Pierre Laforgue
 |
Quantitative Researcher |
About me
I am currently a quantitative researcher at Capital Fund Management.
Prior to this, I was a postdoctoral researcher at the University of Milan, Italy. I worked among the LAILA team led by professor Nicolò Cesa-Bianchi.
My recent research interests revolve around multitask online learning and bandit algorithms, with applications to federated learning.
I also co-supervised two PhD theses:
Giulia Clerici, worked on nonstationary bandits for music recommendation (co-supervised with N. Cesa-Bianchi)
Tamim El Ahmad, studied sketching algorithms to scale-up operator-valued kernel machines (co-supervised with F. d'Alché-Buc)
I obtained my PhD from Télécom Paris, under the supervision of professors Florence d'Alché-Buc and Stephan Clémençon.
You can find more about my background on my LinkedIn or in my resume.
Research Interests
My research interests revolve around Learning Theory, and include more precisely:
Multitask Online Learning
Bandit Algorithms
Federated Learning and Privacy Preservation
Kernel Methods and Sketching Algorithms
Robust Learning and Median-of-Means
Statistical Learning and Sample Bias Issues
My list of publications is available here.