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Saverio Salzo received a MSc degree in (pure) Mathematics from the University of Bari in 2001 (summa cum laude) and a PhD in Computer Science from the University of Genova in 2012. His main research interests are in nonsmooth optimization, proximal splitting methods, stochastic algorithms, hyperparameter optimization, bilevel optimization, optimization in probability spaces, support vector machines in Banach spaces, and tensor kernel methods. From 2016 to 2018 he was member of the Laboratory for Computational and Statistical Learning (LCSL), which is a joint initiative between the Italian Institute of Technology and the Massachusetts Institute of Technology. He has been visiting scholar at KU Leuven, Belgium and since 2020 he is honorary lecturer at University College London (UCL). In 2021 he achieved habilitation as associate professor in operational research and numerical analysis from the Italian Ministry for Education, University and Research. Since July 2020 he is assistant professor (tenured) at DIAG, Department of Computer, Control and Management Engineering of Sapienza University Rome.

All Publications
2023
Kostic V.R., Salzo S.
The method of randomized Bregman projections for stochastic feasibility problems
Numerical Algorithms, vol. 93, (no. 3), pp. 1269-1307
Article Journal
2022
Salzo S., Villa S.
Parallel random block-coordinate forward–backward algorithm: a unified convergence analysis
Mathematical Programming, Series B, vol. 193, (no. 1), pp. 225-269
2021
Salzo S., Villa S.
Proximal Gradient Methods for Machine Learning and Imaging
Harmonic and Applied Analysis. From Radon Transforms to Machine Learning, Publisher: Birkhäuser
2020
Salzo S., Suykens J.A.K.
Generalized support vector regression: Duality and tensor-kernel representation
Analysis and Applications, vol. 18, (no. 1), pp. 149-183
2020
Grazzi R., Franceschi L., Pontil M., Salzo S.
On the iteration complexity of hypergradient computation
37th International Conference on Machine Learning, ICML 2020, vol. PartF168147-5, pp. 3706-3716
Conference Paper Conference