Gilles STOLTZ

Professor (Education Track)

Economics and Decision Sciences

stoltz@hec.fr http://stoltz.perso.math.cnrs.fr/
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Biography

Gilles Stoltz is an associate professeur ETF at HEC Paris, where he has been teaching since 2007 (he is also a senior research scientist at CNRS). He is an alumnus of the Ecole Normale Supérieure of Cachan and holds a Ph.D. and an habilitation diploma from the University Paris-Sud, Orsay, since 2005 and 2011, respectively. 

His research features sequential prediction and sequential decision-making, in the vein of sequential machine learning: adversarial learning (robust aggregation of experts), stochastic bandits, reinforcement learning. 

Personal web page: http://stoltz.perso.math.cnrs.fr/

Scientific articles

Diversity-Preserving K–Armed Bandits, Revisited

Transactions on Machine Learning Research, July 2024, vol. 07, pp 1-28, (in coll. with H. HADIJI, S. GERCHINOVITZ, J.-M. LOUBES)

Small Total-Cost Constraints in Contextual Bandits with Knapsacks, with Application to Fairness

Advances in Neural Information Processing Systems, 2023, vol. 36, pp 46737-46772, (in coll. with E. CHZHEN, C. GIRAUD, Z. LI)

Adaptation to the range in K-armed bandits

Journal of Machine Learning Research, 2023, vol. 24, n° 1, pp 450-482, (in coll. with H. HADIJI)

Contextual Bandits with Knapsacks for a Conversion Model

Advances in Neural Information Processing Systems, 2022, vol. 35, (in coll. with Z. LI)

KL-UCB-Switch: Optimal Regret Bounds for Stochastic Bandits from Both a Distribution-Dependent and a Distribution-Free Viewpoints

Journal of Machine Learning Research, 2022, vol. 23, n° 179, pp 1-66, (in coll. with A. GARIVIER, H. HADIJI, P. MENARD)

Explore first, exploite next: the true shape of regret in bandit problems

Mathematics of Operations Research, 2 December 2019, vol. 44, n° 2, pp 377-399, (in coll. with A. GARIVIER, P. MENARD)

Fundamentals and exchange rate forecastability with simple machine learning methods

Journal of International Money and Finance, November 2018, vol. 88, pp 1-24, (in coll. with C. AMAT, T. K. MICHALSKI)

A primal condition for approachability with partial monitoring

Journal of Dynamics and Games, July 2014, vol. 1, n° 3, pp 447-469, (in coll. with S. MANNOR, V. PERCHET)

Set-Valued Approachability and Online Learning with Partial Monitoring

Journal of Machine Learning Research, October 2014, vol. 15, pp 3247-3295, (in coll. with S. MANNOR, V. PERCHET)

Forecasting electricity consumption by aggregating specialized experts

Machine Learning, February 2013, vol. 90, n° 2, pp 231-260, (in coll. with M. DEVAINE, P. GAILLARD, Y. GOUDE)

Books

Exercices d'oral de mathématiques BL - ECE - ECS corrigés et commentés par leurs auteurs

Ellipses (in coll. with S. ARLOT, A. GARIVIER )

Statistique mathématique en action

Vuibert (in coll. with V. Rivoirard )

Statistique mathématique en action

Vuibert (in coll. with V. Rivoirard )

Proceedings

A second-order bound with excess losses

Proceedings of The 27th Conference on Learning Theory , 2014 , 35 (P. GAILLARD, T. VAN ERVEN)

Approachability in unknown games: Online learning meets multi-objective optimization

Proceedings of The 27th Conference on Learning Theory , 2014 , 35 (S. MANNOR, V. PERCHET)

A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences

24th Annual Conference on Learning Theory : COLT11 , 2011 , Budapest (O.-A. Maillard R. Munos)

Lipschitz Bandits without the Lipschitz Constant

ALT 2011 - Proceedings of the 22nd International Conference on Algorithmic Learning Theory , 2011 (S. Bubeck, J. Yu)

