no code implementations • 15 Nov 2021 • Qingsong Liu, Wenfei Wu, Longbo Huang, Zhixuan Fang
In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and constraint violations.
no code implementations • NeurIPS 2021 • Yihan Du, Siwei Wang, Zhixuan Fang, Longbo Huang
To the best of our knowledge, this is the first work that considers option correlation in risk-aware bandits and explicitly quantifies how arbitrary covariance structures impact the learning performance.
no code implementations • 13 Feb 2018 • Ling Pan, Qingpeng Cai, Zhixuan Fang, Pingzhong Tang, Longbo Huang
Different from existing methods that often ignore spatial information and rely heavily on accurate prediction, HRP captures both spatial and temporal dependencies using a divide-and-conquer structure with an embedded localized module.