Bayesian optimization (BO) is a black-box search method particularly valued for its sample efficiency. It is especially effective when evaluations are very costly, such as in hyperparameter optimization or Neural Architecture Search (NAS). In this work, we design a fast NAS method based on BO. While Gaussian Processes underpin most BO approaches, w...
This paper deals with the application of second order come convex optimization to the real time management of the wastewater treatment plants and sewer network of Paris and of its suburbs. It presents preliminary results applied on a simple case study composed of (simple) validated models of three wastewater treatment plants (Seine Aval (SAV), Sein...
The aim of this article is to analyze numerical schemes using two-layer neural networks with infinite width for the resolution of high-dimensional Schrödinger eigenvalue problems with smooth interaction potentials and Neumann boundary condition on the unit cube in any dimension. Moreprecisely, any eigenfunction associated to the lowest eigenvalue o...
Proton-exchange membrane fuel cells (PEMFCs) are critical components of zero-emission electro-hydrogen generators. Accurate performance prediction is vital to the optimal operation management and preventive maintenance of these generators. Polarization curve remains one of the most important features representing the performance of PEMFCs in terms ...
International audience
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration inequalities with independent random variables. Specifically, we extend the generalized problem of moments to ind...
This note is concerned with the problem of minimizing a separable, convex, composite (smooth and nonsmooth) function subject to linear constraints. We study a randomized block-coordinate interpretation of the Chambolle-Pock primal-dual algorithm, based on inexact proximal gradient steps. A specificity of the considered algorithm is its robustness, ...
The penetration of renewable energies requires additional storages to deal with intermittency. Accordingly, there is growing interest in evaluating the opportunity cost (usage value) associated with stored energy in large storages, a cost obtained by solving a multistage stochastic optimization problem. Today, to compute usage values under uncertai...
For continuous-time linear stochastic dynamical systems driven by Wiener processes, we consider the problem of designing ensemble filters when the observation process is randomly time-sampled. We propose a continuous-discrete McKean--Vlasov type diffusion process with additive Gaussian noise in observation model, which is used to describe the evolu...
On a manifold or a closed subset of a Euclidean vector space, a retraction enables to move in the direction of a tangent vector while staying on the set. Retractions are a versatile tool to perform computational tasks such as optimization, interpolation, and numerical integration. This paper studies two definitions of retraction on a closed subset ...
