About Me
I study the foundations and practice of deep representation learning and sequential decision making at the intersection of computer science, operations research, and statistics. I also explore their potential connections to physics. I enjoy research, writing, and building.
Research
Papers under Review and Revision
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Pointwise Generalization in Deep Neural Networks
Under review at Journal of the ACM.
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Upper Counterfactual Confidence Bounds: a New Optimism Principle for Contextual Bandits
Under revision at Journal of Machine Learning Research.
Papers in Preparation for Submission
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Statistical Properties of Robust Learning under Distribution Shifts
To be submitted to Operations Research.
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On the Blessing of Pre-training in Weak-to-Strong Generalization
To be submitted to IEEE Transactions on Pattern Analysis and Machine Intelligence.
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Local Search with Correlated Randomness
In preparation for submission to ACM Symposium on Theory of Computing (STOC) 2027.
Working Papers and Preprints
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Pointwise Complexity for Gaussian Fields: Upper Envelopes, Algorithmic Lower Bounds, and Separation
Preprint.
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Bellman-sufficient Information Complexity
Preprint.
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In-Context Learning for Data-Driven Censored Inventory Control
Preprint.
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Thompson Sampling for Repeated Newsvendor
Preprint.
Published Papers
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Sampling Allocation of LinUCB: Optimal Design Limits in the Small-Gap Regime
ACM SIGMETRICS 2027.
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Autoregressive Learning in Joint KL: Sharp Oracle Bounds and Lower Bounds
Conference on Neural Information Processing Systems (NeurIPS) 2026.
Spotlight (top 4.3%) in NeurIPS 2025 ML×OR Workshop.
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Finite-Time Minimax Bounds and an Optimal Lyapunov Policy in Queueing Control
Operations Research, 2026.
Stochastic Networks Conference Outstanding Poster Prize
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On the Power of Adaptivity for ε-Best Arm Identification in Linear Bandits
Conference on Learning Theory (COLT) 2026.
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Bayesian Design Principles for Frequentist Sequential Learning
Journal of the ACM, 2025. Code
International Conference on Machine Learning (ICML) 2023.
ICML Outstanding Paper Award
INFORMS George Nicholson Student Paper Competition, First Place
Applied Probability Society Best Student Paper Award, Finalist
Special Plenary Session: Highlights Beyond EC
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Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory
Mathematics of Operations Research, 2025.
Applied Probability Society Best Student Paper Award, Finalist
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Conference on Neural Information Processing Systems (NeurIPS) 2024.
Spotlight (top 2.5%)
Journal version under preparation.
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Statistical Properties of Robust Satisficing
International Conference on Machine Learning (ICML) 2024.
INFORMS Undergraduate Operations Research Prize, Finalist
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Acceleration of Primal-Dual Methods by Preconditioning and Simple Subproblem Procedures
Journal of Scientific Computing, 2021. Code
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Towards Problem-dependent Optimal Learning Rates
Conference on Neural Information Processing Systems (NeurIPS) 2020.
Spotlight (top 4.1%)
Students
I am fortunate to advise a talented group of students at NUS:
- Shaojie Li
- Yujie Liu
- Yuzhe Yuan
- Zhiyi Li
- Chung Nguyen
- Yu Feng
I am also grateful to have worked with talented visiting students and research interns: Wei Yao (RUC), Shunri Zheng (Columbia → UIUC), and Zhangyi Liu (Tsinghua → Stanford).
Background
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Bachelor of Science, Peking University
Department of Pure Mathematicswith honors
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Doctor of Philosophy, Columbia University
Graduate School of Business, DROAdvisor: Assaf Zeevi
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Postdoc, Massachusetts Institute of Technology
College of Computing, LIDSAdvisor: Sasha Rakhlin