SILVIA VILLA
Date of Birth: February 22, 1977
Citizenship: Italian
E-mail: [email protected]
Education
Curriculum Vitae
November 2014
Laboratory for Computational and Statistical Learning
Istituto Italiano di Tecnologia and
Massachusetts Institute of Technology
77 Massachusetts Avenue, Cambridge, MA 02139
UNIVERSITA’ DI FIRENZE, Italy 2001-2005
Ph.D. in Mathematics, April 12, 2005
Dissertation: Well-posedness in calculus of variations
Advisors: Prof. Tullio Zolezzi and Prof. Paolo Marcellini
UNIVERSITA’ DI GENOVA, Italy 1996-2001
Laurea Summa cum Laude in Mathematics, April 11, 2001
Dissertation: “Buona posizione e convergenza AW con applicazioni ai funzionali integrali”
Undergraduate Advisor: Prof. Tullio Zolezzi
Research
Interests
Statistical learning theory and convex optimization. Recent work is about proximal splitting
algorithms and their stochastic variants, consistency of learning algorithms, and iterative
regularization methods.
Appointments
LABORATORY FOR COMPUTATIONAL AND STATISTICAL LEARNING
Istituto Italiano di Tecnologia and Massachusetts Institute of Technology
04/01/2012-present (maternity leave from 19/12/2012 to 19/03/2013)
Postodoctoral Fellow
LABORATORY FOR COMPUTATIONAL AND STATISTICAL LEARNING
Istituto Italiano di Tecnologia and Massachusetts Institute of Technology
01/09/2011-30/11/2011
Visiting Scholar
STUDIO T&A S.R.L.
01/05/2010-01/08/2010
Project: “Strategic analysis, mathematical models, and algorithms for an organ exchange
program”
UNIVERSITA’ DI GENOVA, DISI
02/01/2010-04/01/2010
Scholarship, Title: “Testing di sistema prototipale per l’identificazione di volti in ambienti
strutturati”
UNIVERSITA’ DI GENOVA, DISI
01/02/2007 -01/02/2010
Postdoctoral Fellow
UNIVERSITA’ DI GENOVA, DIMA
03/10/2005 -02/10/2006
Postdoctoral Fellow
Book chapters
S. Villa, L. Rosasco and T. Poggio, On learnability, complexity, and stability, in Empirical
Inference Festschrift in Honor of Vladimir N. Vapnik, Springer-Verlag 2013, pp. 59-69
M. Beccuti, V. Fragnelli, G. Franceschinis, S. Villa, Dynamic simulations of kidney exchanges, in Operations Research Proceedings 2010 - Selected Papers of the Annual International Conference of the German Operations Research Society (OR2010), Springer LNCS,
2010, pp. 439-445
S. Villa, On a variational problem of Ulam, in: Systems, Control, Modeling and Optimization. IFIP International Federation for Information Processing, vol. 202, 2006, pp. 309-318
Publications on
S. Villa, L. Rosasco, S. Mosci, and A. Verri, Proximal methods for the latent group lasso
refereed journals penalty, Computational Optimization and Applications 58(2): 381–407, 2014
S. Villa, S. Salzo, L. Baldassarre, and A. Verri, Accelerated and Inexact Forward-Backward
Algorithms, SIAM Journal on Optimization 23(3): 1607–1633, 2014
L. Rosasco, S. Villa, S. Mosci, M. Santoro, A. Verri, Nonparametric Sparsity and Regularization, Journal of Machine Learning Research 14(Jul): 1665–1714, 2013
E. De Vito, V. Umanità and S. Villa, An extension of Mercer theorem to vector-valued
measurable kernels, Applied and Computational Harmonic Analysis 34(3): 339–351, 2013
S. Salzo and S. Villa, Convergence analysis of a proximal Gauss-Newton method, Computational Optimization and Applications 53(2): 557–589, 2012
S. Salzo and S. Villa, Inexact and accelerated proximal point algorithms, Journal of Convex
Analysis 19(4): 1167–1192, 2012
S. Villa, L. Rosasco, S. Mosci and A. Verri, Consistency of learning algorithms using AttouchWets convergence, Optimization: A Journal of Mathematical Programming and Operations
Research 61(3): 287–305, 2012
E. De Vito, V. Umanità, and S. Villa, A consistent algorithm to solve Lasso, elastic-net and
