Wei Hu

Yuanning Cui, Zequn Sun, Wei Hu et al.

Large language models (LLMs) excel at reasoning but struggle with knowledge-intensive questions due to limited context and parametric knowledge. However, existing methods that rely on finetuned LLMs or GNN retrievers are limited by dataset-specific tuning and scalability on large or unseen graphs. We propose the LLM-KGFR collaborative framework, where an LLM works with a structured retriever, the Knowledge Graph Foundation Retriever (KGFR). KGFR encodes relations using LLM-generated descriptions and initializes entities based on their roles in the question, enabling zero-shot generalization to unseen KGs. To handle large graphs efficiently, it employs Asymmetric Progressive Propagation (APP)- a stepwise expansion that selectively limits high-degree nodes while retaining informative paths. Through node-, edge-, and path-level interfaces, the LLM iteratively requests candidate answers, supporting facts, and reasoning paths, forming a controllable reasoning loop. Experiments demonstrate that LLM-KGFR achieves strong performance while maintaining scalability and generalization, providing a practical solution for KG-augmented reasoning.

Qi Lei, Wei Hu, Jason D. Lee

Transfer learning is essential when sufficient data comes from the source domain, with scarce labeled data from the target domain. We develop estimators that achieve minimax linear risk for linear regression problems under distribution shift. Our algorithms cover different transfer learning settings including covariate shift and model shift. We also consider when data are generated from either linear or general nonlinear models. We show that linear minimax estimators are within an absolute constant of the minimax risk even among nonlinear estimators for various source/target distributions.

Wei Chen, Wei Hu, Fu Li et al.

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on the entire distributions of these variables. Our framework enables a much larger class of reward functions such as the $\max()$ function and nonlinear utility functions. Existing techniques relying on accurate estimations of the means of random variables, such as the upper confidence bound (UCB) technique, do not work directly on these functions. We propose a new algorithm called stochastically dominant confidence bound (SDCB), which estimates the distributions of underlying random variables and their stochastically dominant confidence bounds. We prove that SDCB can achieve $O(\log{T})$ distribution-dependent regret and $\tilde{O}(\sqrt{T})$ distribution-independent regret, where $T$ is the time horizon. We apply our results to the $K$-MAX problem and expected utility maximization problems. In particular, for $K$-MAX, we provide the first polynomial-time approximation scheme (PTAS) for its offline problem, and give the first $\tilde{O}(\sqrt T)$ bound on the $(1-ε)$-approximation regret of its online problem, for any $ε>0$.