Walid Krichene

I am a member of the Laser group at Google Research, where I work on machine learning and recommendation. I also work on developing optimization methods using continuous-time and stochastic dynamics.

I did my Ph.D. in Electrical Engineering and Computer Sciences at UC Berkeley, where I was advised by Alex Bayen and Peter Bartlett. My thesis was on Continuous and discrete time dynamics for online learning and convex optimization.

News

News Archive

Publications

2018

  • W. Krichene, N. Mayoraz, S. Rendle, L. Zhang, X. Yi, L. Hong, E. Chi and J. Anderson. Efficient Training on Very Large Corpora via Gramian Estimation.
    bibtex abstract
  • W. Krichene, M. C. Bourguiba, K. Lam, and A. Bayen. On Learning How Players Learn: Estimation of Learning Dynamics in the Routing Game. ACM Transactions on Cyber-Physical Systems - Special Issue.
    bibtex abstract pdf
  • S. Samaranayake, W. Krichene, J. Reilly, M. Delle Monache, P. Goatin, and A. Bayen. Discrete-Time System Optimal Dynamic Traffic Assignment (SO-DTA) with Partial Control for Physical Queuing Networks.. Transportation Science.
    bibtex abstract

2017

  • W. Krichene and P. Bartlett. Acceleration and Averaging in Stochastic Descent Dynamics. 31st Annual Conference on Neural Information Processing Systems (NIPS).
    bibtex abstract pdf supplement arxiv spotlight
  • W. Krichene, J. D. Reilly, S. Amin, and A. Bayen. Stackelberg Routing on Parallel Transportation Networks. Book Chapter. In: Basar T., Zaccour G. (eds) Handbook of Dynamic Game Theory. Springer.
    bibtex abstract pdf

2016

  • W. Krichene, A. Bayen and P. Bartlett. Adaptive Averaging in Accelerated Descent Dynamics. 30th Annual Conference on Neural Information Processing Systems (NIPS).
    bibtex abstract pdf supplement spotlight
  • M. Balandat, W. Krichene, A. Bayen and C. Tomlin. Minimizing regret on reflexive Banach spaces and Nash equilibria in continuous zero-sum games. 30th Annual Conference on Neural Information Processing Systems (NIPS).
    bibtex abstract pdf supplement
  • W. Krichene, M. Suarez Castillo, and A. Bayen. On Social Optimal Routing Under Selfish Learning. Transactions on Contol of Network Systems (TCNS).
    bibtex abstract pdf

2015

  • W. Krichene, A. Bayen, P. Bartlett. Accelerated Mirror Descent in Continuous and Discrete Time. 29th Annual Conference on Neural Information Processing Systems (NIPS).
    bibtex abstract pdf supplement code
  • W. Krichene, S. Krichene, and A. Bayen. Efficient Bregman Projections onto the Simplex. 54th IEEE Conference on Decision and Control (CDC).
    bibtex abstract pdf code
  • W. Krichene, B. Drighes, and A. Bayen. Online Learning of Nash Equilibria in Congestion Games. SIAM Journal on Control and Optimization, 53(2), 1056–1081.
    bibtex abstract arxiv
  • S. Krichene, W. Krichene, R. Dong, and A. Bayen. Convergence of Heterogeneous Distributed Learning in Stochastic Routing Games. 53rd Annual Allerton Conference on Communication, Control, and Computing.
    bibtex abstract pdf
  • R. Dong, W. Krichene, A. Bayen, and S. Sastry. Differential Privacy of Populations in the Routing Game. 54th IEEE Conference on Decision and Control (CDC).
    bibtex abstract pdf arxiv
  • W. Krichene, M. Balandat, C. Tomlin, and A. Bayen. The Hedge Algorithm on a Continuum. International Conference on Machine Learning (ICML).
    bibtex abstract pdf supplement talk
  • Z. Abrams Bayen, S. Chen, J. W. Frank, A. Gorajek, W. Krichene, and Itamar Rossen. Systems and Methods for Estimating User Attention (Patent No US20150142954 A1).
    pdf

