Teaching & Supervision

Supervision

PhDs

I am thrilled to be co-supervising the PhD theses of:

• Bianca Marin Moreno with Nadia Oudjane and Pierre Gaillard - Mean field control and reinforcement learning for demand side management
• Nina Drobac with Joseph de Vilmarest and Olivier Wintenberger - Online signatures for multivariate time series forecasting

A big well done to my former student Julie Keisler who defended her thesis Automated Deep Learning: algorithms and software for energy sustainability on 24 January 2025 (co-supervision with Claire Monteleoni, Sandra Claudel and Gilles Cabriel).

Interships

• Keshav Das with Amaury Durand and Julie Keisler - AutoML Algorithms for Online Generalized Additive Model Selection: Application to Electricity Demand Forecasting
• Gaspard Berthelier - Explainability of electricity demand forecasting models: a Shapley value approach for positive component decomposition
• Thomas Le Corre with Nadia Oudjane and Ana Bušić
• Lucile Terras with Hui Yan - Bandit algorithms for hyper-parameter optimization

Teaching

Course list and materials (if you find any typos or errors, please do not hesitate to report them to me).

• [2023 -          ]  ·  Sorbonne Université  ·   Continuous Optimization, Python Tutorials - Licence 2

• [2023 -          ]  ·  Sorbonne Université  ·   Supervised research workshop in data science (Kaggle challenge - French electricity mix carbon emissions forecasting) - Licence 1

• [2021 -          ]  ·  Sorbonne Université, ISUP - ISDS  ·   Sequential statistical learning for time series forecasting - Master 2

  • Introduction
  • Time Series Analysis
  • Regression Based models
  • Bagging, Random Forest, Boosting
  • Neural Networks, RNN, LSTM
  • Expert online aggregation
  • Interpretable Machine Learning

• [2019 - 2022]  ·   ENSAE  ·  Intervention in the statistical modeling seminar and project management - Master 1

• [2018 - 2021]  ·   ENSAI  ·  Semi-parametric regression models for electric load forecasting - Master 2

• [2017 - 2019]  ·   Université Paris-Sud  ·  Tutorial on probability and statistics - Licence 2

• [2017 - 2018]  ·   Université Paris-Sud  ·  Tutorial on probability - Licence 1 (PCSO)