelor and a Master cum Laude in Computer Science Engineering at Politecnico di Milano, in 2004 and 2007, and a Diploma at Alta Scuola Politecnica in 2006. In 2012 I was awarded with the Dimitris N. Chorafas Foundation Award for best PhD thesis.


    Research Interests


    My research interests focus on information geometry, and in particular on the study of stochastic optimization methods from a geometric perspective. I am also interested in machine learning, and in particular in online classification using selective sampling techniques.

    Application of Information Geometry to Stochastic Optimization

    Model-based optimization consists of a large family of optimization methods and algorithms where the search for the optimum is guided by the introduction of a stochastic model defined over the variables of the search space. The new objective function to be optimized becomes the stochastic relaxation of the objective function, i.e., the expected value of the original function with respect to a distribution in statistical model. From the point of view of information geometry, statistical models are Riemannian manifolds of probability distributions endowed with the Fisher information metric, thus given a statistical model, the stochastic relaxation becomes a continuos optimization problem defined over a differentiable manifold. The gradient descent techniques used to find the optimum of the stochastic relaxation which take into account the geometry of the new search space are based on the natural gradient, i.e., the gradient evaluated with respect to the Fisher information matrix. I'm interested in the study of stochastic optimization methods which perform Stochastic Natural Gradient Descent (SNGD), i.e., which approximate the natural gradient with a sample-based Monte Carlo estimation. I'm also interested in the second-order geometry of statistical models in the exponential family, based on the Riemannian Hessian, which allow to define second-order optimization methods over statistical manifolds.

    Online Learning with Selective Sampling

    In online classification, the learner is provided with a sequence of observations which have to be classified online. After the prediction, the learner can access the label so that the classifier can be updated. In the selective sampling scenario, after the prediction the learner can chose whether or not to ask for the true label, in order to minimize the number of queries and at the same time obtain good prediction accuracies. I am interested in online classification algorithms with selective sampling in presence of multiple annotators, characterized by different costs and accuracies, where the learner has to chose not only when to ask for a label, but also which annotator to query.


    Tutorials and Lectures


  • Tutorial on Information Geometry and Algebraic Statistics on a finite state space and on Gaussian models (together with Giovanni Pistone) at the Algebraic Statistics 2015 conference, Genova, 11 June, 2015

  • Slides of the lecture Applications of Information Geometry to Combinatorial Optimization at the PhD Course on Information Geometry in Learning and Optimization, Copenhagen, 22-26 September, 2014
    Extra material: [animation]

  • GECCO 2014 Tutorial slides: Information Geometry in Evolutionary Computation [updated pdf] (together with Tobias Glasmachers), Vancouver, 13 July, 2014


  • Publications


    Selected papers appear in bold

    Papers in Proceedings of International Journals


  • L. Malagò and G. Pistone.
    Natural Gradient Flow in the Mixture Geometry of a Discrete Exponential Family.
    In Entropy 17(6), special issue on Information, Entropy and their Geometric Structures, 4215-4254, 2015

  • L. Malagò and G. Pistone.
    Combinatorial Optimization with Information Geometry: Newton Method.
    In Entropy 16(8), special issue on Information Geometry, pages 4260-4289, 2014.

  • Papers in Proceedings of International Conferences


  • L. Malagò and G. Pistone.
    Second-Order Optimization over the Multivariate Gaussian Distribution.
    In Geometric Science of Information GSI, 2015.

  • L. Malagò and G. Pistone.
    Information Geometry of Gaussian Distributions in View of Stochastic Optimization.
    Proceedings of FOGA '15, held on January 17-20, 2015, Aberystwyth, Wales, 2015.

  • L. Malagò and G. Pistone.
    Gradient Flow of the Stochastic Relaxation on a Generic Exponential Family.
    Proceedings of MaxEnt 2014, held on September 21-26, 2014, Château Clos Lucé, Amboise, France, 2014.
    Extra material: [animation]

  • L. Malagò and G. Pistone.
    Optimization via Information Geometry.
    In Book of Proceedings of the Seventh International Workshop on Simulation (IWS) held on May 21-25, 2013, in Rimini, Italy, 2014.

  • L. Malagò and M. Matteucci.
    Robust Estimation of Natural Gradient in Optimization by Regularized Linear Regression.
    In Geometric Science of Information GSI2013, 2013.

  • L. Malagò, M. Matteucci, and G. Pistone.
    Natural Gradient, Fitness Modelling and Model Selection: A Unifying Perspective.
    In IEEE Congress on Evolutionary Computation (CEC), 2013.

  • D. Cucci, L. Malagò and M. Matteucci.
    Variable Transformations in Estimation of Distribution Algorithms.
    In Parallel Problem Solving from Nature - PPSN XII, Lecture Notes in Computer Science Volume 7491, pages 428--437, 2012.

