Papers. [Google Scholar]

* denotes equal contribution or alphabetical order

Preprints

Concatenative Contrastive Sampling for Attention Based Sequential Recommendation
Wenjie Li, Wei Shao, Keqian Li, Siqi Wang, Zhaoqin Wang, Ning Yao.
Under Revision.

On the Sharp Analysis of Online Blackbox Optimization
Wenjie Li, Jean Honorio, Qifan Song
Under Revision.

Always-Valid Risk Bounds for Low-Rank Online Matrix Completion
Chi-Hua Wang^*, Wenjie Li^*.
Under Revision. arXiv: 2211.10363.

AdaX: Adaptive Gradient Descent with Exponential Long Term Memory
Wenjie Li, Zhaoyang Zhang, Xinjiang Wang, Ping Luo.
Technical Report. arXiv: 2004.09740.

Conferences/Journals

PyXAB - A Python Library for X-Armed Bandit and Online Blackbox Optimization Algorithms
Wenjie Li^*, Haoze Li^*, Jean Honorio, Qifan Song
[JOSS’24]. Journal of Open Source Software. codebase

Personalized Federated X-Armed Bandit
Wenjie Li, Jean Honorio, Qifan Song.
[AISTATS’24]. Proceedings of the 27th International Conference on Artificial Intelligence and Statistics, 2024.

Federated X-Armed Bandit
Wenjie Li, Qifan Song, Jean Honorio, Guang Lin.
[AAAI’24]. Proceedings of the 38-th AAAI Conference on Artificial Intelligence, 2024.

Federated Online Sparse Decision Making
Chi-Hua Wang, Wenjie Li, Guang Lin.
[TMLR’23]. Transactions on Machine Learning Research, 2023.

Optimum-statistical Collaboration Towards General and Efficient Black-box Optimization
Wenjie Li^*, Chi-Hua Wang^*, Guang Cheng, Qifan Song.
[TMLR’23]. Transactions on Machine Learning Research, 2023.

A Simple Unified Framework for High Dimensional Bandit Problems
Wenjie Li, Adarsh Barik, Jean Honorio.
[ICML’22]. Proceedings of the 39th International Conference on Machine Learning, 2022.

Variance Reduction on General Adaptive Stochastic Mirror Descent
Wenjie Li, Zhanyu Wang, Yichen Zhang, Guang Cheng.
[MLJ’22]. Machine Learning, 111, pages 4639–4677, 2022.

Workshops/ Internal Conferences

Bootstrap Resampling for Conformal Prediction Intervals on Time Series Forecasts and Aggregations
Wenjie Li, JZ Lu, Juxian Wang, Yuqing Xing, Caitlin Gray, Iris Sun, Anbo Chen.
[AMLC’23]. Amazon Machine Learning Conference 2023.
[CSS’23]. Amazon CSS Conference 2023.

Optimum-statistical Collaboration Towards Efficient Black-box Optimization
Wenjie Li^*, Chi-Hua Wang^*, Guang Cheng.
[OPT@NeurIPS’21]. NeurIPS Optimization for Machine Learning Workshop 2021.

Variance Reduction on Adaptive Stochastic Mirror Descent
Wenjie Li, Zhanyu Wang, Yichen Zhang, Guang Cheng.
[OPT@NeurIPS’20]. NeurIPS Optimization for Machine Learning Workshop 2020. (Spotlight)