Assistant Professor of Decision Science Department of Information, Risk, and Operations Management McCombs School of Business University of Texas at Austin
Contact 2110 Speedway Stop B6500, Austin, TX 78712 Phone: +1 (512) 232-2495 Office: CBA 5.210 Email: rui.gao@mccombs.utexas.edu
[Google Scholar]
Note: † indicates a student co-author
Generalization Bounds for Noisy Iterative Algorithms Using Properties of Additive Noise Channels, Journal of Machine Learning Research, 2023. Hao Wang†, Rui Gao, Flavio du Pin Calmon
Optimal Robust Policy for Feature-Based Newsvendor, Management Science, 2023. Luhao Zhang†, Jincheng Yang†, Rui Gao
Selected to present at MSOM Conference 2021 SIG Meetings on Supply Chain Management
Reliable Off-policy Evaluation for Reinforcement Learning, Operations Research, 2022. Jie Wang†, Rui Gao, Hongyuan Zha
Wasserstein Distributionally Robust Optimization and Variation Regularization, Operations Research, 2022. Rui Gao, Xi Chen, Anton J. Kleywegt
Winner in INFORMS Data Mining Best Paper Award 2017
Runner-up in INFORMS Computing Society Student Paper Award 2017
Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality, Operations Research, 2022. Rui Gao
Winner in INFORMS Junior Faculty Interest Group (JFIG) Paper Competition 2020
Distributionally Robust Stochastic Optimization with Wasserstein Distance, Mathematics of Operations Research, 2022. Rui Gao, Anton J. Kleywegt
Finalist in INFORMS George Nicholson Student Paper Competition 2016
Risk-based Distributionally Robust Optimal Gas-power Flow with Wasserstein Distance, IEEE Transactions on Power Systems, 2019. Cheng Wang†, Rui Gao, Wei Wei, Miadreza Shafie-khah, Tianshu Bi, Joao PS Catalao
Risk-based Distributionally Robust Optimal Power Flow with Dynamic Line Rating, IEEE Transactions on Power Systems, 2018. Cheng Wang†, Rui Gao, Feng Qiu, Jianhui Wang, Linwei Xin
Best Paper Award for papers published from 2017 through 2019 (7 out of ~1800)
Aleatoric and Epistemic Discrimination in Classification, NeurIPS, 2023. Hao Wang†, Luxi He†, Rui Gao, Flavio du Pin Calmon
Spotlight
Distributionally Robust Weighted k-Nearest Neighbors, NeurIPS, 2022. Shixiang Zhu†, Liyan Xie†, Minghe Zhang†, Rui Gao, Yao Xie
Two-sample Test with Kernel Projected Wasserstein Distance, AISTATS, 2022. Jie Wang†, Rui Gao, Yao Xie
Oral presentation (acceptance rate 2.6%)
Generalization Bounds for (Wasserstein) Robust Optimization, NeurIPS, 2021. Yang An†, Rui Gao
Analyzing the Generalization Capability of SGLD Using Properties of Gaussian Channels, NeurIPS, 2021. Hao Wang†, Yizhe Huang†, Rui Gao, Flavio du Pin Calmon
Bridging Explicit and Implicit Deep Generative Models via Neural Stein Estimators, NeurIPS, 2021. Qitian Wu†, Rui Gao, Hongyuan Zha
Robust Hypothesis Testing Using Wasserstein Uncertainty Sets, NeurIPS, 2018. Rui Gao, Liyan Xie, Yao Xie, Huan Xu
Spotlight presentation (acceptance rate 3.5%)
Runner-up in INFORMS Computing Society Student Paper Prize 2019 (awarded to Liyan)
Entropic Regularization for Adversarial Robust Learning, 2023. Jie Wang†, Yifan Lin†, Wei Song†, Rui Gao, Yao Xie
Winner in INFORMS Data Mining and Decision Analytics Workshop Best Paper Competition Award (awarded to Jie, 2 out of 57)
Wasserstein Regularization for 0-1 loss, 2022. Zhen Yang†, Rui Gao
Data-driven Multistage Distributionally Robust Optimization with Nested Distance: Dynamic Programming Reformulations and Optimal Policies, 2022. Rohit Arora†, Rui Gao
Decision-making with Side Information: A Causal Transport Robust Approach, 2022. Jincheng Yang†, Luhao Zhang†, Ningyuan Chen, Rui Gao, Ming Hu
A Simple and General Duality Proof for Wasserstein Distributionally Robust Optimization, 2022. Luhao Zhang†, Jincheng Yang†, Rui Gao
An Efficient Dimension Reduction for Portfolio Optimization via the Most Robust Solution, 2021. Long Zhao and Rui Gao
Contextual Decision-making under Parametric Uncertainty and Data-driven Optimistic Optimization, 2021. Junyu Cao and Rui Gao
Sinkhorn Distributionally Robust Optimization, 2021. Jie Wang†, Rui Gao, Yao Xie
Winner in INFORMS Best Poster Award 2022 (awarded to Jie, 2 out of ~200)
Robust Hypothesis Testing with Wasserstein Uncertainty Sets, 2021. Liyan Xie†, Rui Gao, Yao Xie
Extreme yet Plausible: Choosing Scenarios to Stress Test Financial Institutions, 2020. Rohit Arora†, Rui Gao, Stathis Tompaidis
Honorable Mention (2nd place) in INFORMS Section on Finance Best Student Paper Competition 2020 (awarded to Rohit)
Data-driven Robust Optimization with Known Marginal Distributions, 2017. Rui Gao, Anton J. Kleywegt
Finalist in Computational Management Science Best Student Paper Award 2017
Distributionally Robust Stochastic Optimization with Dependence Structure, 2017. Rui Gao, Anton J. Kleywegt