Matthieu Jonckheere

Frédéric Chazal, Laure Ferraris, Pablo Groisman et al.

The Fermat distance has been recently established as a useful tool for machine learning tasks when a natural distance is not directly available to the practitioner or to improve the results given by Euclidean distances by exploding the geometrical and statistical properties of the dataset. This distance depends on a parameter $α$ that greatly impacts the performance of subsequent tasks. Ideally, the value of $α$ should be large enough to navigate the geometric intricacies inherent to the problem. At the same, it should remain restrained enough to sidestep any deleterious ramifications stemming from noise during the process of distance estimation. We study both theoretically and through simulations how to select this parameter.

Harry Sevi, Gwendal Debaussart-Joniec, Malik Hacini et al.

Clustering in directed graphs remains a fundamental challenge due to the asymmetry in edge connectivity, which limits the applicability of classical spectral methods originally designed for undirected graphs. A common workaround is to symmetrize the adjacency matrix, but this often leads to losing critical directional information. In this work, we introduce the generalized Dirichlet energy (GDE), a novel energy functional that extends the classical Dirichlet energy to handle arbitrary positive vertex measures and Markov transition matrices. GDE provides a unified framework applicable to both directed and undirected graphs, and is closely tied to the diffusion dynamics of random walks. Building on this framework, we propose the generalized spectral clustering (GSC) method that enables the principled clustering of weakly connected digraphs without resorting to the introduction of teleportation to the random walk transition matrix. A key component of our approach is the utilization of a parametrized vertex measure encoding graph directionality and density. Experiments on real-world point-cloud datasets demonstrate that GSC consistently outperforms existing spectral clustering approaches in terms of clustering accuracy and robustness, offering a powerful new tool for graph-based data analysis.

Pierre Houdouin, Matthieu Jonckheere, Frederic Pascal

Linear and Quadratic Discriminant Analysis (LDA and QDA) are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of the underlying Gaussian assumption that is not robust. This paper studies the robustness to scale changes in the data of a new discriminant analysis technique where each data point is drawn by its own arbitrary Elliptically Symmetrical (ES) distribution and its own arbitrary scale parameter. Such a model allows for possibly very heterogeneous, independent but non-identically distributed samples. The new decision rule derived is simple, fast, and robust to scale changes in the data compared to other state-of-the-art method

Gwendal Debaussart-Joniec, Harry Sevi, Matthieu Jonckheere et al.

Vertex-level clustering for directed graphs (digraphs) remains challenging as edge directionality breaks the key assumptions underlying popular spectral methods, which also incur the overhead of eigen-decomposition. This paper proposes Parametrized Power-Iteration Clustering (ParPIC), a random-walk-based clustering method for weakly connected digraphs. This builds over the Power-Iteration Clustering paradigm, which uses the rows of the iterated diffusion operator as a data embedding. ParPIC has three important features: the use of parametrized reversible random walk operators, the automatic tuning of the diffusion time, and the efficient truncation of the final embedding, which produces low-dimensional data representations and reduces complexity. Empirical results on synthetic and real-world graphs demonstrate that ParPIC achieves competitive clustering accuracy with improved scalability relative to spectral and teleportation-based methods.

Pablo Groisman, Matthieu Jonckheere, Jordan Serres et al.

We study the Fréchet {\it k-}means of a metric measure space when both the measure and the distance are unknown and have to be estimated. We prove a general result that states that the {\it k-}means are continuous with respect to the measured Gromov-Hausdorff topology. In this situation, we also prove a stability result for the Voronoi clusters they determine. We do not assume uniqueness of the set of {\it k-}means, but when it is unique, the results are stronger. {This framework provides a unified approach to proving consistency for a wide range of metric learning procedures. As concrete applications, we obtain new consistency results for several important estimators that were previously unestablished, even when $k=1$. These include {\it k-}means based on: (i) Isomap and Fermat geodesic distances on manifolds, (ii) difussion distances, (iii) Wasserstein distances computed with respect to learned ground metrics. Finally, we consider applications beyond the statistical inference paradigm like (iv) first passage percolation and (v) discrete approximations of length spaces.}