Tikhonov regularization, Journal of Complexity 27(2): 188–200, 2011
V. Umanità and S. Villa, Elastic-net regularization: iterative algorithms and asymptotic
behavior of solutions, Numerical Functional Analysis and Optimization 31(12): 1406–1432,
2010
S. Villa and F. Patrone, Incentive compatibility in kidney exchange problems, Health Care
Management Science 12(4): 351–362, 2009
R. Lucchetti, P. Radrizzani, and S. Villa, Generic well posedness in linear programming,
Pacific Journal of Optimization 4: 513–525, 2008
L. Levaggi and S. Villa, On the regularization of sliding modes, SIAM Journal on Optimization 18(3): 878–894, 2007
S. Villa, Well-posedness of non convex integral functionals, SIAM Journal on Control and
Optimization 43(4): 1298–1312, 2005
S. Villa, AW-Convergence and Well-Posedness of Non Convex Functions, Journal of Convex
Analysis 10(2): 351–364, 2003
Publications
on refereed
conference
proceedings
L. Rosasco, S. Villa and B. C. Vũ, Learning with stochastic proximal gradient, Proceeding
of 7th NIPS Workshop “Optimization for Machine learning”, Montreal, Canada, December
2014 (6 pages)
S. Villa, S. Salzo, L. Baldassarre, and A. Verri, Convergence rates of nested proximal methods,
Proceedings of 5th NIPS Workshop “Optimization for Machine learning”, Lake Tahoe, USA,
December 2012 (4 pages)
S. Mosci, L. Rosasco, M. Santoro, A. Verri and S. Villa, Is There Sparsity Beyond Additive
Models?, 16th IFAC Symposium on System Identification 2011, pp. 971–976
C. Basso, M. Santoro, A. Verri and S. Villa, PADDLE: Proximal Algorithm for Dual Dic-
tionaries LEarning, Artificial Neural Networks and Machine Learning - ICANN 2011 - 21st
International Conference on Artificial Neural Networks, Espoo, Finland, June 2011, Proceedings, Part I. LNCS 6791, Springer 2011, pp. 379-386
S. Mosci, S. Villa, A. Verri and L. Rosasco, A primal-dual algorithm for group sparse regularization with overlapping groups, in: Advances in neural processing systems 21: 24th Annual
Conference on Neural Information Processing Systems 2010, pp. 2604–2612
S.Mosci, L. Rosasco, M. Santoro, A.Verri and S.Villa, Solving Structured Sparsity Regularization with Proximal Methods, in: Machine Learning and Knowledge discovery in Databases
European Conference, ECML PKDD 2010, Barcelona, Spain, September 20-24, 2010, Proceedings, Part II, Springer LNAI 6322, pp. 418-433
L. Rosasco, M. Santoro, S.Mosci, A.Verri and S.Villa, A Regularization Approach to Nonlinear Variable Selection, Yee Whye Teh and Mike Titterington , Thirteenth International
Conference on Artificial Intelligence and Statistics, Chia Laguna Resort, Sardegna , May
2010, JMLR Workshop and Conference Proceedings 9, pp. 653-660 S. Mosci, L. Rosasco, M.
Santoro, A. Verri, S. Villa, A fast algorithm for structured gene selection, “Fourth International Workshop on Machine Learning in Systems Biology”, Edinburgh, Scotland, October
15-16, 2010, (4 pages)
S. Mosci, L. Rosasco, M. Santoro, A. Verri and S. Villa, Simple algorithms to solve sparsity
based regularization via Fenchel duality, Proceedings 1st NIPS Workshop “Optimization for
Machine Learning”, Whistler BC. Canada, December 2008 (4 pages)
S. Mosci, L. Rosasco, M. Santoro, A. Verri, S. Villa, A New Algorithm to Learn an Optimal
Kernel Based on Fenchel Duality, Proceedings NIPS Workshop “Kernel learning: automatic
selection of optimal kernels”, Whistler BC. Canada, December 2008 (4 pages)
L. Levaggi and S. Villa, Approximability of sliding modes and regularization, Proceedings
of the 9th International workshop on variable structure systems, Alghero, June 2006, pp.
