Portrait de Simon Lacoste-Julien

Simon Lacoste-Julien

Membre académique principal
slacoste@mila.quebec
Chaire en IA Canada-CIFAR
Directeur scientifique adjoint, Mila, Professeur agrégé, Université de Montréal, Département d'informatique et de recherche opérationnelle
Vice-président et directeur de laboratoire, Samsung Advanced Institute of Technology (SAIT) AI Lab, Montréal
Site web
Google Scholar
LinkedIn
X

Biographie

Simon Lacoste-Julien est professeur agrégé au Département d'informatique et de recherche opérationnelle (DIRO) de l'Université de Montréal, membre cofondateur de Mila – Institut québécois d’intelligence artificielle et titulaire d'une chaire en IA Canada-CIFAR. Il dirige également à temps partiel le SAIT AI Lab Montréal.

Ses recherches portent sur l'apprentissage automatique et les mathématiques appliquées, et intègrent des applications à la vision artificielle et au traitement du langage naturel. Il a obtenu une licence en mathématiques, physique et informatique à l’Université McGill, un doctorat en informatique à l’Université de Californie à Berkeley et un postdoctorat à l'Université de Cambridge.

Il a passé quelques années à l'Institut national de recherche en sciences et technologies du numérique (INRIA) et à l'École normale supérieure de Paris en tant que professeur de recherche avant de revenir à Montréal, en 2016, pour répondre à l'appel de Yoshua Bengio et contribuer à la croissance de l'écosystème de l'IA à Montréal.

Étudiants actuels

Alexia Jolicoeur-Martineau
Visiteur de recherche indépendant - Samsung SAIT
jolicoea@mila.quebec
Site web
Github
Google Scholar
Antonio Gois
Doctorat - Université de Montréal
antonio-miguel.gois@mila.quebec
Site web
Github
Google Scholar
Aristide Baratin
Visiteur de recherche indépendant - Samsung SAIT
baratina@mila.quebec
Site web
Github
Google Scholar
Boris Knyazev
Visiteur de recherche indépendant - Université de Montréal
knyazevb@mila.quebec
Site web
Github
Google Scholar
Damien Scieur
Visiteur de recherche indépendant - Samsung SAIT
scieurda@mila.quebec
Site web
Google Scholar
George Orfanides
Doctorat - McGill University
Superviseur⋅e principal⋅e :
Adam M. Oberman
george.orfanides@mila.quebec
Jaewoo Lee
Visiteur de recherche indépendant - Pohang University of Science and Technology in Pohang, Korea
jaewoo.lee@mila.quebec
Jose Gallego Posada
Doctorat - Université de Montréal
gallegoj@mila.quebec
Site web
Github
Google Scholar
Juan Ramirez
Doctorat - Université de Montréal
juan.ramirez@mila.quebec
Site web
Github
Google Scholar
Kiho Cho
Visiteur de recherche indépendant - Samsung SAIT
kiho.cho@mila.quebec
Kwon Kisoo
Visiteur de recherche indépendant - Seoul National University, Korea
kwon.kisoo@mila.quebec
Lucas Maes
Doctorat - Université de Montréal
lucas.maes@mila.quebec
Site web
Github
Mansi Rankawat
Doctorat - Université de Montréal
mansi.rankawat@mila.quebec
Site web
Github
Google Scholar
Marwa El Halabi
Visiteur de recherche indépendant - Samsung SAIT
marwa.el-halabi@mila.quebec
Site web
Github
Google Scholar
Meraj Hashemizadeh
Collaborateur·rice de recherche - Université de Montréal
merajhse@mila.quebec
Github
Michelle Liu
Collaborateur·rice de recherche
liumiche@mila.quebec
Motahareh Sohrabi
Maîtrise recherche - Université de Montréal
motahareh.sohrabi@mila.quebec
Site web
Pedram Khorsandi
Doctorat - Université de Montréal
pedram.khorsandi@mila.quebec
Github
Google Scholar
Quentin Bertrand
Postdoctorat - Université de Montréal
Superviseur⋅e principal⋅e :
Gauthier Gidel
quentin.bertrand@mila.quebec
Site web
Github
Google Scholar
Reza Babanezhad Harikandeh
Visiteur de recherche indépendant - Samsung SAIT
babanezr@mila.quebec
Rozhin Nobahari
Maîtrise recherche - Université de Montréal
rozhin.nobahari@mila.quebec
Sébastien Lachapelle
Doctorat - Université de Montréal
lachaseb@mila.quebec
Site web
Google Scholar
Helen Zhang
Doctorat - Université de Montréal
tianyue.zhang@mila.quebec
Site web
Github
Vitoria Barin Pacela
Doctorat - Université de Montréal
vitoria.barin-pacela@mila.quebec
Site web
Github
Google Scholar
Yan Zhang
Visiteur de recherche indépendant - Samsung SAIT
yan.zhang@mila.quebec
Site web
Github
Google Scholar
Yash Goyal
Visiteur de recherche indépendant - Samsung SAIT
yash.goyal@mila.quebec
Site web

