Xuedong Shang, PhD (商雪岽 字雨山)

Machine Learner, Quant


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Short Bio

I obtained my PhD degree at SequeL team (now SCOOL team) -- a research unit of Inria Lille-Nord Europe excelled in sequential decision making problems (bandits and reinforcement learning). I was fortunate to be advised by Emilie Kaufmann (CNRS) and Michal Valko (DeepMind), with whom I also wrote my MSc thesis. My current research focuses on sequential decision making with or without side information. In particular, I'm interested in online learning with partial feedback, a.k.a. multi-armed bandits and its applications (hyper-parameter optimization for machine learning, online algorithm selection, etc). I am also interested in theoretical reinforcement learning. From March 2020 to August 2020, I joined Noah's Ark lab for an internship on AutoML, working with Balázs Kégl (Noah's Ark). Before I was an ancien élève de l'Ecole normale supérieure de Cachan (Ker Lann)1, from which I received a BSc and a MSc of Computer Science. Prior to that I also obtained a BSc of Mathematics from Université Pierre et Marie Curie (Paris VI)2. I also visited University of Kyoto during my MSc for an internship under the supervision of Marco Cuturi (Google Brain). My detailed experiences can be found in my Curriculum Vitae.

1 - Now ENS Cachan has been separated and renamed to ENS Paris Saclay and ENS Rennes.

2 - Now Sorbonne Université.


Xuedong's GitHub page


My main research interest lies in:

  • Bandit Theory
  • (Deep) Reinforcement Learning
  • Optimization
  • Automated Machine Learning

I'm also interested in:

  • AI for Finance
  • Blockchain and Web3
  • AI for Social Good
  • Online Learning
  • Natural Language Processing
  • Time Series
  • Optimal Transport
  • Recommender System


  • List.map (fun x -> "shang.xuedong14@" ^ x ^ ".com") ["gmail"]
  • SequeL
    Inria Lille – Nord Europe
    40 Avenue du Halley
    59650 Villeneuve-d'Ascq, France
  • (+33) 6 51 88 xx xx
  • I'm quite active on different social networks, however please refrain from following me on Instagram, Tumblr and Pinterest, don't ask why ;)