Short bio

I am currently doing a PhD at EPFL in the LIONS lab with Prof. Volkan Cevher, where I am mostly interested in nonmonotone games.

Selected publications

See publications for other publications and Google Scholar for the most up to date version.

Improving SAM Requires Rethinking its Optimization Formulation
Wanyun Xie, Fabian Latorre, Kimon Antonakopoulos, Thomas Pethick, Volkan Cevher
International Conference on Machine Learning (ICML) 2024
paper code

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Stable nonconvex-nonconcave training via linear interpolation
Thomas Pethick, Wanyun Xie, Volkan Cevher
Neural Information Processing Systems (NeurIPS) 2023 (spotlight)
paper code

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Solving stochastic weak Minty variational inequalities without increasing batch size
Thomas Pethick, Olivier Fercoq, Puya Latafat, Panagiotis Patrinos and Volkan Cevher
International Conference on Learning Representations (ICLR) 2023
paper code

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Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems
Thomas Pethick, Puya Latafat, Panagiotis Patrinos, Olivier Fercoq, Volkan Cevher
The International Conference on Learning Representations (ICLR) 2022 (spotlight)
paper code

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Sifting through the noise: Universal first-order methods for stochastic variational inequalities
Kimon Antonakopoulos, Thomas Pethick, Ali Kavis, Panayotis Mertikopoulos, Volkan Cevher
Neural Information Processing Systems (NeurIPS) 2021
paper code

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Content

A geometric view on optimization

• Polyak stepsize through a hyperplane projection interpretation

Online learning

• Follow the regularized leader

• Hedge and bandits

• Gaussian processes and Hedge for infinite armed bandits

Talks

• Provably beneficial artificial intelligence by Stuart Russell

• From causal inference to autoencoders and gene regulation by Caroline Uhler

Tidbits

• Various ways of writing Nesterov’s acceleration

• Acceleration convergence using a potential function

• Gradient boosting

• Bayesian logistic Regression

• The I/O model

All the posts can also be found in chronological order in the archive.

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Open source

Some of the projects I worked on prior to the PhD:

• Scalable Gaussian Processes for Economic Models. This codebase can be used to run high-dimensional scalable Gaussian Processes on Economic Models on a High Performance Computing cluster.

• Ensembled Deep Network for Global Optimization. This project explores the behavior of an ensembled variant of the architecture proposed by (Snoek et al 2015) on various Bayesian Optimization benchmark problems.

• Prolog code generation from Isabelle’s inner syntax. This project compiles a theorem prover written and proven with Isabelle and compiles it into Prolog. It does so in Haskell through several catamorphism that changes the Isabelle AST into a Prolog AST.

• CampusNet Sync. A Dropbox like inspired app to sync your computer with the filesystem used at the Technical University of Denmark.

• Anki Onenote importer. Allows one to import .mht files exported from OneNote into Anki.

… and more on Github including this site which was originally build by Hakyll with some added \(\text{\LaTeX}\) goods. I have since moved to the Executable Book Project for a well-maintained codebase with many of the same features.