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Hugo Richard

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11 papers

2 author rows

EWRL Workshop 2025 Workshop Paper

Optimizing the coalition gain in Online Auctions with Greedy Structured Bandits

Dorian Baudry
Hugo Richard
Maria Cherifa
Clément Calauzènes
Vianney Perchet

Motivated by online display advertising, this work considers repeated second-price auctions, where agents sample their value from an unknown distribution with a cumulative distribution function F. In each auction t, a decision-maker bound by limited observations selects nt agents from a coalition of N to compete for a prize with p other agents, aiming to maximize the cumulative reward of the coalition across all auctions. The problem is framed as an N -armed structured bandit, each number of player sent being an arm n, with expected reward r(n) fully characterized by F and p + n. We present two algorithms, Local-Greedy (LG) and Greedy-Grid (GG), both achieving constant problem-dependent regret. This relies on three key ingredients: 1. an estimator of r(n) from feedback collected from any arm k, 2. concentration bounds of these estimates for k within an estimation neighborhood of n and 3. the unimodality property of r under standard assumptions on F. Additionally, GG exhibits problem-independent guarantees on top of best problem-dependent guarantees. However, by avoiding to rely on confidence intervals, LG practically outperforms GG, as well as standard unimodal bandit algorithms such as OSUB or multi-armed bandit algorithms

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NeurIPS Conference 2024 Conference Paper

Improved learning rates in multi-unit uniform price auctions

Marius Potfer
Dorian Baudry
Hugo Richard
Vianney Perchet
Cheng Wan

Motivated by the strategic participation of electricity producers in electricity day-ahead market, we study the problem of online learning in repeated multi-unit uniform price auctions focusing on the adversarial opposing bid setting. The main contribution of this paper is the introduction of a new modeling of the bid space. Indeed, we prove that a learning algorithm leveraging the structure of this problem achieves a regret of $\tilde{O}(K^{4/3}T^{2/3})$ under bandit feedback, improving over the bound of $\tilde{O}(K^{7/4}T^{3/4})$ previously obtained in the literature. This improved regret rate is tight up to logarithmic terms. %by deducing a lower bound of $\Omega (T^{2/3})$ from the dynamic pricing literature, proving the optimality in $T$ of our algorithm up to log factors. Inspired by electricity reserve markets, we further introduce a different feedback model under which all winning bids are revealed. This feedback interpolates between the full-information and bandit scenarios depending on the auctions' results. We prove that, under this feedback, the algorithm that we propose achieves regret $\tilde{O}(K^{5/2}\sqrt{T})$.

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NeurIPS Conference 2024 Conference Paper

Optimizing the coalition gain in Online Auctions with Greedy Structured Bandits

Dorian Baudry
Hugo Richard
Maria Cherifa
Clément Calauzènes
Vianney Perchet

Motivated by online display advertising, this work considers repeated second-price auctions, where agents sample their value from an unknown distribution with cumulative distribution function $F$. In each auction $t$, a decision-maker bound by limited observations selects $n_t$ agents from a coalition of $N$ to compete for a prize with $p$ other agents, aiming to maximize the cumulative reward of the coalition across all auctions. The problem is framed as an $N$-armed structured bandit, each number of player sent being an arm $n$, with expected reward $r(n)$ fully characterized by $F$ and $p+n$. We present two algorithms, Local-Greedy (LG) and Greedy-Grid (GG), both achieving *constant* problem-dependent regret. This relies on three key ingredients: **1. ** an estimator of $r(n)$ from feedback collected from any arm $k$, **2. ** concentration bounds of these estimates for $k$ within an estimation neighborhood of $n$ and **3. ** the unimodality property of $r$ under standard assumptions on $F$. Additionally, GG exhibits problem-independent guarantees on top of best problem-dependent guarantees. However, by avoiding to rely on confidence intervals, LG practically outperforms GG, as well as standard unimodal bandit algorithms such as OSUB or multi-armed bandit algorithms.