Matthieu Jonckheere, Chiara Mignacco, Gilles Stoltz

We revisit the reduction of learning in adversarial Markov decision processes [MDPs] to adversarial learning based on $Q$--values; this reduction has been considered in a number of recent articles as one building block to perform policy optimization. Namely, we first consider and extend this reduction in an ideal setting where an oracle provides value functions: it may involve any adversarial learning strategy (not just exponential weights) and it may be based indifferently on $Q$--values or on advantage functions. We then present two extensions: on the one hand, convergence of the last iterate for a vast class of adversarial learning strategies (again, not just exponential weights), satisfying a property called monotonicity of weights; on the other hand, stronger regret criteria for learning in MDPs, inherited from the stronger regret criteria of adversarial learning called strongly adaptive regret and tracking regret. Third, we demonstrate how adversarial learning, also referred to as aggregation of experts, relates to aggregation (orchestration) of expert policies: we obtain stronger forms of performance guarantees in this setting than existing ones, via yet another, simple reduction. Finally, we discuss the impact of the reduction of learning in adversarial MDPs to adversarial learning in the practical scenarios where transition kernels are unknown and value functions must be learned. In particular, we review the literature and note that many strategies for policy optimization feature a policy-improvement step based on exponential weights with estimated $Q$--values. Our main message is that this step may be replaced by the application of any adversarial learning strategy on estimated $Q$--values or on estimated advantage functions. We leave the empirical evaluation of these twists for future research.

Abdelkrim Alahyane, Céline Comte, Matthieu Jonckheere

Synchronous federated learning scales poorly due to the straggler effect. Asynchronous algorithms increase the update throughput by processing updates upon arrival, but they introduce two fundamental challenges: gradient staleness, which degrades convergence, and bias toward faster clients under heterogeneous data distributions. Although algorithms such as AsyncSGD and Generalized AsyncSGD mitigate this bias via client-side task queues, most existing analyses neglect the underlying queueing dynamics and lack closed-form characterizations of the update throughput and gradient staleness. To close this gap, we develop a stochastic queueing-network framework for Generalized AsyncSGD that jointly models random computation times at the clients and the central server, as well as random uplink and downlink communication delays. Leveraging product-form network theory, we derive a closed-form expression for the update throughput, alongside closed-form upper bounds for both the communication round complexity and the expected wall-clock time required to reach an $ε$-stationary point. These results formally characterize the trade-off between gradient staleness and wall-clock convergence speed. We further extend the framework to quantify energy consumption under stochastic timing, revealing an additional trade-off between convergence speed and energy efficiency. Building on these analytical results, we propose gradient-based optimization strategies to jointly optimize routing and concurrency. Experiments on EMNIST demonstrate reductions of 29%--46% in convergence time and 36%--49% in energy consumption compared to AsyncSGD.

Pierre Houdouin, Matthieu Jonckheere, Frederic Pascal

Although linear and quadratic discriminant analysis are widely recognized classical methods, they can encounter significant challenges when dealing with non-Gaussian distributions or contaminated datasets. This is primarily due to their reliance on the Gaussian assumption, which lacks robustness. We first explain and review the classical methods to address this limitation and then present a novel approach that overcomes these issues. In this new approach, the model considered is an arbitrary Elliptically Symmetrical (ES) distribution per cluster with its own arbitrary scale parameter. This flexible model allows for potentially diverse and independent samples that may not follow identical distributions. By deriving a new decision rule, we demonstrate that maximum-likelihood parameter estimation and classification are simple, efficient, and robust compared to state-of-the-art methods.

Louis Leconte, Matthieu Jonckheere, Sergey Samsonov et al.