2014

  • W. Krichene, B. Drighes, and A. Bayen. On the Convergence of No-Regret Learning in Selfish Routing. 31st International Conference on Machine Learning (ICML).
    bibtex abstract pdf supplement talk
  • B. Drighes, W. Krichene, and A. Bayen. Stability of Nash Equilibria in the Congestion Game under Replicator Dynamics. 53rd IEEE Conference on Decision and Control (CDC).
    bibtex abstract pdf
  • W. Krichene, J. Reilly, S. Amin, A. Bayen. Stackelberg Routing on Parallel Networks with Horizontal Queues. IEEE Transactions on Automatic Control (TAC).
    bibtex abstract pdf
  • J. Reilly, S. Samaranayake, M. Delle Monache, W. Krichene, P. Goatin, and A. Bayen. Adjoint-based optimization on a network of discretized scalar conservation law PDEs with applications to coordinated ramp metering. Journal of Optimization Theory and Applications (JOTA).
    bibtex abstract pdf
  • M. Delle Monache, J. Reilly, S. Samaranayake, W. Krichene, P. Goatin, and A. Bayen. A PDE-ODE Model for a Junction with Ramp Buffer. SIAM Journal on Applied Mathematics.
    bibtex abstract pdf

Thesis

  • W. Krichene. Continuous and Discrete Time Dynamics for Online Learning and Convex Optimization.
    bibtex abstract pdf

Selected talks

Google Research Conference

Acceleration and Averaging in Stochastic Descent Dynamics.
Mountain View, CA. Nov. 15, 2017.

NIPS 2017 Spotlight
Acceleration and Averaging in Stochastic Descent Dynamics.
Long Beach, CA. Dec. 5, 2017.
poster session video
NIPS 2016 Spotlight
Adaptive Averaging in Accelerated Descent Dynamics.
Barecelona, Spain. Dec. 2016.
poster
Dissertation talk. EECS, U.C. Berkeley.
Continuous and Discrete Dynamics for Online Learning and Convex Optimization.
Berkeley, CA. August 18, 2016.
slides
LIDS seminar, MIT

Online Learning and Optimization: From Continuous to Discrete.
Boston, MA. April 5, 2016.
slides

Microsoft Research
Online Learning and Optimization: From Continuous to Discrete Time.
New York, NY. Feb. 18, 2016.
NIPS 2015 Spotlight

Accelerated Mirror Descent in Continuous and Discrete Time.
Montreal, Canada. Dec. 2015.
poster

IEEE Conference on Decision and Control

Efficient Bregman Projections onto the Simplex.
Osaka, Japan. Dec. 16, 2015.
slides

ICML 2015

The Hedge Algorithm on a Continuum.
Lille, France. Jul. 8, 2015.
slides poster

ICML 2014

On the convergence of online learning in selfish routing.
Beijing, China. Jun. 23, 2014.
slides poster

Archive

Teaching

Berkeley MFE230P
Fall 2014
Optimization Methods for Finance.
Recipient of the Berkeley Outstanding Graduate Student Instructor Award (2015).
Berkeley EE128
Fall 2013
Feedback Control Systems.
Recipient of the EECS Outstanding Graduate Instructor Award (2014).
student project videos

Mentoring (visiting research students)

Chedly Bourguiba Behavioral modeling using online learning. From Ecole Polytechnique.
Spring 2016
Syrine Krichene Stochastic optimization with applications to distributed routing. From ENSIMAG.
Summer 2014
Milena Suarez Castillo Online learning and control of Hedge dynamics. From Ecole Polytechnique.
Summer 2014
Benjamin Drighès Repeated routing, online learning, and no-regret algorithms. Benjamin received the Grand Prix d'option of Ecole Polytechnique. From Ecole Polytechnique.
Summer 2013
Yasser El Jebbari Stackelberg thresholds for routing games. From Ecole Polytechnique.
Spring 2012

Notes and old projects

Reading group (2015) Convex Analysis, Rockafellar notes
Reading group (2013) Prediction, Learning and Games, N. Cesa-Bianchi and G. Lugosi chap 2 chap 4 chap 5 chap 7 chap 7 bis
Berkeley EECS 227C (2014) Convex Optimization HW01 HW02 HW03
Berkeley STAT 205A (2013) Probability Theory HW01 HW02 HW03 HW04 HW05
Berkeley CS 270 (2013) Randomized Algorithms and Data Structures HW01 HW02 HW03 HW04
Berkeley MATH 202B (2013) Topology and Measure Theory HW01 HW02 HW03 HW04 HW05 HW06 HW08 HW09 HW10 HW11
Berkeley MATH 202A (2012) Topology and Measure Theory HW01 HW02 HW03 HW04 HW05 HW06 HW07 HW08 HW09 HW10 HW11 HW12 HW13
Berkeley EE 227A (2012) Convex Optimization PCA and SVD Robust PCA
Puzzles Coupon collector problem
Array balancing
Goro sort (Google Code Jam)
coupons
arrays arrays
Travel time estimation (2010) Internship report and presentation (CCIT) report slides
Tic-tac-toe on a cube (2008) Project report (Ecole des Mines de Paris) report game
Theorema Egregium (2007) Project report (Lycée Louis Le Grand) report