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Fast Rates for Bandit Optimization with Upper-Confidence Frank-Wolfe
May 19, 2017 @ 11:00 am - 12:00 pm
Vianney Perchet (ENS Paris-Saclay)
Vianney Perchet is currently a professor at the Ecole Normale Sup??rieure of Paris-Saclay. Prior to that, he has held positions as assistant professor at University Paris Diderot and professor at ENSAE.
Perchet works at the intersection of machine learning, optimization and game theory. He focuses primarily on describing large subclasses of problems where it is possible to construct and analyze algorithms with “fast rates”, beating the slow rates provided by general lower bounds.