We study asynchronous federated learning mechanisms with nodes having potentially different computational speeds. In such an environment, each node is allowed to work on models with potential delays and contribute to updates to the central server at its own pace. Existing analyses of such algorithms typically depend on intractable quantities such as the maximum node delay and do not consider the underlying queuing dynamics of the system. In this paper, we propose a non-uniform sampling scheme for the central server that allows for lower delays with better complexity, taking into account the closed Jackson network structure of the associated computational graph. Our experiments clearly show a significant improvement of our method over current state-of-the-art asynchronous algorithms on an image classification problem.

Céline Comte, Matthieu Jonckheere, Jaron Sanders et al.

In this paper, we introduce a policy-gradient method for model-based reinforcement learning (RL) that exploits a type of stationary distributions commonly obtained from Markov decision processes (MDPs) in stochastic networks, queueing systems, and statistical mechanics. Specifically, when the stationary distribution of the MDP belongs to an exponential family that is parametrized by policy parameters, we can improve existing policy gradient methods for average-reward RL. Our key identification is a family of gradient estimators, called score-aware gradient estimators (SAGEs), that enable policy gradient estimation without relying on value-function estimation in the aforementioned setting. We show that SAGE-based policy-gradient locally converges, and we obtain its regret. This includes cases when the state space of the MDP is countable and unstable policies can exist. Under appropriate assumptions such as starting sufficiently close to a maximizer and the existence of a local Lyapunov function, the policy under SAGE-based stochastic gradient ascent has an overwhelming probability of converging to the associated optimal policy. Furthermore, we conduct a numerical comparison between a SAGE-based policy-gradient method and an actor-critic method on several examples inspired from stochastic networks, queueing systems, and models derived from statistical physics. Our results demonstrate that a SAGE-based method finds close-to-optimal policies faster than an actor-critic method.

Ernesto Garcia, Paola Bermolen, Matthieu Jonckheere et al.

We investigate efficient exploration strategies of environments with unknown stochastic dynamics and sparse rewards. Specifically, we analyze first the impact of parallel simulations on the probability of reaching rare states within a finite time budget. Using simplified models based on random walks and Lévy processes, we provide analytical results that demonstrate a phase transition in reaching probabilities as a function of the number of parallel simulations. We identify an optimal number of parallel simulations that balances exploration diversity and time allocation. Additionally, we analyze a restarting mechanism that exponentially enhances the probability of success by redirecting efforts toward more promising regions of the state space. Our findings contribute to a more qualitative and quantitative theory of some exploration schemes in reinforcement learning, offering insights into developing more efficient strategies for environments characterized by rare events.

Abdelkrim Alahyane, Céline Comte, Matthieu Jonckheere et al.

Synchronous federated learning (FL) scales poorly with the number of clients due to the straggler effect. Algorithms like FedAsync and GeneralizedFedAsync address this limitation by enabling asynchronous communication between clients and the central server. In this work, we rely on stochastic modeling and analysis to better understand the impact of design choices in asynchronous FL algorithms, such as the concurrency level and routing probabilities, and we leverage this knowledge to optimize loss. Compared to most existing studies, we account for the joint impact of heterogeneous and variable service speeds and heterogeneous datasets at the clients. We characterize in particular a fundamental trade-off for optimizing asynchronous FL: minimizing gradient estimation errors by avoiding model parameter staleness, while also speeding up the system by increasing the throughput of model updates. Our two main contributions can be summarized as follows. First, we prove a discrete variant of Little's law to derive a closed-form expression for relative delay, a metric that quantifies staleness. This allows us to efficiently minimize the average loss per model update, which has been the gold standard in literature to date, using the upper-bound of Leconte et al. as a proxy. Second, we observe that naively optimizing this metric drastically slows down the system by overemphasizing staleness at the expense of throughput. This motivates us to introduce an alternative metric that also accounts for speed, for which we derive a tractable upper-bound that can be minimized numerically. Extensive numerical results show these optimizations enhance accuracy by 10% to 30%.