Publications

G RADIENT -B ASED N EURAL DAG L EARNING WITH I NTERVENTIONS
Philippe Brouillard
Alexandre Drouin
Sébastien Lachapelle
Alexandre Lacoste
Simon Lacoste-Julien
Decision making based on statistical association alone can be a dangerous endeavor due to non-causal associations. Ideally, one would rely o… (voir plus)n causal relationships that enable reasoning about the effect of interventions. Several methods have been proposed to discover such relationships from observational and inter-ventional data. Among them, GraN-DAG, a method that relies on the constrained optimization of neural networks, was shown to produce state-of-the-art results among algorithms relying purely on observational data. However, it is limited to observational data and cannot make use of interventions. In this work, we extend GraN-DAG to support interventional data and show that this improves its ability to infer causal structures
2020-01-01
(publié)
www.semanticscholar.org
Stochastic Hamiltonian Gradient Methods for Smooth Games
Nicolas Loizou
Hugo Berard
Alexia Jolicoeur-Martineau
Pascal Vincent
Simon Lacoste-Julien
Ioannis Mitliagkas
The success of adversarial formulations in machine learning has brought renewed motivation for smooth games. In this work, we focus on the c… (voir plus)lass of stochastic Hamiltonian methods and provide the first convergence guarantees for certain classes of stochastic smooth games. We propose a novel unbiased estimator for the stochastic Hamiltonian gradient descent (SHGD) and highlight its benefits. Using tools from the optimization literature we show that SHGD converges linearly to the neighbourhood of a stationary point. To guarantee convergence to the exact solution, we analyze SHGD with a decreasing step-size and we also present the first stochastic variance reduced Hamiltonian method. Our results provide the first global non-asymptotic last-iterate convergence guarantees for the class of stochastic unconstrained bilinear games and for the more general class of stochastic games that satisfy a "sufficiently bilinear" condition, notably including some non-convex non-concave problems. We supplement our analysis with experiments on stochastic bilinear and sufficiently bilinear games, where our theory is shown to be tight, and on simple adversarial machine learning formulations.
2020-01-01
ICML (publié)
proceedings.mlr.press
arxiv.org
A Tight and Unified Analysis of Gradient-Based Methods for a Whole Spectrum of Differentiable Games.
Waiss Azizian
Ioannis Mitliagkas
Simon Lacoste-Julien
Gauthier Gidel
2020-01-01
International Conference on Artificial Intelligence and Statistics (publié)
proceedings.mlr.press
A Tight and Unified Analysis of Gradient-Based Methods for a Whole Spectrum of Differentiable Games
Waiss Azizian
Ioannis Mitliagkas
Simon Lacoste-Julien
Gauthier Gidel
We consider differentiable games where the goal is to find a Nash equilibrium. The machine learning community has recently started using v… (voir plus)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 .
2020-01-01
International Conference on Artificial Intelligence and Statistics (published)
dblp.uni-trier.de
Fast and Furious Convergence: Stochastic Second Order Methods under Interpolation
S. Meng
Sharan Vaswani
Issam Hadj Laradji
Mark Schmidt
Simon Lacoste-Julien
We consider stochastic second-order methods for minimizing smooth and strongly-convex functions under an interpolation condition satisfied b… (voir plus)y over-parameterized models. Under this condition, we show that the regularized subsampled Newton method (R-SSN) achieves global linear convergence with an adaptive step-size and a constant batch-size. By growing the batch size for both the subsampled gradient and Hessian, we show that R-SSN can converge at a quadratic rate in a local neighbourhood of the solution. We also show that R-SSN attains local linear convergence for the family of self-concordant functions. Furthermore, we analyze stochastic BFGS algorithms in the interpolation setting and prove their global linear convergence. We empirically evaluate stochastic L-BFGS and a "Hessian-free" implementation of R-SSN for binary classification on synthetic, linearly-separable datasets and real datasets under a kernel mapping. Our experimental results demonstrate the fast convergence of these methods, both in terms of the number of iterations and wall-clock time.
