Portrait of Gauthier Gidel

Gauthier Gidel

Core Academic Member
Canada CIFAR AI Chair
Assistant Professor, Université de Montréal, Department of Computer Science and Operations Research
Research Topics
Generative Models
Machine Learning Theory
Optimization
Reinforcement Learning

Biography

I am an assistant professor in the Department of Computer Science and Operations Research (DIRO) at Université de Montréal, a core academic member of Mila – Quebec Artificial Intelligence Institute, and a Canada CIFAR AI Chair.

Previously, I was awarded a Borealis AI Graduate Fellowship, worked at DeepMind and Element AI, and was a Long-Term Visitor at the Simons Institute at UC Berkeley.

My research interests lie at the intersection of game theory, optimization and machine learning.

Current Students

Independent visiting researcher - UBC
Master's Research - Polytechnique Montréal
Principal supervisor :
Collaborating Alumni - Université de Montréal
Co-supervisor :
Collaborating researcher
PhD - Université de Montréal
PhD - Université de Montréal
Postdoctorate - McGill University
Principal supervisor :
PhD - McGill University
Principal supervisor :
PhD - Université de Montréal
PhD - Université de Montréal
Co-supervisor :
PhD - Université de Montréal
Master's Research - Université de Montréal
Co-supervisor :
PhD - Université de Montréal
Principal supervisor :
Independent visiting researcher - Technical Univeristy of Munich
PhD - Université de Montréal
PhD - Université de Montréal
Co-supervisor :

Publications

A Tight and Unified Analysis of Gradient-Based Methods for a Whole Spectrum of Differentiable Games
We consider differentiable games where the goal is to find a Nash equilibrium. The machine learning community has recently started using v… (see more)ariants of the gradient method ( GD ). Prime examples are extragradient ( EG ), the optimistic gradient method ( OG ) and consensus optimization ( CO ), which enjoy linear convergence in cases like bilinear games, where the standard GD fails. The full bene-fits of theses relatively new methods are not known as there is no unified analysis for both strongly monotone and bilinear games. We provide new analyses of the EG ’s local and global convergence properties and use is to get a tighter global convergence rate for OG and CO . Our analysis covers the whole range of settings between bilinear and strongly monotone games. It reveals that these methods converges via different mechanisms at these extremes; in between, it exploits the most favorable mechanism for the given problem. We then prove that EG achieves the optimal rate for a wide class of algorithms with any number of extrapolations. Our tight analysis of EG ’s convergence rate in games shows that, unlike in convex minimization, EG may be much faster than GD .
Negative Momentum for Improved Game Dynamics
Reyhane Askari Hemmat
Mohammad Pezeshki
Gabriel Huang
Rémi LE PRIOL
Games generalize the single-objective optimization paradigm by introducing different objective functions for different players. Differentiab… (see more)le games often proceed by simultaneous or alternating gradient updates. In machine learning, games are gaining new importance through formulations like generative adversarial networks (GANs) and actor-critic systems. However, compared to single-objective optimization, game dynamics are more complex and less understood. In this paper, we analyze gradient-based methods with momentum on simple games. We prove that alternating updates are more stable than simultaneous updates. Next, we show both theoretically and empirically that alternating gradient updates with a negative momentum term achieves convergence in a difficult toy adversarial problem, but also on the notoriously difficult to train saturating GANs.
Negative Momentum for Improved Game Dynamics
Reyhane Askari Hemmat
Mohammad Pezeshki
Gabriel Huang
Rémi LE PRIOL
Games generalize the single-objective optimization paradigm by introducing different objective functions for different players. Differentiab… (see more)le games often proceed by simultaneous or alternating gradient updates. In machine learning, games are gaining new importance through formulations like generative adversarial networks (GANs) and actor-critic systems. However, compared to single-objective optimization, game dynamics are more complex and less understood. In this paper, we analyze gradient-based methods with momentum on simple games. We prove that alternating updates are more stable than simultaneous updates. Next, we show both theoretically and empirically that alternating gradient updates with a negative momentum term achieves convergence in a difficult toy adversarial problem, but also on the notoriously difficult to train saturating GANs.
Frank-Wolfe Splitting via Augmented Lagrangian Method
Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than mini… (see more)mizing it over each individual constraint set. While traditional methods such as Frank-Wolfe (FW) or proximal gradient descent assume access to a linear or quadratic oracle on the intersection, splitting techniques take advantage of the structure of each sets, and only require access to the oracle on the individual constraints. In this work, we develop and analyze the Frank-Wolfe Augmented Lagrangian (FW-AL) algorithm, a method for minimizing a smooth function over convex compact sets related by a "linear consistency" constraint that only requires access to a linear minimization oracle over the individual constraints. It is based on the Augmented Lagrangian Method (ALM), also known as Method of Multipliers, but unlike most existing splitting methods, it only requires access to linear (instead of quadratic) minimization oracles. We use recent advances in the analysis of Frank-Wolfe and the alternating direction method of multipliers algorithms to prove a sublinear convergence rate for FW-AL over general convex compact sets and a linear convergence rate for polytopes.
Frank-Wolfe Splitting via Augmented Lagrangian Method
Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than mini… (see more)mizing it over each individual constraint set. While traditional methods such as Frank-Wolfe (FW) or proximal gradient descent assume access to a linear or quadratic oracle on the intersection, splitting techniques take advantage of the structure of each sets, and only require access to the oracle on the individual constraints. In this work, we develop and analyze the Frank-Wolfe Augmented Lagrangian (FW-AL) algorithm, a method for minimizing a smooth function over convex compact sets related by a "linear consistency" constraint that only requires access to a linear minimization oracle over the individual constraints. It is based on the Augmented Lagrangian Method (ALM), also known as Method of Multipliers, but unlike most existing splitting methods, it only requires access to linear (instead of quadratic) minimization oracles. We use recent advances in the analysis of Frank-Wolfe and the alternating direction method of multipliers algorithms to prove a sublinear convergence rate for FW-AL over general convex compact sets and a linear convergence rate for polytopes.