166–170
S. Villa, Well-posedness of nonconvex integral functionals, Proceedings of the 44th Conference on Decision and Control, Seville, Spain, December 2005, pp. 719–722
Preprints
P. L. Combettes, S. Salzo and S. Villa, Consistency of regularized Learning Schemes in
Banach Spaces, arxiv:1410.6847 (44 pages)
L. Rosasco, S. Villa and B. C. Vũ, Convergence of Stochastic Proximal Gradient Algorithm,
arXiv:1403.5074 (24 pages)
L. Rosasco, S. Villa and B. C. Vũ, A Stochastic forward-backward splitting method for
solving monotone inclusions in Hilbert spaces, arXiv:1403.7999 (16 pages)
L. Rosasco, A. Tacchetti, and S. Villa, Regularization by Early Stopping for Online Learning
Algorithms, arXiv:1405.0042 (23 pages)
Talks
Stochastic forward-backward splitting algorithm, Workshop: Optimization and dynamical
processes in statistical learning and inverse problems, 2014, Sestri Levante
Stochastic proximal methods, SIMAI 2014, Taormina
Convergence analysis of accelerated forward-backward algorithm with errors, SIAM conference on Imaging Science 2014, Hong Kong
A regularization approach to statistical learning in Banach spaces, plenary speaker, First
Workshop on Optimization for Image and Signal Processing 2013, Paris
Convergence rates of inexact and accelerated proximal methods, ICCOPT 2013, Lisbona
Convergence of accelerated inexact forward-backward splitting algorithm, 26th European
Conference of Operations Research, Roma 2013
A proximal Gauss-Newton method, 59th Workshop Nonlinear Optimization: a Bridge from
Theory to Applications, Erice 2013
Convergence rates of nested accelerated inexact proximal methods, NIPS 2012, Workshop
“Optimization for Machine Learning”, Reno 2012
Convergence of accelerated forward-backward backward splitting algorithms in the presence
of computational errors, OIP 2012
Nonparametric sparsity via derivative-based regularization,SIMAI, Torino 2012
Dynamic simulations in the kidney exchange problem, Game Theory@Universities of Milan,
2011
Accelerated and inexact proximal point algorithms, invited seminar, Centre for Computational Statistics and Machine Learning, UCL, London, 2011 Two new proximal point algorithms in nonsmooth optimization, invited seminar, Università di Modena e Reggio Emilia,
2011
Alcune applicazioni di algoritmi prossimali in apprendimento statistico, invited seminar, Università di Firenze, 2010
Dynamic simulations of kidney exchanges, International Conference Operations Research
”Mastering Complexity”, Munich 2010
A regularization approach to nonlinear variable selection, Workshop Nonlinear optimization,
variational inequalities and equilibrium problems, Erice 2010
Metodi per estrarre conoscenza da immagini, Mini-workshop Matematica, Forme, Immagini,
Genova, 2010
Dynamic analysis of kidney exchange problems, ASSET Annual Meeting 2009, Istanbul, 2009
Algorithms to solve sparsity based regularization in learning theory and their consistency
properties, XII Workshop on Well-posedness of Optimization Problems and Related Topics,
Levico Terme, 2009
Dynamic properties of kidney exchange problems, XL annual conference of the Italian operations research society, optimization and decision sciences, Siena, 2009
Kidney exchange, Workshop for the project “Stratégies de jeux et calcul scientifique en optimisation multidisciplinaire” (SCOµ) Rabat, 2009
Consistency of statistical learning algorithms using Attouch-Wets convergence, 48th Workshop: Nonsmooth analysis, optimization and applications, Erice, 2008
Kidney exchange: the crossover program, XI Workshop on Well-posedness of Optimization
Problems and Related Topics, Alicante, 2007
Kidney exchange: the crossover program, XXXVIII annual conference of the Italian operations research society, optimization and decision sciences, Genova, 2007
Trapianti e scambi di reni dal punto di vista della teoria dei giochi, Festival della Scienza,
Genova, 2006
On the regularization of sliding modes, AIMS Sixth International Conference on Dynamical
Systems, Differential Equations and Applications, Poitiers 2006
Well-posedness of nonconvex integral functionals, 44th IEEE Conference on Decision and
Control and European Control Conference ECC 2005, Siviglia 2005
On a variational problem of Ulam, 10th Workshop on Well-posedness of Optimization Problems and related Topics, Borovets, 2005
Wellposedness of non convex integral functionals, session “Nonsmooth and Nonconvex Variational Problems with Applications” , IFIP2005, Torino, 2005
Problemi ben posti del calcolo delle variazioni, seminario presso il DIMA, Università di Genova, 2005
Su un problema variazionale di Ulam, XV Incontro di lavoro su questioni di teoria geometrica
della misura e calcolo delle variazioni, Levico, 2005
Wellposedness and bounded Hausdorff convergence without global convexity assumptions, IX
Workshop on Wellposedness in Optimization, Luminy, 8–12 2003 (poster)
Conferences
organized
Minisymposium: “The mathematics of learning from data” (with L. Rosasco), parallel session
at SIMAI 2014 (Taormina)
Italian-French workshop “Optimization and dynamical processes in statistical learning and
inverse problems” (with P. L. Combettes, L. Rosasco e S. Salzo), Sestri Levante 2014
I help organizing the “Genova Machine Learning and Robotics Seminar Series”
Moreover, I helped organizing the following workshops and schools: Schools “Regularization
Methods for High Dimensional Learning” in 2014, 2013, and 2012, Workshop “a journey
through computation”, Genova 14th–16th of June 2007, Workshop “Teoria dei giochi, biologia
molecolare e trapianti”, Genova, 31st October 2006.
