It is always suggested that you must keep backup and restore data before you download and install any OS updates on your Android phone.
However, if you have not kept any backup, then you can check your Google drive it may be possible that you have synced your photos and videos to your Google Drive account.
If you have not synced your photos and videos to your Google account, then only option left with you is to use Android Data Recovery software.
You can check this post: How to Recover Data after Android 6.0 Marshmallow Update, and download Android data recovery software from there.
The software will help you to retrieve lost, missing, deleted photos and videos, contacts, audio, SMS and other documents files from your Android phone after updating it to Android 6.0.1 Marshmallow.