Shiyin Lu

Currently I am a second year graduate student of Department of Computer Science and Technology in Nanjing University and a member of LAMDA Group , led by professor Zhi-Hua Zhou.

Supervisor

Associate professor Lijun Zhang.

Biography

I received my B.E. degree from School of the Gifted Young, University of Science and Technology of China(USTC) in June 2017. In the same year, I was admitted to study for a Ph.D. degree in Nanjing University without entrance examination.

Research Interest

My research interests include: Online Learning, Stochastic Optimization, Deep Learning and Quantitative Trading.

Publication

  1. Adaptivity and Optimality: A Universal Algorithm for Online Convex Optimization [arXiv]
    Guanghui Wang, Shiyin Lu, and Lijun Zhang
    In Proceedings of the 35th Conference on Uncertainty in Artificial Intelligence (UAI 2019), to appear, 2019.


  2. Multi-Objective Generalized Linear Bandits [arXiv]
    Shiyin Lu, Guanghui Wang, Yao Hu, and Lijun Zhang
    In Proceedings of the 28th International Joint Conference on Artificial Intelligence (IJCAI 2019), to appear, 2019.


  3. Optimal Algorithms for Lipschitz Bandits with Heavy-tailed Rewards [PDF, Supplementary]
    Shiyin Lu, Guanghui Wang, Yao Hu, and Lijun Zhang
    In Proceedings of the 36th International Conference on Machine Learning (ICML 2019), pages 4154 - 4163, 2019.


  4. Adaptive Online Learning in Dynamic Environments [PDF, arXiv]
    Lijun Zhang, Shiyin Lu, and Zhi-Hua Zhou
    In Advances in Neural Information Processing Systems 31 (NeurIPS 2018), pages 1323 - 1333, 2018.