Welcome to my homepage. I am an associate professor at the Korteweg-de Vries Institute for Mathematics at the University of Amsterdam in the Netherlands. In my research, I study the mathematical foundations of machine learning.
- Upcoming this semester:
- I have started blogging again.
- I have moved from Leiden University to the University of Amsterdam
- Gave a mini-course with three lectures on adaptive online learning at the ENSAI in Rennes, 17-21 feb, 2020
- Received a VIDI grant from the Dutch Research Council
- Co-organizing the thematic seminar with current theme machine learning
- We had the Young European Statisticians workshop on the Theoretical Foundations of Deep Learning
- Started a mailing list for machine learning in the Netherlands
- There is the yearly Netherlands N(eur)IPS debriefing
Research Interests in Mathematical Machine Learning
- Adaptive methods in online convex optimization and prediction with expert advice
- Explainability of machine learning methods
- Faster-than-minimax rates for ‘easy data’ in statistical and online learning
- PAC-Bayesian concentration inequalities
- Statistical learning theory, frequentist analysis of Bayesian methods
See also my publications.
- Opening talk giving an introduction to online learning at the CWI-INRIA 2019 workshop
- Invited talk with some highlights in online convex optimization in the machine learning session at the Netherlands Mathematical Congress, 2018
- Invited talks in Toulouse, Delft, Rennes, Leuven, Poznań and Amsterdam, 2017-2018, about using multiple learning rates in online learning with MetaGrad to automatically adapt to the best possible learning rate. A related tutorial introduction to adaptive online learning at ABN AMRO, Amsterdam, 2018.
- Invited talk at Inria Lille, 2017, about fast rates in statistical and online learning. Also gave this talk in the Thematic Seminar 2018.
- Talked about MetaGrad, a new adaptive online optimization method, at the Theoretical Foundations for Learning from Easy Data workshop in Leiden, 2016
- Invited talk in the WIC Midwintermeeting 2016 on Big Data and Data Analytics
- Presented my work with Wouter Koolen on automatically learning the learning rate parameter in online learning at Benelearn 2015 and for the Leiden Centre of Data Science
- Introduction to Online Learning for a general mathematical audience in the Leiden Mathematics Colloquium, 2014
- Presented an open problem in the Online Algorithms and Learning international workshop in Leiden, 2014
- Talk about Follow the Leader with Dropout Perturbations at COLT 2014 in Barcelona
- Invited talk on convergence of the MDL estimator in the session on Model Selection in Statistical Learning at the ERCIM conference in Londen, December 14, 2013
- Invited talk about Follow the Leader If You Can, Hedge If You Must in the Learning Faster from Easy Data workshop at NIPS in Lake Tahoe, USA, December 10, 2013
- Making Regional Forecasts Add Up at the WIPFOR workshop in Paris, June 6, 2013
- The Catch-up Phenomenon in Bayesian and MDL Model Selection in the “Bayes in Paris” seminar, May 23, 2013
- Invited lecture giving An Introduction to Online Learning for Bayesians at the University of Amsterdam, February 15, 2013
- Mixability in Statistical Learning in the SMILE seminar in Paris, September 24, 2012
Dr. Tim van Erven
Korteweg-de Vries Institute for Mathematics
University of Amsterdam
P.O. Box 94248
1090 GE Amsterdam
Science Park 105-107, 3rd floor (entrance via Nikhef)