David Martínez-Rubio

I am mainly interested in optimization and online learning with a focus on high dimensional problems. I have worked on non-linear convex and non-convex problems, Riemannian geodesically convex optimization, accelerated algorithms, PageRank, packing, and bandit problems.

📬 Contact

office
Room 3107 at ZIB
Room MA 604 at TUB
e-mail
homepage
damaru2.github.io
languages
English, Spanish, and Toki Pona

🎓 Curriculum vitae

since 2022
Researcher at ZIB
Jan 2022
Ph.D. in Computer Science at Oxford
Aug 2017
M.Sc. in Mathematics and Foundations of Computer Science at Oxford
Jul 2016
B.Sc. in Computer Science and Engineering at UCM
Jul 2016
B.Sc. in Mathematics at UCM

📝 Publications and preprints

Preprints

  1. Martínez-Rubio, D., Roux, C., Criscitiello, C., and Pokutta, S. (2023). Accelerated Riemannian Min-Max Optimization Ensuring Bounded Geometric Penalties. [arXiv]
    [BibTeX]
    @misc{mrp_accelerated_minmax_riemannian_23,
      archiveprefix = {arXiv},
      eprint = {2305.16186},
      primaryclass = {math.OC},
      year = {2023},
      author = {Martínez-Rubio, David and Roux, Christophe and Criscitiello, Christopher and Pokutta, Sebastian},
      title = {Accelerated Riemannian Min-Max Optimization Ensuring Bounded Geometric Penalties}
    }
  2. Scieur, D., Kerdreux, T., Martínez-Rubio, D., d’Aspremont, A., and Pokutta, S. (2023). Strong Convexity of Sets in Riemannian Manifolds. [arXiv]
    [BibTeX]
    @misc{skmap_strong_convexity_of_sets_in_riemannian_manifolds_23,
      archiveprefix = {arXiv},
      eprint = {2312.03583},
      primaryclass = {math.OC},
      year = {2023},
      author = {Scieur, Damien and Kerdreux, Thomas and Martínez-Rubio, David and d'Aspremont, Alexandre and Pokutta, Sebastian},
      title = {Strong Convexity of Sets in Riemannian Manifolds}
    }

Conference proceedings

  1. Martínez-Rubio, D., Roux, C., and Pokutta, S. (2024). Convergence and Trade-offs in Riemannian Gradient Descent and Riemannian Proximal Point. Proceedings of International Conference on Machine Learning. [arXiv]
    [BibTeX]
    @inproceedings{mrp_tradeoffs_riemannian_gradient_descent_23,
      year = {2024},
      booktitle = {Proceedings of International Conference on Machine Learning},
      archiveprefix = {arXiv},
      eprint = {2403.10429},
      primaryclass = {math.OC},
      author = {Martínez-Rubio, David and Roux, Christophe and Pokutta, Sebastian},
      title = {Convergence and Trade-offs in Riemannian Gradient Descent and Riemannian Proximal Point}
    }
  2. Criscitiello, C., Martínez-Rubio, D., and Boumal, N. (2023). Open Problem: Polynomial Linearly-convergent Method for G-convex Optimization? Proceedings of Annual Conference on Learning Theory. [arXiv]
    [BibTeX]
    @inproceedings{cmb_open_problem_polynomial_linearly_convergent_method_for_gconvex_optimization_23,
      year = {2023},
      booktitle = {Proceedings of Annual Conference on Learning Theory},
      archiveprefix = {arXiv},
      eprint = {2307.12743},
      primaryclass = {math.OC},
      author = {Criscitiello, Christopher and Martínez-Rubio, David and Boumal, Nicolas},
      title = {Open Problem: Polynomial Linearly-convergent Method for G-convex Optimization?}
    }
  3. Martínez-Rubio, D., and Pokutta, S. (2023). Accelerated Riemannian Optimization: Handling Constraints with a Prox to Bound Geometric Penalties. Proceedings of Annual Conference on Learning Theory. [URL] [arXiv] [poster]
    [BibTeX]
    @inproceedings{mp_acceleratedriemannian_22,
      year = {2023},
      booktitle = {Proceedings of Annual Conference on Learning Theory},
      url = {https://proceedings.mlr.press/v195/martinez-rubio23a/martinez-rubio23a.pdf},
      archiveprefix = {arXiv},
      eprint = {2211.14645},
      primaryclass = {math.OC},
      author = {Martínez-Rubio, David and Pokutta, Sebastian},
      title = {Accelerated Riemannian Optimization: Handling Constraints with a Prox to Bound Geometric Penalties},
      poster = {https://pokutta.com/slides/20221203_poster_neurips_riemannian.pdf}
    }
  4. Martínez-Rubio, D., Wirth, E., and Pokutta, S. (2023). Accelerated and Sparse Algorithms for Approximate Personalized PageRank and Beyond. Proceedings of Annual Conference on Learning Theory. [arXiv]
    [BibTeX]
    @inproceedings{mwp_accelerated_sparse_pagerank_23,
      year = {2023},
      booktitle = {Proceedings of Annual Conference on Learning Theory},
      archiveprefix = {arXiv},
      eprint = {2303.12875},
      primaryclass = {math.OC},
      author = {Martínez-Rubio, David and Wirth, Elias and Pokutta, Sebastian},
      title = {Accelerated and Sparse Algorithms for Approximate Personalized PageRank and Beyond}
    }
  5. Criado, F., Martínez-Rubio, D., and Pokutta, S. (2022). Fast Algorithms for Packing Proportional Fairness and Its Dual. Proceedings of Conference on Neural Information Processing Systems. [arXiv] [poster]
    [BibTeX]
    @inproceedings{cmp_packing_proportional_fairness_22,
      year = {2022},
      booktitle = {Proceedings of Conference on Neural Information Processing Systems},
      archiveprefix = {arXiv},
      eprint = {2109.03678},
      primaryclass = {math.OC},
      author = {Criado, Francisco and Martínez-Rubio, David and Pokutta, Sebastian},
      title = {Fast Algorithms for Packing Proportional Fairness and Its Dual},
      poster = {https://pokutta.com/slides/20211105_fairpacking-poster.pdf}
    }

🔬 Projects

Sparsity and Sample-size Efficiency in Structured Learning

In this project, we study algorithms that promote sparsity. We develop PageRank optimization algorithms that scale with solution sparsity and investigate Riemannian optimization using manifold geometry. Additionally, we develop algorithms for efficient fair resource allocation based on established fairness axioms.

MATH+ AA5-1
Jan 2022 to Dec 2023
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