My main research interests are at the intersection of Machine Learning, Robust statistics and Optimization.
Convergence and concentration properties of constant step-size SGD through Markov chains. Preprint. Joint work with S. Gaïffas. arXiv
Robust Stochastic Optimization via Gradient Quantile Clipping. Preprint. Joint work with S. Gaïffas. arXiv
Robust supervised learning with coordinate gradient descent. Accepted for publication in Springer’s Statistics \& Computing journal. Joint work with S. Gaïffas. Accepted version. Python implementation available on github.
About contrastive unsupervised representation learning for classification and its convergence. Preprint. Joint work with Yiyang Yu, Stéphane Gaïffas and Emmanuel Bacry. arXiv