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EWRL Workshop 2023 Workshop Paper

Constant or logarithmic regret in asynchronous multiplayer bandits

Hugo Richard
Etienne Boursier
Vianney Perchet

Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e. g. for IoT) tend to have asynchronous devices. This motivates the harder, asynchronous multiplayer bandits problem, which was first tackled with an explore-then-commit (ETC) algorithm (see Dakdouk, 2022), with a regret upper-bound in $\Ocal(T^{\frac{2}{3}})$. Before even considering decentralization, understanding the centralized case was still a challenge as it was unknown whether getting a regret smaller than $\Omega(T^{\frac{2}{3}})$ was possible. We answer positively this question, as a natural extension of UCB exhibits a $\Ocal(\sqrt{T\log(T)})$ minimax regret. More importantly, we introduce Cautious Greedy, a centralized algorithm that yields constant instance-dependent regret if the optimal policy assigns at least one player on each arm (a situation that is proved to occur when arm means are close enough). Otherwise, its regret increases as the sum of $\log(T)$ over some sub-optimality gaps. We provide lower bounds showing that Cautious Greedy is optimal in the data-dependent terms. Therefore, we set up a strong baseline for asynchronous multiplayer bandits and suggest that learning the optimal policy in this problem might be easier than thought, at least with centralization.

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ICML Conference 2023 Conference Paper

On Preemption and Learning in Stochastic Scheduling

Nadav Merlis
Hugo Richard
Flore Sentenac
Corentin Odic
Mathieu Molina
Vianney Perchet

We study single-machine scheduling of jobs, each belonging to a job type that determines its duration distribution. We start by analyzing the scenario where the type characteristics are known and then move to two learning scenarios where the types are unknown: non-preemptive problems, where each started job must be completed before moving to another job; and preemptive problems, where job execution can be paused in the favor of moving to a different job. In both cases, we design algorithms that achieve sublinear excess cost, compared to the performance with known types, and prove lower bounds for the non-preemptive case. Notably, we demonstrate, both theoretically and through simulations, how preemptive algorithms can greatly outperform non-preemptive ones when the durations of different job types are far from one another, a phenomenon that does not occur when the type durations are known.

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EWRL Workshop 2023 Workshop Paper

On Preemption and Learning in Stochastic Scheduling

Nadav Merlis
Hugo Richard
Flore Sentenac
Corentin Odic
Mathieu Molina
Vianney Perchet

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YNIMG Journal 2021 Journal Article

An empirical evaluation of functional alignment using inter-subject decoding

Thomas Bazeille
Elizabeth DuPre
Hugo Richard
Jean-Baptiste Poline
Bertrand Thirion

Inter-individual variability in the functional organization of the brain presents a major obstacle to identifying generalizable neural coding principles. Functional alignment-a class of methods that matches subjects' neural signals based on their functional similarity-is a promising strategy for addressing this variability. To date, however, a range of functional alignment methods have been proposed and their relative performance is still unclear. In this work, we benchmark five functional alignment methods for inter-subject decoding on four publicly available datasets. Specifically, we consider three existing methods: piecewise Procrustes, searchlight Procrustes, and piecewise Optimal Transport. We also introduce and benchmark two new extensions of functional alignment methods: piecewise Shared Response Modelling (SRM), and intra-subject alignment. We find that functional alignment generally improves inter-subject decoding accuracy though the best performing method depends on the research context. Specifically, SRM and Optimal Transport perform well at both the region-of-interest level of analysis as well as at the whole-brain scale when aggregated through a piecewise scheme. We also benchmark the computational efficiency of each of the surveyed methods, providing insight into their usability and scalability. Taking inter-subject decoding accuracy as a quantification of inter-subject similarity, our results support the use of functional alignment to improve inter-subject comparisons in the face of variable structure-function organization. We provide open implementations of all methods used.

