Demonstration venue · read-only. Every page can be browsed; the buttons that would change it are switched off. Create an account to run TaxoReview on your own data. A simulation from public publication records: the people listed were not invited and did not agree to review.
? Tutorial for this page

Christophe Roux

dblp:38/9497 · DBLP profile ↗
← Back
5ranked-venue papers
2as first author
5since 2021 · last 2025
—ORCID · none

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 5 · 2 first-author · 5 since 2021

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Theoretical computer science
3 papers
Mathematical optimization · 71% Approximation and online algorithms · 11% Algorithmic game theory and mechanism design · 11%
Artificial intelligence
2 papers
Trustworthy machine learning · 52% Reinforcement learning · 20% Efficient and distributed learning · 18%

Topics — the 17 heaviest of 17, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Machine learning › Trustworthy machine learning › robustness
adversarial attack
0.912025
On the Byzantine-Resilience of Distillation-Based Federated Learning · ICLR 2025
Machine learning › Trustworthy machine learning › robustness
byzantine robustness
0.912025
On the Byzantine-Resilience of Distillation-Based Federated Learning · ICLR 2025
Machine learning › Efficient and distributed learning
federated learning
0.912025
On the Byzantine-Resilience of Distillation-Based Federated Learning · ICLR 2025
Machine learning › Trustworthy machine learning
robustness
0.912025
On the Byzantine-Resilience of Distillation-Based Federated Learning · ICLR 2025
Mathematical optimization
continuous optimization
0.912025
Implicit Riemannian Optimism with Applications to Min-Max Problems · ICML 2025
Mathematical optimization
minimax optimization
0.912025
Implicit Riemannian Optimism with Applications to Min-Max Problems · ICML 2025
Approximation and online algorithms
online learning
0.912025
Implicit Riemannian Optimism with Applications to Min-Max Problems · ICML 2025
Algorithmic game theory and mechanism design
regret minimization
0.912025
Implicit Riemannian Optimism with Applications to Min-Max Problems · ICML 2025
Mathematical optimization › continuous optimization › convex optimization
first-order methods
0.812024
Convergence and Trade-Offs in Riemannian Gradient Descent and Riemannian Proximal Point · ICML 2024
Mathematical optimization › riemannian optimization
geodesically convex optimization
0.812024
Convergence and Trade-Offs in Riemannian Gradient Descent and Riemannian Proximal Point · ICML 2024
Mathematical optimization › convergence analysis
gradient descent convergence
0.812024
Convergence and Trade-Offs in Riemannian Gradient Descent and Riemannian Proximal Point · ICML 2024
Mathematical optimization › continuous optimization › convex optimization
proximal methods
0.812024
Convergence and Trade-Offs in Riemannian Gradient Descent and Riemannian Proximal Point · ICML 2024
Mathematical optimization
riemannian optimization
0.812024
Convergence and Trade-Offs in Riemannian Gradient Descent and Riemannian Proximal Point · ICML 2024
Machine learning › Reinforcement learning › bandit
linear bandits
0.512021
Linear Bandits on Uniformly Convex Sets · J. Mach. Learn. Res. 2021
Machine learning › Reinforcement learning
multi-armed bandit
0.512021
Linear Bandits on Uniformly Convex Sets · J. Mach. Learn. Res. 2021
Machine learning › Learning theory › online learning
regret bounds
0.512021
Linear Bandits on Uniformly Convex Sets · J. Mach. Learn. Res. 2021
Computational geometry
convex geometry
0.512021
Linear Bandits on Uniformly Convex Sets · J. Mach. Learn. Res. 2021

