7 accepted papers
This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along with the corresponding revenue coefficients. When a column is…
In this paper, we revisit the online non-monotone continuous DR-submodular maximization problem over a down-closed convex set, which finds wide real-world applications in the domain of machine learning, economics, and operations research. At first, we present the Meta-MFW algorithm achieving a $1/e$…
In this paper, we revisit Stochastic Continuous Submodular Maximization in both offline and online settings, which can benefit wide applications in machine learning and operations research areas. We present a boosting framework covering gradient ascent and online gradient ascent. The fundamental ing…
Graph Convolutional Networks (GCNs) are powerful models for node representation learning tasks. However, the node representation in existing GCN models is usually generated by performing recursive neighborhood aggregation across multiple graph convolutional layers with certain sampling methods, whic…
In this paper, we study the cardinality constrained mean-variance-skewness-kurtosis (MVSKC) model for sparse high-order portfolio optimization. The MVSKC model is computationally challenging, as the objective function is non-convex and the cardinality constraint is discontinuous. Since the cardinali…
Graph learning is one of the most important tasks in machine learning, statistics and signal processing. In this paper, we focus on the problem of learning the generalized graph Lapla-cian (GGL) and propose an efficient algorithm to solve it. We first fully exploit the sparsity structure hidden in t…
Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, various constrained Lasso models have been proposed in the literature. Compared with the classic (unconstrained) Lasso model, the algorit…