Gilles STOLTZ

Professeur (Education Track)

Economie et Sciences de la Décision

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

Gilles Stoltz est professeur associé ETF à HEC Paris, où il enseigne depuis 2007 (il est également directeur de recherche au CNRS). Il est ancien élève de l'Ecole normale supérieure de Cachan, agrégé de mathématiques et détenteur depuis respectivement 2005 et 2011 d'un doctorat et d'une HDR de l'Université Paris-Sud, Orsay.

Il s'intéresse à des problèmes de prévision séquentielle ou prises de décision séquentielles, sous le prime de trois paradigmes de machine learning séquentiel : agrégation robuste d'experts (adversarial learning), bandits stochastiques, apprentissage par renforcement. 

Page web personnelle : http://stoltz.perso.math.cnrs.fr/

Articles scientifiques

Diversity-Preserving K–Armed Bandits, Revisited

Transactions on Machine Learning Research, juillet 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 décembre 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, novembre 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, juillet 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, octobre 2014, vol. 15, pp 3247-3295, (in coll. with S. MANNOR, V. PERCHET)

Forecasting electricity consumption by aggregating specialized experts

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

Ouvrages

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 )

Actes de conférence

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)

Cahiers de recherche

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

Articles scientifiques

Diversity-Preserving K–Armed Bandits, Revisited

Transactions on Machine Learning Research, juillet 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)

Ouvrages

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 )

Actes de conférence

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)

Cahiers de recherche

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

Formation

  • Habilitation à diriger des recherches en Mathématiques, Université Paris-Sud - France
  • Doctorat en mathématiques, Université Paris-Sud - France
  • Agrégation de mathématiques, _ - France

Nominations académiques

Responsabilités académiques à HEC

  • 2024- Professeur (Education Track), Economie et Sciences de la Décision HEC Paris

Activités scientifiques

Conference organisation

  • Co-organisateur de l'école d'été "Stats in the Château" à HEC Paris, 2009
  • Co-organisateur de la conférence internationale "Mathematical Foundations of Learning Theory - II" à l'Ecole normale supérieure de Paris, 2006

    • Prix ​​& honneurs

    • 2010 'Best reviewer award' parmi le comité de programme de COLT'10
    • 2010 Titulaire de la PES (prime d'excellence scientifique) pour 2010-13
    • 2008 Prix Marie-Jeanne Laurent-Duhamel de la Société française de statistique