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About
I am currently Maître de Conférences (~Associate Professor) at the Université du Littoral de la Côte d'Opale.
Contact
E-mail: alexandre [dot] chotard [at] univ-littoral [dot] fr
Research Interests
Optimization: I study optimization algorithms on continuous domains in a black-box context (which implies that derivatives of the objective function are unavailable, and may only be estimated). I am interested in understanding optimization algorithms and their limits, and developing new methods to improve over these limits. I also aim to rigorously prove the convergence (or divergence) of these algorithms, and characterizing their rate of convergence. The optimization algorithms I focus on are Evolution Strategies (ES) which are derivative-free and comparison-based algorithms, with particular focus on CMA-ES (Covariance Matrix Adaptation) and CSA-ES (Cumulative Step-size Adaptation).
Markov Chain Theory: I use Markov chain theory to establish convergence proofs of optimization algorithms. I aim to develop general tools that facilitate establishing such proofs.
Statistical Inference in General State Space Models: I am investigating combining Monte-Carlo Methods with optimization techniques in order to improve the exploration of the search space, and adapt the proposal.
Bayesian Learning: I am interested in the use of a Bayesian framework in machine learning problems to quantify the uncertainty of a prediction.
Teaching
Structures Avancées en C++:
TD1, TD1 avec corrigé, TD2, TD2 avec corrigé, TD3, TD4.
Fichier numbers.
Publications
Journal Papers
Alexandre Chotard, Anne Auger (2019). Verifiable Conditions for the Irreducibility and Aperiodicity of Markov Chains by Analyzing Underlying Deterministic Models. In Bernoulli. [ArXiV]
Alexandre Chotard, Anne Auger, Nikolaus Hansen (2015). Markov Chain Analysis of Cumulative Step-size Adaptation on a Linear Constraint Problem. In Evolutionary Computation Journal. [HAL]
Peer-reviewed Conference Articles
Alexandre Chotard, Anne Auger, Nikolaus Hansen (2012). Cumulative Step-size Adaptation on Linear Functions. In PPSN XII, Springer, Lecture Notes in Computer Science, pp.72-81. [HAL]
Alexandre Chotard, Anne Auger, Nikolaus Hansen (2014). Markov Chain Analysis of Evolution Strategies on a Linear Constraint Optimization Problem. IEEE Congress on Evolutionary Computation (CEC) 2014, pp.159-166. [HAL]
Alexandre Chotard, Martin Holena (2014). A Generalized Markov-Chain Modelling Approach to $(1, \lambda)$-ES Linear Optimization. In PPSN XIII, Springer, Lecture Notes in Computer Science, pp.902-911. [HAL]
Technical reports
Alexandre Chotard, Anne Auger, Nikolaus Hansen (2012). Cumulative Step-size Adaptation on Linear Functions: Technical report. Includes proofs of the PPSN XII paper, and some developments. [HAL]
Alexandre Chotard, Martin Holena (2014). A Generalized Markov-Chain Modelling Approach to $(1, \lambda)$-ES Linear Optimization: Technical report. Includes proofs of the PPSN XIII paper. [HAL]
Thesis
Alexandre Chotard (2015). Markov Chain Analysis of Evolution Strategies. Work done under the supervision of Nikolaus Hansen and Anne Auger, in team TAO, at Inria Saclay, Université Paris-Sud. [TEL][PDF]