  • E. Corsano, D. Cucci, L. Malagò, and M. Matteucci.
    Implicit Model Selection based on Variable Transformations in Estimation of Distribution.
    In Learning and Intelligent OptimizatioN Conference LION 6, Lecture Notes in Computer Science, pages 360--365, 2012.

  • G. Valentini, L. Malagò, and M. Matteucci.
    Optimization by l1-constrained Markov fitness modelling.
    In Learning and Intelligent OptimizatioN Conference LION 6, Lecture Notes in Computer Science, pages 250--264, 2012.

  • L. Malagò, M. Matteucci, and G. Pistone.
    Optimization of pseudo-boolean functions by stochastic natural gradient descent.
    In MIC 2011, 9th Metaheuristics International Conference, 2011.

  • L. Malagò, M. Matteucci, and G. Valentini.
    Introducing l1-regularized logistic regression in Markov networks based EDAs.
    In Evolutionary Computation (CEC), 2011 IEEE Congress on, pages 1581--1588, 2011.

  • L. Malagò, M. Matteucci, and G. Pistone.
    Stochastic natural gradient descent by estimation of empirical covariances.
    In Evolutionary Computation (CEC), 2011 IEEE Congress on, pages 949--956, 2011.

  • L. Malagò, M. Matteucci, and G. Pistone.
    Towards the geometry of estimation of distribution algorithms based on the exponential family.
    In Proceedings of FOGA '11, pages 230--242, New York, NY, USA, 2011. ACM.

  • G. Valentini, L. Malagò, and M. Matteucci.
    Evoptool: An extensible toolkit for evolutionary optimization algorithms comparison.
    In Evolutionary Computation (CEC), 2010 IEEE Congress on, pages 1--8, 2010.

  • A. Bonarini, A. Furlan, L. Malagò, D. Marzorati, M. Matteucci, D. Migliore, M. Restelli, and D. G. Sorrenti.
    Milan Robocup Team 2009.
    Robocup International Symposium 2009, Robocup 2009, Graz, Austria, pages 1--8, 2009.

  • Papers in Workshops


  • L. Malagò, Nicolò Cesa-Bianchi, and Jean-Michel Renders.
    Online Active Learning with Strong and Weak Annotators
    .
    NIPS 2014 Workshop on Crowdsourcing and Machine Learning, Montreal, Canada, 13 December 2014.

  • L. Malagò, and G. Pistone.
    Stochastic Relaxation over the Exponential Family: Second-Order Geometry.
    NIPS 2014 Workshop on Optimization for Machine Learning (OPT2014), Montreal, Canada, 12 December 2014.

  • L. Malagò and G. Pistone.
    A note on the border of an exponential family.
    Working paper, Carlo Alberto Notebooks, No. 168. A shorter version of the paper was presented at the SIS 2010 conference in Padova, Italy. [arXiv:1012.0637]

  • L. Malagò, M. Matteucci and G. Pistone.
    Stochastic relaxation as a unifying approach in 0/1 programming.
    NIPS 2009 Workshop on Discrete Optimization in Machine Learning: Submodularity, Sparsity & Polyhedra (DISCML), Whistler, Canada, 2009.

  • L. Malagò, M. Matteucci, and B. Dal Seno.
    An information geometry perspective on estimation of distribution algorithms: boundary analysis.
    In Proceedings of the 2008 GECCO conference companion on Genetic and evolutionary computation, GECCO '08, pages 2081--2088, New York, NY, USA, 2008. ACM.

  • Other contributions


  • R. Barboza, L. Borra, M. B. Criniti, L. Malagò, and M. Rossi.
    IERoKi, Innovative Entertainment Robot for Kids.
    In Multidisciplinarity and Innovation, ASP projects 1, Alta Scuola Politecnica, pages 56--59. Telesma Edizioni, 2007.
    Extra material: [video]


    Teaching Material


  • Politecnico di Milano, 2013-14 Informatica B, Prof. Daniele Loiacono
  • Politecnico di Milano, 2010-11, 2011-12, 2012-13, 2013-14 Pattern Analysis and Machine Intelligence, Prof. Matteo Matteucci
  • Politecnico di Milano, 2012-13 Informatica per Ing. Civile, Prof. Salvatore Distefano


  • Downloads


  • [09-01-2014] Politecnico di Milano, DEI beamer template (based on Håvard Berland NTNU template) [zip] [pdf]


  • Links


  • It’s All Latin to Me: Latin Abbreviations in Scholarly Writing by Chelsea Lee: On the differences between "cf." and "e.g.,".
  • On the differences between "besides" and "beside":
  • How to Write Goals and Objectives for Grant Proposals: using the S.M.A.R.T. method of writing your objectives. Specific, Measurable, Attainable, Realistic, and Time-bound.




  • Last update 25 August 2016