Proximal Gradient Optimization using Stochastic Approximation
Ideas behind its proof of convergence.
Research interests
With a background in Applied Mathematics, I am particularly passionate about Reinforcement learning, Time series analysis and Graph signal processing, with applications to biological and engineering systems.
Resume
My resume can be downloaded here .
Master thesis update: September 15th, 2022
- Ericsson provisional patent filed : Multi-Task Bandits method for personalized sample efficient network parameter optimization.
- Master thesis defended.
- Machine learning paper under preparation.
Some of the classes I particularly enjoyed, this year:
As a Mathematics, Vision, Learning (MVL) Master's student at École Normale Supérieure (ENS) Paris-Saclay, these are some of the classes I particularly liked this year:
- Reinforcement learning, by Dr. Matteo Pirotta, Facebook AI research.
- Graphs in machine learning, by Dr. Daniele Calandriello, DeepMind Paris.
- Computational statistics, by Prof. Stéphanie Allasonnière, Université Paris Cité.
- Learning for time series, by Prof. Laurent Oudre , ENS Paris-Saclay.
- Advanced topics in Markov chains, by Prof. Eric Moulines, Ecole Polytechnique.
- Large scale optimization, by Dr. Emilie Chouzenoux, Inria Saclay.
Medium Articles
I have recently started writing medium articles and tutorials in which I share and explain classical but also state-of-the-art machine learning algorithms, methods and insights. Feel free follow me on medium if you're interested by such topics !
Topological Uncertainty for deep learning models
An interesting a posteriori confidence score.
Control of the Generalization Error in Statistical Learning theory (part 2)
Article discussing generalization inequalities for ML algorithms.
Control of the Generalization Error in Statistical Learning theory (part 1)
Article discussing generalization inequalities for ML algorithms.
Elementary analysis of a time series
Tutorial on a classical statistical prediction method, which sometimes serves as a good benchmark.
Recent letters of recommendation
Recommendation letter by my M1 training director, Prof. Gilles Blanchard, can be found here.
Additional recommendation letters by two of my last year professors can be found here.
My professors contact details can be found on their webpages: Prof. Giraud's and
Prof. Enriquez's.
Some quotes I find interesting
