Publication
Journal Publications (α-β: alphabetical order)
[J1] Efficient Algorithms for A Class of Stochastic Hidden Convex Optimization and Its Applications in Network Revenue Management. [Link] [Slides]
(α-β) Xin Chen, Niao He, Yifan Hu, and Zikun Ye. 2024. Operations Research.
Selected as an oral presentation at MSOM Supply Chain SIG 2022.
Selected as an oral presentation at RMP Conference 2022.
[J2] Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization. [Link]
Yifan Hu, Xin Chen, and Niao He. SIAM Journal on Optimization 2020.
Conference Proceedings (*equal contribution)
[C1] Contextual Bilevel Reinforcement Learning for Incentive Alignment. [ArXiv]
Vinzenz Thoma, Barna Pasztor, Andreas Krause, Giorgia Ramponi, Yifan Hu. NeurIPS 2024.
Preliminary version "Stochastic Bilevel Optimization with Lower-Level Contextual Markov Decision Processes." in ICML Agentic Markets Workshop, 2024.
[C2] Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data. [ArXiv]
Xuxing Chen, Abhishek Roy, Yifan Hu, Krishna Balasubramanian. NeurIPS 2024.
[C3] Group Robust Preference Optimization in Reward-free RLHF. [ArXiv]
Shyam Sundhar Ramesh, Yifan Hu, Iason Chaimalas, Viraj Mehta, Pier Giuseppe Sessa, Haitham Bou Ammar, Ilija Bogunovic. NeurIPS 2024.
Preliminary version in ELLIS Robust LLMs Workshop, 2024.
[C4] Generalization Bounds of Nonconvex-(Strongly)-Concave Stochastic Minimax Optimization. [Link]
Siqi Zhang*, Yifan Hu*, Liang Zhang, Niao He. AISTATS 2024.
Preliminary version in NeurIPS OPT for Machine Learning Workshop 2022.
[C5] Distributionally Robust Model-based Reinforcement Learning with Large State Spaces. [Link]
Shyam Sundhar Ramesh, Pier Giuseppe Sessa, Yifan Hu, Andreas Krause, Ilija Bogunovic. AISTATS 2024.
Preliminary version in NeurIPS ReALML Workshop 2023.
[C6] Contextual Stochastic Bilevel Optimization. [Link] [Slides]
Yifan Hu, Jie Wang, Yao Xie, Andreas Krause, Daniel Kuhn. NeurIPS 2023.
[C7] On the Bias-Variance-Cost Tradeoff of Stochastic Optimization. [Link][Slides]
Yifan Hu, Xin Chen, and Niao He. NeurIPS 2021.
[C8] Biased Stochastic First-order Methods for Conditional Stochastic Optimization and Its Applications in Meta Learning. [Link]
Yifan Hu*, Siqi Zhang*, Xin Chen, and Niao He. NeurIPS 2020.
Invited Book Chapter
[B1] Stochastic Biased Gradient Methods. [Link]
Yifan Hu. 3rd edition, Encyclopedia of Optimization.
Working Papers
[6] Contextual Stochastic Bilevel Optimization and Three-Stage Stochastic Programming.
Yifan Hu, Jie Wang, Yao Xie, Andreas Krause, Daniel Kuhn.
To be submitted to Operations Research.
Conference version see "[C6] Hu et al., NeurIPS 2023. [Link] [Slides]".
[5] Causal Invariance Learning via Efficient Optimization of a Nonconvex Objective. [ArXiv]
Zhenyu Wang*, Yifan Hu*, Peter Bühlmann, Zijian Guo.
[4] Landscape of Policy Optimization for Finite Horizon MDPs with General State and Action. [ArXiv]
(α-β) Xin Chen, Yifan Hu, and Minda Zhao. 2024.
Under review at Operations Research.
[3] Multi-level Monte-Carlo Gradient Methods for Stochastic Optimization with Biased Oracles. [ArXiv]
Yifan Hu, Jie Wang, Xin Chen, and Niao He. 2024.
Under review at Operations Research.
Conference version see "[C7] Hu et al., NeurIPS 2021. [Link][Slides]"
[2] Metric-Regularized Group Fairness in Federated Learning.
Yves Rychener, Daniel Kuhn, Yifan Hu.
Under review. (Preprint available upon request).
[1] Stochastic Optimization under Hidden Convexity. [ArXiv] [Slides]
(α-β) Ilyas Fatkhullin, Niao He, Yifan Hu. 2023.
Major revision in journal.
Preliminary version in NeurIPS OPT for Machine Learning Workshop 2023. [Link]
Technical Notes
Nonconvex Variance Reduction: General Analysis, Biased Oracle and Optimal Algorithms for Stochastic Bilevel Optimization.
Liang Zhang, Yifan Hu, and Niao He. 2021.