activity
20182021
most citedWasserstein Distributionally Robust Inverse Multiobjective Optimization

2 citations · 3 across the 2 of their papers we have counts for

collaborators

6 papers

cs.LG20211 cited

Incentivized Bandit Learning with Self-Reinforcing User Preferences

Tianchen Zhou, Jia Liu, Chaosheng Dong +1

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pu…

cs.LG2021

One Backward from Ten Forward, Subsampling for Large-Scale Deep Learning

Chaosheng Dong, Xiaojie Jin, Weihao Gao +5

Deep learning models in large-scale machine learning systems are often continuously trained with enormous data from production environments. The sheer volume of streaming training…

q-fin.PM2020

Learning Risk Preferences from Investment Portfolios Using Inverse Optimization

Shi Yu, Haoran Wang, Chaosheng Dong

The fundamental principle in Modern Portfolio Theory (MPT) is based on the quantification of the portfolio's risk related to performance. Although MPT has made huge impacts on the…

math.OC20202 cited

Wasserstein Distributionally Robust Inverse Multiobjective Optimization

Chaosheng Dong, Bo Zeng

Inverse multiobjective optimization provides a general framework for the unsupervised learning task of inferring parameters of a multiobjective decision making problem (DMP), based…

cs.LG2018

Generalized Inverse Optimization through Online Learning

Chaosheng Dong, Yiran Chen, Bo Zeng

Inverse optimization is a powerful paradigm for learning preferences and restrictions that explain the behavior of a decision maker, based on a set of external signal and the corre…

stat.ML2018

Inferring Parameters Through Inverse Multiobjective Optimization

Chaosheng Dong, Bo Zeng

Given a set of human's decisions that are observed, inverse optimization has been developed and utilized to infer the underlying decision making problem. The majority of existing s…