Working papers

Forecasting Exchange Rates Better than the Random Walk Thanks to Machine Learning Techniques

Cahier de Recherche du Groupe HEC , 2014

A finite-time analysis of multiarmed bandits problems with Kullback-Leibler divergences

Mimeo , 2011

Robust approachability and regret minimization in games with partial monitoring

Mimeo , 2011

Do countries falsify economic date strategically? Some evidence that they do

Cahier de Recherche du Groupe HEC , 2010

Forecasting the electricity consumption by aggregation of specialized experts ; application to Slovakian and French country-wide hourly predictions

Mimeo , 2010

Scientific articles

Diversity-Preserving K–Armed Bandits, Revisited

Transactions on Machine Learning Research, July 2024, vol. 07, pp 1-28, (in coll. with H. HADIJI, S. GERCHINOVITZ, J.-M. LOUBES)

Adaptation to the range in K-armed bandits

Journal of Machine Learning Research, 2023, vol. 24, n° 1, pp 450-482, (in coll. with H. HADIJI)

Small Total-Cost Constraints in Contextual Bandits with Knapsacks, with Application to Fairness

Advances in Neural Information Processing Systems, 2023, vol. 36, pp 46737-46772, (in coll. with E. CHZHEN, C. GIRAUD, Z. LI)

Contextual Bandits with Knapsacks for a Conversion Model

Advances in Neural Information Processing Systems, 2022, vol. 35, (in coll. with Z. LI)

Books

Exercices d'oral de mathématiques BL - ECE - ECS corrigés et commentés par leurs auteurs

Ellipses (in coll. with S. ARLOT, A. GARIVIER )

Statistique mathématique en action

Vuibert (in coll. with V. Rivoirard )

Statistique mathématique en action

Vuibert (in coll. with V. Rivoirard )

Proceedings

A second-order bound with excess losses

Proceedings of The 27th Conference on Learning Theory , 2014 , 35 (P. GAILLARD, T. VAN ERVEN)

Approachability in unknown games: Online learning meets multi-objective optimization

Proceedings of The 27th Conference on Learning Theory , 2014 , 35 (S. MANNOR, V. PERCHET)

A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences

24th Annual Conference on Learning Theory : COLT11 , 2011 , Budapest (O.-A. Maillard R. Munos)

Lipschitz Bandits without the Lipschitz Constant

ALT 2011 - Proceedings of the 22nd International Conference on Algorithmic Learning Theory , 2011 (S. Bubeck, J. Yu)

Working papers

Forecasting Exchange Rates Better than the Random Walk Thanks to Machine Learning Techniques

Cahier de Recherche du Groupe HEC , 2014

A finite-time analysis of multiarmed bandits problems with Kullback-Leibler divergences

Mimeo , 2011

Robust approachability and regret minimization in games with partial monitoring

Mimeo , 2011

Do countries falsify economic date strategically? Some evidence that they do

Cahier de Recherche du Groupe HEC , 2010

Education

  • Habilitation a diriger des recherches en Mathematiques (Qualified Research Supervisor), Université Paris-Sud - France
  • Doctorat en mathematiques (Ph.D. in Mathematics), Université Paris-Sud - France
  • Competitive examination in Mathematics (rank: 30th), _ - France

Academic appointments

Academic Responsibilities at HEC

  • 2024- Professor (Education Track), Economics and Decision Science HEC Paris

Scientific Activities

Conference organisation

  • Co-organizer of the summer school "Stats in the Château", HEC Paris, 2009
  • Co-organizer of "Mathematical Foundations of Learning Theory - II", Ecole normale supérieure, Paris, 2006

    • Awards & honors

    • 2010 Best reviewer award among COLT'10 PC members
    • 2010 CNRS Excellency in research bonus 2010-13
    • 2008 Young statistician award (Marie-Jeanne Laurent-Duhamel Prize)