Inria
2004, route des Lucioles BP 93, 06902 Sophia Antipolis Cedex
Équipe NEO, Bâtiment Lagrange, Office: L137 samir.perlaza@inria.fr
2022 Selected Talks
Empirical Risk Minimization and Zero-Sum Games with Noisy Observations
Dates:
December 12, 2022. Conservatoire national des arts et métiers (CNAM), Paris, France. Host: Prof. Stefano Secci.
November 9, 2022. Industrial Engineering and Operations Research Department. Indian Institute of Technology at Bombay (IITB), Mumbai, India. Host: Prof. Manjesh Hanawal.
Abstract
This talk introduces a new formulation of zero-sum games (ZSG), which is particularly suited for studying the Empirical Risk Minimization (ERM) problem and ERM-based machine learning algorithms. More specifically, ZSG are studied under the following assumptions: (1) One of the players (the leader) publicly and irrevocably commits to choose its actions by sampling a given probability measure (strategy); (2) The leader announces its action, which is observed by its opponent (the follower) subject to noise; and (3) the follower chooses its strategy based on the knowledge of the leader's strategy and the noisy observation of the leader's action. Under these conditions, the equilibrium is shown to always exist and be often different from the Nash and Stackelberg equilibria in mixed strategies and pure strategies. Even subject to noise, observing the actions of the leader is either beneficial or immaterial to the follower for all possible commitments. When the commitment is observed subject to a distortion, the equilibrium does not necessarily exist. Nonetheless, the leader might still obtain some benefit in some specific cases subject to equilibrium refinements. For instance, epsilon-equilibria might exist in which the leader commits to suboptimal strategies that allow unequivocally predicting the best response of its opponent. The optimal strategies for the leader at epsilon-equilibria are shown to be solutions to an ERM with relative entropy regularization (ERM-RER) problem.
The Role of Relative Entropy in Supervised Machine Learning
Dates
July 28, 2022 Electrical and Computer Engineering Department and Center for Statistics and Machine learning at Princeton University, Princeton NJ USA. Host: Prof. H. Vincent Poor
July 26, 2022 Electrical and Computer Engineering Department at Rensselaer Polytechnic Institute, Troy NY USA. Host: Prof. Ali Tajer.
July 6, 2022 Laboratoire Traitement et Communication de l'Information (LTCI), TelecomParis, Saclay, France. Host: Prof. Michèle Wigger.
Abstract
In this talk, recent results on various aspects of the Empirical Risk Minimization (ERM) problem with Relative Entropy Regularization (ERM-RER) are presented. The regularization is with respect to a sigma-finite measure, instead of a probability measure, which provides a larger flexibility for including prior knowledge on the models. Special cases of this general formulation include the ERM problem with (discrete or differential) entropy regularization and the information-risk minimization problem. Three results are discussed. First, it is shown that the empirical risk observed when models are sampled from the ERM-RER optimal probability measure is a sub-Gaussian random variable that exhibits a probably-approximately-correct (PAC) guarantee for the ERM problem. Second, the sensitivity of the expected empirical risk to deviations from the ERM-RER-optimal measure is characterized. Finally, using the notion of sensitivity, the impact of data aggregation on the generalization capabilities of machine learning algorithms based on the ERM-RER is studied. Interestingly, none of these results relies on statistical assumptions on the datasets, and thus, cases in which datasets exhibit different statistical properties can also be studied within this framework.
I am interested in theoretical and practical aspects of game theory and information theory. The application domains that motivate my research include communication systems, power systems, behavioral influence, and distributed decision making.
Research on Simultaneous Information and Energy Transmission
Research on Decision Making with Noisy Observations
Permanent Member of the Scientific Staff, INRIA, Sophia Antipolis, France. Jan. 2020 - present
Visiting Research Collaborator, Department of Electrical and Computer Engineering, Princeton University, Princeton NJ, Jan. 2013 - present
Associate Researcher, Université de la Polynésie Française, Laboratoire de Géométrie Algébrique et Applications à la Théorie de l’Information (GAATI), Faaa, French Polynesia, May 2021 - present
Permanent Member of the Scientific Staff, INRIA, Lyon, France. Dec. 2013 - Jan. 2020
Postdoctoral Associate, Alcatel-Lucent Chair at Supélec, Orsay, France. Jul. 2011 - Dec. 2011
Research Engineer, France Télécom - Orange, Issy les Moulineaux, France, Jan. 2008 - Jan. 2011
Education
HDR, Université de Lyon I and INSA de Lyon, France, 2021
Ph.D., Télécom ParisTech, Paris, France, 2011
MSc., EURECOM, Sophia Antipolis, France, 2007
BSc. Universidad del Cauca, Popayán, Colombia, 2005
Editorial Boards
Editor, IEEE Transactions on Communications, 2017 - 2022
Editor, IET Smart Grids, 2018 - 2021
Associate Editor, Frontiers in Communications and Networks, 2020 - 2022
Guest Editor of the IEEE Internet of Things Journal, Special Issue on ‘‘Artificial Intelligence Powered Edge Computing for the Internet of Things’’, 2020
International Research Projects
Principal (French) Investigator of EU funded H2020-MSCA-RISE-2019 project: “Testing and Evaluating Sophisticated information and communication Technologies for enaBling scalablE smart griD Deployment (TESTBED2)”. Grant Agreement no. 872172. (web)
Principal (French) Investigator of EU funded ERA-NET-MED-2015 project: “COMMunication systems with renewable Energy micro-griD (COM-MED)”. EU Project locally handled by ANR under Grant Agreement ANR-15-NMED-0009-03. (web)
Principal Investigator of H2020 project CYBERNETS under EU Grant agreement 659316. (web)
Acknowledgments and Awards
INRIA Exploratory Action (Information and Decision Making - IDEM) to characterize the interplay between data acquisition and information processing in decentralized decision making by bringing together tools from information theory and game theory. Action starts in 2022
Prime d’encadrement Doctoral et de Recherche (PEDR), granted by INRIA in 2021
Fellowship of The Finnish Society of Sciences and Letters. Host: School of Energy Systems at Lappeenranta University of Technology, Finland. Apr. 2019
Fellowship “Make our Planet Great Again” of the Embassy of France in the United States of America, received jointly with Prof. Ali Tajer in 2017
Prime d’encadrement Doctoral et de Recherche (PEDR), granted by INRIA in 2014
Marie Sklodowska-Curie Action (MSCA) Fellow. Individual Fellowship, Class of 2015
IEEE Senior Member, 2015.
Best Student Paper Award in the IEEE Intl. Conf. on Cognitive Radio Oriented Wireless Networks and Communications (CROWNCOM)), 2009
Alban Fellow. the European Commission Programme of High Level Scholarships for Graduate Students from Latin America. Grant E06M101130CO.
Baccalaureate Honoris Causa granted by Colegio Nacional de Bachillerato - Instituto Técnico on behalf of the Ministry of Education of Colombia. Santander de Quilichao, Colombia, December 2000.
City Council Agreement No. 028 of 1999 to create the award “Ciudad de los Samanes - Samir Alberto Medina Perlaza” in Santander de Quilichao, Colombia. This award is given to the top-ranked students in the national exams to access higher education in a ceremony held every year at the City Hall since 1999.