It is exciting to start afresh at Microsoft Research which is a prestigious place to work. It was not easy to make the decision to leave the academia after so many years, however I thought that I had a good opportunity to become a member of an elite group of researchers whom I admired.
Recently, there have been loads of interesting things going on in deep learning and related areas. These areas are advanced mostly through company projects nowadays. Access to abundant data and computational resources became very important. Companies have these resources and they also provide a good working environment, so I am seeing some academics leave for industry.
Of course, academics will still continue to work on other aspects of machine learning and related areas, however it is exciting to work for a company who has the resources to do something great in the area.