Étienne de Montbrun

collaborators

2 papers

cs.LG2023

Adaptive approximation of monotone functions

Pierre Gaillard, Sébastien Gerchinovitz, Étienne de Montbrun

We study the classical problem of approximating a non-decreasing function $f : X \to Y$ in $L^{p} (μ)$ norm by sequentially querying its values, for known compact r…

math.OC2022

Optimistic Gradient Descent Ascent in Zero-Sum and General-Sum Bilinear Games

Étienne de Montbrun, Jérôme Renault

We study the convergence of Optimistic Gradient Descent Ascent in unconstrained bilinear games. In a first part, we consider the zero-sum case and extend previous results by Daskal…