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About

I am currently a Postdoctoral Researcher at the Department of Mathematics at KTH in Stockholm. I did my Ph.D. under the supervision of Nikolaus Hansen and Anne Auger at Université Paris-Sud, and defended it in 2015.

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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, and 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.
I also have an interest in machine learning, particularly for neural networks, and I am often tinkering on some personal machine learning problem. I particularly enjoy game-related problems, as they provide many different and great challenges, and that evaluation of a solution is both informative and entertaining.

Publications

Journal Papers

Alexandre Chotard, Anne Auger (2017). Verifiable Conditions for the Irreducibility and Aperiodicity of Markov Chains by Analyzing Underlying Deterministic Models. Accepted for publication 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]