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My Research
My research interests lie primarily in the area of statistical machine learning and optimization. I am particularly interested in black-box optimization, kernel methods, and approximation theory.
Quasi-Monte Carlo (QMC) and Kernel Methods
QMC theory is a fundamental part of approximation theory. The goal of QMC methods is to design good points set for integral approximation. It can be used in Bayesian Inference and kernel approximation, etc. QMC based feature maps are promising direction of random feature methods , which can reduce the time and space complexity of kernel methods (e.g., Gaussian Process and SVM). Interestingly, there is a close relationship between random feature maps and neural networks. Besides, QMC methods also have applications in sampling techniques in RL and generative models.
Black-box Optimization and Reinforcement Learning (RL)
Black-box optimization is a subarea of optimization. It handles the cases that only function quire can be accessed. The potential applications include reinforcement learning (RL), engineering design and black-box attack, etc. The goal is to design efficient and theoretical sounded black-box optimization algorithms to improve query efficiency. These algorithms can be used for model-free RL. Moreover, the methodology of black-box optimization is also helpful for designing efficient RL methods.
Robust Learning and Weakly-supervised Learning
Selected Recent Publications
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