FEBRUARY 19-22, 2020


Sirius University of Science and Technology and HDI Lab of HSE University invite you to join Winter School aimed at undergraduate/graduate students and young postdoctoral fellows from pure and applied mathematics. Participants will learn about modern trends in machine learning with a strong emphasis on the mathematics behind them. This intense four-day workshop will consist of 3 interdisciplinary mini-courses by world-class scientists, poster session by participants and master classes by industrial partners. Key topics of the Winter School:

  • Reinforcement learning
  • Deep learning
  • Computation optimal transport
  • MCMC
  • Statistical inference


Gabriel Peyre


Computational Optimal Transport

Optimal transport (OT) is a fundamental mathematical theory at the interface between optimization, partial differential equations and probability. It has recently emerged as an important tool to tackle a surprisingly large range of problems in data sciences, such as shape registration in medical imaging, structured prediction problems in supervised learning and training deep generative networks. This course will interleave the description of the mathematical theory with the recent developments of scalable numerical solvers. This will highlight the importance of recent advances in regularized approaches for OT which allow one to tackle high dimensional learning problems. Material for the course (including a small book, slides and computational resources) can be found online at

Lukasz Szpruch

Alan Turing Institute

Mean-Filed Langevin Dynamics and Deep Neural Network


Michal Valko


Reinforcement Learning

In reinforcement learning, we are learning how to act. This course will be an introduction to the models and mathematical tools used in formalizing the problem of learning and decision-making under uncertainty. In particular, we cover the mathematics of policy evaluation, planning, and learning

Conference program

List of Participants



The winter school will be held at the Sirius University (Sochi, Olympiyskyi prospekt, 1, room: TBA)


Registration of any person willing to participate is mandatory. We provide accomodation for invited speakers and junior researchers (BS, MS, PhD and young postdocs) selected by the organisation committee. Since the number of places we provide is limited, participants have to submit a short CV (Eng. or Rus.). We also provide travel grants for young people from Russia. The organisation committee will carefully review all the applications and will proceed with the strongest candidates based on their skills and motivation.

Registration is closed.


Program committee

Ecole Polytechnique & HSE University
WIAS, Berlin & HSE University
HSE University

OrganiZing committee

Alexey NAUMOV (HSE University)

Evgenia KULIKOVA (Yandex)