Yanjun Zhao

Orcid: 0009-0009-1383-8201

Affiliations:
  • University of Illinois at Urbana-Champaign, School of Information Sciences, Urbana, IL, USA
  • Alibaba, DAMO Academy, China
  • Xi'an Jiaotong University, Xi'an, China (former)


According to our database1, Yanjun Zhao authored at least 13 papers between 2023 and 2026.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

Online presence:

On csauthors.net:

Bibliography

2026
SABER: Switchable and Balanced Training for Efficient LLM Reasoning.
Proceedings of the Fortieth AAAI Conference on Artificial Intelligence, 2026

2025
RiskPO: Risk-based Policy Optimization via Verifiable Reward for LLM Post-Training.
CoRR, October, 2025

Learning a Zeroth-Order Optimizer for Fine-Tuning LLMs.
CoRR, October, 2025

FZOO: Fast Zeroth-Order Optimizer for Fine-Tuning Large Language Models towards Adam-Scale Speed.
CoRR, June, 2025

Does Vector Quantization Fail in Spatio-Temporal Forecasting? Exploring a Differentiable Sparse Soft-Vector Quantization Approach.
Proceedings of the 31st ACM SIGKDD Conference on Knowledge Discovery and Data Mining, V.2, 2025

Second-Order Fine-Tuning without Pain for LLMs: A Hessian Informed Zeroth-Order Optimizer.
Proceedings of the Thirteenth International Conference on Learning Representations, 2025

Sparse-VQ Transformer: An FFN-Free Framework with Vector Quantization for Enhanced Time Series.
Proceedings of the 2025 IEEE International Conference on Acoustics, 2025

Less Is More: Embracing Sparsity and Interpolation with Esiformer for Time Series Forecasting.
Proceedings of the 2025 IEEE International Conference on Acoustics, 2025

RIVAL: Reinforcement Learning with Iterative and Adversarial Optimization for Machine Translation.
Proceedings of the Findings of the Association for Computational Linguistics: EMNLP 2025, 2025

2024
Sparse-VQ Transformer: An FFN-Free Framework with Vector Quantization for Enhanced Time Series Forecasting.
CoRR, 2024

2023
SVQ: Sparse Vector Quantization for Spatiotemporal Forecasting.
CoRR, 2023

GCformer: An Efficient Framework for Accurate and Scalable Long-Term Multivariate Time Series Forecasting.
CoRR, 2023

GCformer: An Efficient Solution for Accurate and Scalable Long-Term Multivariate Time Series Forecasting.
Proceedings of the 32nd ACM International Conference on Information and Knowledge Management, 2023


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