Research
Research Interests
Generative Data Science
Trustworthy Machine Learning
Demand Learning and Dynamic Pricing
Online Decision Making Algorithm Design
Generative Data Science
Synthetic Data Utility in Finance Applications
Din-Yin Hsieh, Chi-Hua Wang, Guang Cheng, Improve Fidelity and Utility of Synthetic Credit Card Transaction Time Series from Data-centric Perspective. [ICAIF 2023 - Workshop][Arxiv]
Yinan Cheng, Chi-Hua Wang, Vamsi K. Potluru, Tucker Balch, Guang Cheng, Downstream Task-Oriented Generative Model Selections on Synthetic Data Training for Fraud Detection Models [ICAIF 2022 - Workshop][Arxiv]
Differential Private Synthetic Data
Yucong Liu, Chi-Hua Wang, Guang Cheng, On the Utility Recovery Incapability of Neural Net-based Differential Private Tabular Training Data Synthesizer under Privacy Deregulation, submitted [Arxiv]
Trustworthy Machine Learning
Privacy Auditing
NPC for auditing DP-SGD
Machine Unlearning
Yuantong Li, Chi-Hua Wang, Guang Cheng, Online Forgetting Process for Linear Regression Models [AISTAT2021][Arxiv]
Federated Learning
Demand Learning and Dynamic Pricing
High-dimensional Dynamic Pricing
Chi-Hua Wang, Zhanyu Wang, Will Wei Sun & Guang Cheng, Online Regularization toward Always-Valid High-Dimensional Dynamic Pricing. [Journal of the American Statistical Association -- T&M (2023)][Arxiv]
Non-stationary Dynamic Pricing
Po-Yi Liu, Chi-Hua Wang, Henghsiu Tsai, Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed Pricing, submitted [Arxiv]
Preference Matching
Yuantong Li, Chi-hua Wang, Guang Cheng, Will Wei Sun, Rate-optimal contextual online matching bandit, submitted. [Arxiv]
Online Decision Making Algorithm Design
High-dimensional Bandit Algorithm Design
Chi-Hua Wang, Zhanyu Wang, Will Wei Sun & Guang Cheng, Online Regularization toward Always-Valid High-Dimensional Dynamic Pricing. [Journal of the American Statistical Association -- T&M (2023)][Arxiv]
Chi-Hua Wang, Wenjie Li, Guang Lin, Federated High-Dimensional Online Decision Making, [TMLR2023][Arxiv]
Chi-Hua Wang, Guang Cheng, Online Batch Decision-Making with High-Dimensional Covariates [AISTAT2020][Arxiv]
Bootstrap Exploration for Bandit Algorithm Design
Shuang Wu, Chi-Hua Wang, Yuantong Li, Guang Cheng, Residual Bootstrap Exploration for Stochastic Linear Bandit. [UAI2022][Arixv]
Chi-Hua Wang, Yang Yu, Botao Hao, Guang Cheng, Residual Bootstrap Exploration for Bandit Algorithms, submitted. [Arxiv]