Chiara Mignacco, Matthieu Jonckheere, Gilles Stoltz

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics in these settings are simple and interpretable but typically tailored to specific operating regimes, which can lead to inefficiencies when conditions change. We propose a reinforcement learning (RL) approach that learns to orchestrate a set of such expert policies, leveraging their complementary strengths in a data-driven, adaptive manner. Building on the Adv2 framework (Jonckheere et al., 2024), our method combines expert decisions through advantage-based weight updates and extends naturally to settings where only estimated value functions are available. We establish both expectation and high-probability regret guarantees and derive a novel finite-time bias bound for temporal-difference learning, enabling reliable advantage estimation even under constant step size and non-stationary dynamics. To support scalability, we introduce a neural actor-critic architecture that generalizes across large state spaces while preserving interpretability. Simulations on stochastic matching models, including an organ exchange scenario, show that the orchestrated policy converges faster and yields higher system level efficiency than both individual experts and conventional RL baselines. Our results highlight how structured, adaptive learning can improve the modeling and management of complex resource allocation and decision-making processes.

Pierre Houdouin, Frédéric Pascal, Matthieu Jonckheere et al.

Linear and Quadratic Discriminant Analysis are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of the underlying Gaussian assumption that is not robust. To fill this gap, this paper presents a new robust discriminant analysis where each data point is drawn by its own arbitrary Elliptically Symmetrical (ES) distribution and its own arbitrary scale parameter. Such a model allows for possibly very heterogeneous, independent but non-identically distributed samples. After deriving a new decision rule, it is shown that maximum-likelihood parameter estimation and classification are very simple, fast and robust compared to state-of-the-art methods.

Yamila Barrera, Leonardo Boechi, Matthieu Jonckheere et al.

The Reseau de Transport d'Electricité (RTE) is the French main electricity network operational manager and dedicates large number of resources and efforts towards understanding climate time series data. We discuss here the problem and the methodology of grouping and selecting representatives of possible climate scenarios among a large number of climate simulations provided by RTE. The data used is composed of temperature times series for 200 different possible scenarios on a grid of geographical locations in France. These should be clustered in order to detect common patterns regarding temperatures curves and help to choose representative scenarios for network simulations, which in turn can be used for energy optimisation. We first show that the choice of the distance used for the clustering has a strong impact on the meaning of the results: depending on the type of distance used, either spatial or temporal patterns prevail. Then we discuss the difficulty of fine-tuning the distance choice (combined with a dimension reduction procedure) and we propose a methodology based on a carefully designed index.

Agustín Somacal, Yamila Barrera, Leonardo Boechi et al.

SINDy is a method for learning system of differential equations from data by solving a sparse linear regression optimization problem [Brunton et al., 2016]. In this article, we propose an extension of the SINDy method that learns systems of differential equations in cases where some of the variables are not observed. Our extension is based on regressing a higher order time derivative of a target variable onto a dictionary of functions that includes lower order time derivatives of the target variable. We evaluate our method by measuring the prediction accuracy of the learned dynamical systems on synthetic data and on a real data-set of temperature time series provided by the Réseau de Transport d'Électricité (RTE). Our method provides high quality short-term forecasts and it is orders of magnitude faster than competing methods for learning differential equations with latent variables.

Violeta Roizman, Matthieu Jonckheere, Frédéric Pascal

Though very popular, it is well known that the EM for GMM algorithm suffers from non-Gaussian distribution shapes, outliers and high-dimensionality. In this paper, we design a new robust clustering algorithm that can efficiently deal with noise and outliers in diverse data sets. As an EM-like algorithm, it is based on both estimations of clusters centers and covariances. In addition, using a semi-parametric paradigm, the method estimates an unknown scale parameter per data-point. This allows the algorithm to accommodate for heavier tails distributions and outliers without significantly loosing efficiency in various classical scenarios. We first derive and analyze the proposed algorithm in the context of elliptical distributions, showing in particular important insensitivity properties to the underlying data distributions. We then study the convergence and accuracy of the algorithm by considering first synthetic data. Then, we show that the proposed algorithm outperforms other classical unsupervised methods of the literature such as k-means, the EM for Gaussian mixture models and its recent modifications or spectral clustering when applied to real data sets as MNIST, NORB, and 20newsgroups.