ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Vianney PERCHET

Biographie

Vianney Perchet is a professor at the Centre de recherche en économie et statistique (CREST) at the ENSAE since october 2019. Mainly focusing on the interplay between machine learning and game theory, his themes of research are at the junction of mathematics, computer science and economics. The spectrum of his interest ranges from pure theory (say, optimal rates of convergence of algorithms) to pure applications (modeling user behavior, optimisation of recommender systems, etc.) Before joining the ENSAE, he was a professor - and the head of the maths department - at the Ecole Normale Supérieure of Paris Saclay, at the CMLA (aka Centre Borelli) from 2016 to 2019. Prior to that, he was assistant professor at the University Paris Diderot (Paris VII) at the LPMA (aka LPSM). He is currently advising 5 young PhD students on different topics (Reinforcement learning, Social learning, Online matching and bandits), while 4 students - now doctors - have already defended their thesis on bandits and auction theory. Always willing to discuss and advise, feel free to check the potential projects and/or to bring your own !

Cours

APM_5ML07_AE

Introduction à l’apprentissage statistique - CI/MS

Heures de cours : 12

Crédits ECTS : 1

APM_5ST06_AE

Optimisation avancée

Heures de cours : 24

Crédits ECTS : 4