Methods — techniques the papers use, named apart from their topics

upper confidence bound · 1.0riemannian optimization · 0.9knowledge distillation · 0.9implicit update · 0.9hadamard manifolds · 0.9riemannian proximal point · 0.8riemannian gradient descent · 0.8
YearPublicationVenuePosition
2025 Accelerated Methods for Riemannian Min-Max Optimization Ensuring Bounded Geometric Penalties
abstract
In this work, we study optimization problems of the form $\min_x \max_y f(x, y)$, where $f(x, y)$ is defined on a product Riemannian manifold $\mathcal{M} \times \mathcal{N}$ and is $\mu_x$-strongly geodesically convex (g-convex) in $x$ and $\mu_y$-strongly g-concave in $y$, for $\mu_x, \mu_y \geq 0$. We design accelerated methods when $f$ is $(L_x, L_y, L_{xy})$-smooth and $\mathcal{M}$, $\mathcal{N}$ are Hadamard. To that aim we introduce new g-convex optimization results, of independent interest: we show global linear convergence for metric-projected Riemannian gradient descent and improve existing accelerated methods by reducing geometric constants. Additionally, we complete the analysis of two previous works applying to the Riemannian min-max case by removing an assumption about iterates staying in a pre-specified compact set.
David Martínez-Rubio, Christophe Roux, Chris Criscitiello, Sebastian Pokutta
AISTATS2
2025 On the Byzantine-Resilience of Distillation-Based Federated Learning
abstract
Federated Learning (FL) algorithms using Knowledge Distillation (KD) have received increasing attention due to their favorable properties with respect to privacy, non-i.i.d. data and communication cost. These methods depart from transmitting model parameters and instead communicate information about a learning task by sharing predictions on a public dataset. In this work, we study the performance of such approaches in the byzantine setting, where a subset of the clients act in an adversarial manner aiming to disrupt the learning process. We show that KD-based FL algorithms are remarkably resilient and analyze how byzantine clients can influence the learning process. Based on these insights, we introduce two new byzantine attacks and demonstrate their ability to break existing byzantine-resilient methods. Additionally, we propose a novel defence method which enhances the byzantine resilience of KD-based FL algorithms. Finally, we provide a general framework to obfuscate attacks, making them significantly harder to detect, thereby improving their effectiveness.
Christophe Roux, Max Zimmer, Sebastian Pokutta
ICLR1
2025 Implicit Riemannian Optimism with Applications to Min-Max Problems
abstract
We introduce a Riemannian optimistic online learning algorithm for Hadamard manifolds based on inexact implicit updates. Unlike prior work, our method can handle in-manifold constraints, and matches the best known regret bounds in the Euclidean setting with no dependence on geometric constants, like the minimum curvature. Building on this, we develop algorithms for g-convex, g-concave smooth min-max problems on Hadamard manifolds. Notably, one method nearly matches the gradient oracle complexity of the lower bound for Euclidean problems, for the first time.
Christophe Roux, David Martínez-Rubio, Sebastian Pokutta
ICML1
2024 Convergence and Trade-Offs in Riemannian Gradient Descent and Riemannian Proximal Point
abstract
In this work, we analyze two of the most fundamental algorithms in geodesically convex optimization: Riemannian gradient descent and (possibly inexact) Riemannian proximal point. We quantify their rates of convergence and produce different variants with several trade-offs. Crucially, we show the iterates naturally stay in a ball around an optimizer, of radius depending on the initial distance and, in some cases, on the curvature. Previous works simply assumed bounded iterates, resulting in rates that were not fully quantified. We also provide an implementable inexact proximal point algorithm and prove several new useful properties of Riemannian proximal methods: they work when positive curvature is present, the proximal operator does not move points away from any optimizer, and we quantify the smoothness of its induced Moreau envelope. Further, we explore beyond our theory with empirical tests.
David Martínez-Rubio, Christophe Roux, Sebastian Pokutta
ICML2
2021 Linear Bandits on Uniformly Convex Sets
abstract
Linear bandit algorithms yield $\tilde{\mathcal{O}}(n\sqrt{T})$ pseudo-regret bounds on compact convex action sets $\mathcal{K}\subset\mathbb{R}^n$ and two types of structural assumptions lead to better pseudo-regret bounds. When $\mathcal{K}$ is the simplex or an $\ell_p$ ball with $p\in]1,2]$, there exist bandits algorithms with $\tilde{\mathcal{O}}(\sqrt{nT})$ pseudo-regret bounds. Here, we derive bandit algorithms for some strongly convex sets beyond $\ell_p$ balls that enjoy pseudo-regret bounds of $\tilde{\mathcal{O}}(\sqrt{nT})$. This result provides new elements for the open question in Bubeck and Cesa-Bianchi, 2012. When the action set is $q$-uniformly convex but not necessarily strongly convex ($q >2$), we obtain pseudo-regret bounds $\tilde{\mathcal{O}}(n^{1/q}T^{1/p})$ with $p$ s.t. $1/p + 1/q=1$. These pseudo-regret bounds are competitive with the general $\tilde{\mathcal{O}}(n\sqrt{T})$ for a time horizon range that depends on the degree $q>2$ of the set's uniform convexity and the dimension $n$ of the problem.
Thomas Kerdreux, Christophe Roux, Alexandre d'Aspremont, Sebastian Pokutta
J. Mach. Learn. Res.2