Supervised Quantile Normalization for Matrix Factorization using Optimal Transport

Marco Cuturi joined Google Brain, in Paris, in October 2018. He graduated from ENSAE (2001), ENS Cachan (Master MVA, 2002) and holds a PhD in applied maths obtained in 2005 at Ecole des Mines de Paris. He worked as a post-doctoral researcher at the Institute of Statistical Mathematics, Tokyo, between 11/2005 and 03/2007. He worked in the financial industry between 04/2007 and 09/2008. After working at the ORFE department of Princeton University between 02/2009 and 08/2010 as a lecturer, he was at the Graduate School of Informatics of Kyoto University between 09/2010 and 09/2016 as a tenured associate professor. He then joined ENSAE, the french national school for statistics and economics, in 9/2016, where he still teaches. His recent proposal to solve optimal transport using an entropic regularization has re-ignited interest in optimal transport and Wasserstein distances in the machine learning community. His work has recently focused on applying that loss function to problems involving probability distributions, e.g. topic models / dictionary learning for text and images, parametric inference for generative models, regression with a Wasserstein loss and probabilistic embeddings for words.