Maxime Gazeau

Experience

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  Ecole Polytechnique

  Jan 2009 - Jan 2012

  Doctor of Philosophy (Ph.D) in Applied Mathematics

  • Ph.D. thesis: "Mathematical analysis of light propagation in optical fibers with randomly varying birefringence". Mathematical study of a new phenomena - the birefringence – limiting the rate of transmission in optical fibers. Defended in October 2012 and advised by Anne de Bouard, research director at CNRS.• Published three papers in international journals. Proved a central limit theorem in infinite dimensions. Introduced a new semi-implicit scheme for stochastic equations with Stratonovich noise and proved strong order of convergence. Performed Monte Carlo simulations and numerical order of convergence analysis (Matlab).• Organized the Ph. D. students seminar for two years.• Teaching assistant for the undergraduate course: "numerical analysis and optimization". Tutored computer lab sessions on Scilab (equivalent to Matlab) and Freefem++ (finite element method).• Offered teaching support for students (90min/week). Graded homework assignments and wrote numerical projects. Show less

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  Inria

  Feb 2013 - Jun 2014

  Post doctoral research fellow

  • Published two papers on an algorithm to efficiently sample rare events without having a biased estimator. • Implemented this algorithm using C++ and emphasized numerical issues. • Initiated a collaboration with a theoretical physicist and wrote a paper on the description of linear quantum electro- dynamics from the nonlinear Schrödinger Poisson equation. • Corroborated our result through numerical simulations of nonlinear eigenstates (Fortran & Matlab).• Coordinator for the graduate course ``Finance, option pricing and stochastic calculus''. Designed course structure and requirements.• Lectured this course for two years. Topic: pricing of contingent claims in both discrete and continuous time markets.• Wrote lecture note materials. Composed final exams and graded it. Show less

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  University of Toronto

  Jul 2014 - Apr 2017

  Post doctoral research fellow

  • Conducted research on the motion of a free surface of fluid over a variable bottom described by the water waves equations. Wrote two papers. • Obtained fundamental results on the spectrum of a related nonlocal operator.• Lectured the undergraduate course MAT235. Topics: Functions of several variables, multiple integrals, vector calculus. • Helped composed exams, determined grading schemes and graded final exams.

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  Borealis AI

  Apr 2017 - Sept 2019

  Machine Learning Researcher

  • Fundamental research: continuous optimization and generalization in deep learning (adaptive algorithms, dynamical systems, uniform stability), large scale learning, recommender systems.• Applied research: Hyperparameter optimization, Bayesian optimization, deep reinforcement learning

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  LG Electronics

  Jan 2020 - Jun 2022

  Senior Machine Learning Researcher

  Deep Reinforcement learning for the control of oscillatory systems

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  DeepMind

  Jun 2022 - now

  Research Engineer