2019-10-11
ArXiv (preprint)
arxiv.org
arxiv.org
GAIT: A Geometric Approach to Information Theory
Jose Gallego-Posada
Ankit Vani
Max Schwarzer
Simon Lacoste-Julien
We advocate the use of a notion of entropy that reflects the relative abundances of the symbols in an alphabet, as well as the similarities … (voir plus)between them. This concept was originally introduced in theoretical ecology to study the diversity of ecosystems. Based on this notion of entropy, we introduce geometry-aware counterparts for several concepts and theorems in information theory. Notably, our proposed divergence exhibits performance on par with state-of-the-art methods based on the Wasserstein distance, but enjoys a closed-form expression that can be computed efficiently. We demonstrate the versatility of our method via experiments on a broad range of domains: training generative models, computing image barycenters, approximating empirical measures and counting modes.
2019-06-19
ArXiv (preprint)
arxiv.org
arxiv.org
Negative Momentum for Improved Game Dynamics
Gauthier Gidel
Reyhane Askari Hemmat
Mohammad Pezeshki
Gabriel Huang
Rémi LE PRIOL
Simon Lacoste-Julien
Ioannis Mitliagkas
Games generalize the single-objective optimization paradigm by introducing different objective functions for different players. Differentiab… (voir plus)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.
2019-04-11
Proceedings of the Twenty-Second International Conference on Artificial Intelligence and Statistics (publié)
proceedings.mlr.press
arxiv.org
Predicting Tactical Solutions to Operational Planning Problems under Imperfect Information
Eric P. Larsen
Sébastien Lachapelle
Yoshua Bengio
Emma Frejinger
Simon Lacoste-Julien
Andrea Lodi
This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a method… (voir plus)ology to quickly predict expected tactical descriptions of operational solutions (TDOSs). The problem we address occurs in the context of two-stage stochastic programming, where the second stage is demanding computationally. We aim to predict at a high speed the expected TDOS associated with the second-stage problem, conditionally on the first-stage variables. This may be used in support of the solution to the overall two-stage problem by avoiding the online generation of multiple second-stage scenarios and solutions. We formulate the tactical prediction problem as a stochastic optimal prediction program, whose solution we approximate with supervised machine learning. The training data set consists of a large number of deterministic operational problems generated by controlled probabilistic sampling. The labels are computed based on solutions to these problems (solved independently and offline), employing appropriate aggregation and subselection methods to address uncertainty. Results on our motivating application on load planning for rail transportation show that deep learning models produce accurate predictions in very short computing time (milliseconds or less). The predictive accuracy is close to the lower bounds calculated based on sample average approximation of the stochastic prediction programs.
2018-07-31
ArXiv (preprint)
doi.org
arxiv.org
Negative Momentum for Improved Game Dynamics
Gauthier Gidel
Reyhane Askari Hemmat
Mohammad Pezeshki
Gabriel Huang
Rémi LE PRIOL
Simon Lacoste-Julien
Ioannis Mitliagkas
Games generalize the single-objective optimization paradigm by introducing different objective functions for different players. Differentiab… (voir plus)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.
2018-07-12
ArXiv (preprint)
arxiv.org
arxiv.org
Frank-Wolfe Splitting via Augmented Lagrangian Method
Gauthier Gidel
Fabian Pedregosa
Simon Lacoste-Julien
Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than mini… (voir plus)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.
2018-03-31
ArXiv (preprint)
arxiv.org
arxiv.org
Frank-Wolfe Splitting via Augmented Lagrangian Method
Gauthier Gidel
Fabian Pedregosa
Simon Lacoste-Julien
Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than mini… (voir plus)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.
2018-01-01
AISTATS (publié)
proceedings.mlr.press
arxiv.org