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YNIMG Journal 2021 Journal Article

Brain topography beyond parcellations: Local gradients of functional maps

Elvis Dohmatob
Hugo Richard
Ana Luísa Pinho
Bertrand Thirion

Functional neuroimaging provides the unique opportunity to characterize brain regions based on their response to tasks or ongoing activity. As such, it holds the premise to capture brain spatial organization. Yet, the conceptual framework to describe this organization has remained elusive: on the one hand, parcellations build implicitly on a piecewise constant organization, i.e. flat regions separated by sharp boundaries; on the other hand, the recently popularized concept of functional gradient hints instead at a smooth structure. Noting that both views converge to a topographic scheme that pieces together local variations of functional features, we perform a quantitative assessment of local gradient-based models. Using as a driving case the prediction of functional Magnetic Resonance Imaging (fMRI) data -concretely, the prediction of task-fMRI from rest-fMRI maps across subjects- we develop a parcel-wise linear regression model based on a dictionary of reference topographies. Our method uses multiple random parcellations -as opposed to a single fixed parcellation- and aggregates estimates across these parcellations to predict functional features in left-out subjects. Our experiments demonstrate the existence of an optimal cardinality of the parcellation to capture local gradients of functional maps.

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JMLR Journal 2021 Journal Article

mvlearn: Multiview Machine Learning in Python

Ronan Perry
Gavin Mischler
Richard Guo
Theodore Lee
Alexander Chang
Arman Koul
Cameron Franz
Hugo Richard

As data are generated more and more from multiple disparate sources, multiview data sets, where each sample has features in distinct views, have grown in recent years. However, no comprehensive package exists that enables non-specialists to use these methods easily. mvlearn is a Python library which implements the leading multiview machine learning methods. Its simple API closely follows that of scikit-learn for increased ease-of-use. The package can be installed from Python Package Index (PyPI) and the conda package manager and is released under the MIT open-source license. The documentation, detailed examples, and all releases are available at https://mvlearn.github.io/. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2021. ( edit, beta )

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NeurIPS Conference 2021 Conference Paper

Shared Independent Component Analysis for Multi-Subject Neuroimaging

Hugo Richard
Pierre Ablin
Bertrand Thirion
Alexandre Gramfort
Aapo Hyvarinen

We consider shared response modeling, a multi-view learning problem where one wants to identify common components from multiple datasets or views. We introduce Shared Independent Component Analysis (ShICA) that models eachview as a linear transform of shared independent components contaminated by additive Gaussian noise. We show that this model is identifiable if the components are either non-Gaussian or have enough diversity in noise variances. We then show that in some cases multi-set canonical correlation analysis can recover the correct unmixing matrices, but that even a small amount of sampling noise makes Multiset CCA fail. To solve this problem, we propose to use joint diagonalization after Multiset CCA, leading to a new approach called ShICA-J. We show via simulations that ShICA-J leads to improved results while being very fast to fit. While ShICA-J is based on second-order statistics, we further propose to leverage non-Gaussianity of the components using a maximum-likelihood method, ShICA-ML, that is both more accurate and more costly. Further, ShICA comes with a principled method for shared components estimation. Finally, we provide empirical evidence on fMRI and MEG datasets that ShICA yields more accurate estimation of the componentsthan alternatives.

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NeurIPS Conference 2020 Conference Paper

Modeling Shared responses in Neuroimaging Studies through MultiView ICA

Hugo Richard
Luigi Gresele
Aapo Hyvarinen
Bertrand Thirion
Alexandre Gramfort
Pierre Ablin

Group studies involving large cohorts of subjects are important to draw general conclusions about brain functional organization. However, the aggregation of data coming from multiple subjects is challenging, since it requires accounting for large variability in anatomy, functional topography and stimulus response across individuals. Data modeling is especially hard for ecologically relevant conditions such as movie watching, where the experimental setup does not imply well-defined cognitive operations. We propose a novel MultiView Independent Component Analysis (ICA) model for group studies, where data from each subject are modeled as a linear combination of shared independent sources plus noise. Contrary to most group-ICA procedures, the likelihood of the model is available in closed form. We develop an alternate quasi-Newton method for maximizing the likelihood, which is robust and converges quickly. We demonstrate the usefulness of our approach first on fMRI data, where our model demonstrates improved sensitivity in identifying common sources among subjects. Moreover, the sources recovered by our model exhibit lower between-sessions variability than other methods. On magnetoencephalography (MEG) data, our method yields more accurate source localization on phantom data. Applied on 200 subjects from the Cam-CAN dataset, it reveals a clear sequence of evoked activity in sensor and source space.

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