Musée Romain Lausanne-Vidy focuses on Lousonna, the Roman settlement that stood near the lakeshore at Vidy long before modern Lausanne climbed the hill. It is a compact museum, but the location beside archaeological remains gives it a clear sense of place.
Visit it as part of a lakeside walk rather than as a stand-alone expedition across town. The museum is especially useful if you have already seen Lausanne's cathedral and old centre and want the deeper, older layer of the city.