Short visiting
positions
27/08/2014 - 31/08/2014 and 20/11/2013 - 22/11/2013 Université Pierre et Marie Curie,
Paris (Prof. P. L. Combettes)
20/03/2011 - 27/03/2011 University College of London, London (Prof. Massimiliano Pontil)
06/07/2009 - 10/07/2009 INRIA, Sophia-Antipolis (Prof. A. Habbal)
Teaching
Proximal methods for machine learning, class for “9.520: Statistical Learning Theory and
Applications”, MIT (2013 and 2014)
Calculus 2, Università di Genova, for architects: teaching assistant (2013/14)
Calculus 1, Università di Genova, for engineers: exercises (2011/12, 2010/11, 2009/10)
Numerical applications with MatLab, Università di Genova, for engineers (2010/11)
Mathematical methods for mechanical engineering, Università di Genova, for engineers (2009/10,
2008/09, 2007/08)
Game Theory (Transplants and kidney exchanges from the game theory point of view), Collegio Borromeo, (2007/08)
Geometry, Università del Piemonte Orientale Amedeo Avogadro, for computer scientists
(2007/08)
Numerical methods for civil and environmental engineering, Università di Genova, for engineers: teaching assistant
Calculus C, Politecnico di Milano, Engineering phisycs: exercises and laboratory (2006/07,
2005/06, 2004/05)
Operational Research Ricerca Operativa II, Università di Genova, for engineers: teaching
assistant (2005/06)
Game Theory, Politecnico di Milano, for Mathematical Engineering: exercises and laboratory
(2005/06, 2004/05)
Calculus 2, Politecnico di Milano, Electrical Engineering: laboratory (2004/05)
Calculus B, Politecnico di Milano, Management Engineering, exercises and laboratory
Research projects FIRB Project (MIUR) Learning meets time: a new computational approach for learning in
dynamic systems (2013-2017, University of Genoa)
Analisi strategica, modellizzazione matematica ed algoritmi per un programma di scambi di
organi (2009, in collaboration with the National Transplant Center)
Programme Euro Mèditerranèe 3+3: Stratègies de jeux et calcul scientifique en optimisation
multidisciplinaire (SCOµ) (2009)
EU Integrated Project Health e-child http://www.health-e-child.org (University of Genoa,
2006-09)
FIRB Project (MIUR) Learning Theory and Engineering Applications (University of Genoa,
2006-08) http://slipguru.disi.unige.it/Research/LEAP/
Research project (PRIN): Controllo, Ottimizzazione e stabilità di sistemi nonlineari: metodi
geometrici e analitici, A. Agrachev (2006)
PhD students
Saverio Salzo, University of Genova Variational Regularization for Image Registration: Theory and Algorithms (50%)
Luca Baldassarre, University of Genova, Multi-Output Learning via Spectral Filtering (50%)
Sofia Mosci, University of Genova, Sparsity Based Regularization with Applications to Microarray Analysis (50%)
Master students
and internships
Luigi Carratino, University of Genova, Metodi Iterativi per l?Apprendimento di Modelli
Sparsi (50%)
Benoit Dancoisne, Istituto Italiano di Tecnologia, Statistical regularization properties of iterative methods for estimator computation (50%)
Other activities
Reviewer for the journals: Journal of Mathematical Analysis and applications, SIAM Journal
of Optimization, Journal of Global Optimization, Optimization, Health Care Management
Science, Journal of Machine Learning Research, IEEE Transactions on Automatic Control,
Machine Learning
Reviewer for the conferences: ICANN 2011 – 21st International Conference on Artificial
Neural Networks; WHCM 2010 – 2010 IEEE Workshop on Health Care Management; CDC08
– 47th IEEE Conference on Decision and Control; NIPS 2013, NIPS2014, COLT 2014
Reviewer for Mathematical Reviews
Professional
organizations
Member of Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni
Member of Mathematical Optimization Society