Post-Doctoral Research Visit F/M - Montbonnot-Saint-Martin, France - INRIA

Description

Contexte et atouts du poste

Context

Every year Inria International Relations Department has a few postdoctoral positions in order to support Inria international collaborations.

The postdoctoral fellow will join the

Work environment

The project will be formally co-supervised by Pierre Gaillard from Inria Grenoble and Wouter Koolen from CWI Amsterdam. The postdoc will start and be hosted administratively in Grenoble, and will include extended visits to Amsterdam, as well as to the 4TUNE project collaborators Rémy Degenne in Lille and Adrien Taylor in Paris.

The specific time split will be decided based on the needs of the postdoc. It could be for example 1 year in Grenoble followed by 1 year in Amsterdam with several missions to Lille and Paris.

Starting date & duration

The postdoctoral contract will have a duration of 12 to 24 months. The default start date is November 1st, 2024 and not later than January, 1st 2025. The postdoctoral fellow will be recruited by one of the Inria Centres in France but it is recommended that the time is shared between France and the partner's country (please note that the postdoctoral fellow has to start his/her contract being in France and that the visits have to respect Inria rules for missions)

Mission confiée

Assignments

Candidates for postdoctoral positions are recruited after the end of their Ph.D. or after a first post-doctoral period: for the candidates who obtained their PhD in the Northern hemisphere, the date of the Ph.D. defense shall be later than September 1, 2022; in the Southern hemisphere, later than April 1, 2022.

In order to encourage mobility, the postdoctoral position must take place in a scientific environment that is truly different from the one of the Ph.D. (and, if applicable, from the position held since the Ph.D.); particular attention is thus paid to French or international candidates who obtained their doctorate abroad.

Research project and main activities

This is a project at the intersection of game theory, online learning and convex optimisation .

Two-player zero-sum matrix games, and their generalisation to convex-concave saddle points arise in a multitude of application domains. As such, the complexity of (approximate) saddle point computation is of central scientific interest. For classic instances, including matrix games, we have efficient algorithms, for example the iterative methods of [3, 4] and their accelerated version by [9]. Yet in almost all instances the exact limits remain open, both for computational complexity as well as for query complexity [7].

In this project we are interested in studying a family of saddle point problems arising in the analysis of sequential learning problems [2,5,6]. The value of these saddle point problems is known to characterise the statistical complexity of the corresponding online learning problems, and their approximate equilibrium is a powerful tool in the design of efficient learning algorithms. The main thrust of this project is to develop new theory and efficient algorithms for computing these equilibria.

The proposed first avenue of attack is to combine the advantages of (online) Frank-Wolfe methods [8] with the acceleration toolbox of [1].

Collaboration

The recruited person will be in connection with Rémy Degenne (Lille) and Adrien Taylor (Paris).

Skills

A Phd degree in mathematics or theoretical computer science, with specialisation optimization, machine learning, statistical learning or game theory, as witnessed by publications in relevant venues including NeurIPS, COLT, ICML, ALT, AISTATS, FOCS, STOC, SODA, EC, JMLR, GEB.

Principales activités

Main activities (5 maximum) :

Additional activities (3 maximum) :

Examples of activities:

Compétences

Technical skills and level required :

Languages :

Relational skills :

Other valued appreciated :

Avantages

Rémunération

2788€ gross salary / month