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Qinwen Wang

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Published work

8 published item(s)

preprint2026arXiv

PiCA: Pivot-Based Credit Assignment for Search Agentic Reinforcement Learning

Large Language Model (LLM)-based search agents trained with reinforcement learning (RL) have significantly improved the performance of knowledge-intensive tasks. However, existing methods encounter critical challenges in long-horizon credit assignment: (i) Reward Sparsity, where models receive only outcome feedback without step-level guidance to differentiate action quality; (ii) Isolated Credit, where credit is assigned to steps independently, failing to capture sequential dependencies; and (iii) Distributional Shift, where rewards are estimated on templates that deviate from the model's natural generative distribution. To address these issues, we propose Pivot-Based Credit Assignment (PiCA), a novel step reward mechanism that reformulates the search trajectory as a sequential process of cumulative search progress. Unlike prior isolated step rewards, PiCA defines process rewards as success probabilities dependent on the historical context based on Potential-Based Reward Shaping (PBRS). This approach identifies pivot steps, which comprise target golden sub-queries and sub-answers derived from historical trajectories, as information peaks that significantly boost the likelihood of a correct final answer. By anchoring these step rewards to the final task objective, PiCA provides dense, pivot-aware and trajectory-dependent guidance while maintaining distributional consistency. Extensive experiments show that PiCA outperforms existing strong baselines across seven knowledge-intensive QA benchmarks, achieving 15.2% and 2.2% improvements for 3B and 7B models. The consistent performance gains across various models show PiCA's robust generalization. The code is available at https://github.com/novdream/PiCA.

preprint2022arXiv

$ \text{T}^3 $OMVP: A Transformer-based Time and Team Reinforcement Learning Scheme for Observation-constrained Multi-Vehicle Pursuit in Urban Area

Smart Internet of Vehicles (IoVs) combined with Artificial Intelligence (AI) will contribute to vehicle decision-making in the Intelligent Transportation System (ITS). Multi-Vehicle Pursuit games (MVP), a multi-vehicle cooperative ability to capture mobile targets, is becoming a hot research topic gradually. Although there are some achievements in the field of MVP in the open space environment, the urban area brings complicated road structures and restricted moving spaces as challenges to the resolution of MVP games. We define an Observation-constrained MVP (OMVP) problem in this paper and propose a Transformer-based Time and Team Reinforcement Learning scheme ($ \text{T}^3 $OMVP) to address the problem. First, a new multi-vehicle pursuit model is constructed based on decentralized partially observed Markov decision processes (Dec-POMDP) to instantiate this problem. Second, by introducing and modifying the transformer-based observation sequence, QMIX is redefined to adapt to the complicated road structure, restricted moving spaces and constrained observations, so as to control vehicles to pursue the target combining the vehicle's observations. Third, a multi-intersection urban environment is built to verify the proposed scheme. Extensive experimental results demonstrate that the proposed $ \text{T}^3 $OMVP scheme achieves significant improvements relative to state-of-the-art QMIX approaches by 9.66%~106.25%. Code is available at https://github.com/pipihaiziguai/T3OMVP.

preprint2022arXiv

Confidence Estimation Transformer for Long-term Renewable Energy Forecasting in Reinforcement Learning-based Power Grid Dispatching

The expansion of renewable energy could help realizing the goals of peaking carbon dioxide emissions and carbon neutralization. Some existing grid dispatching methods integrating short-term renewable energy prediction and reinforcement learning (RL) have been proved to alleviate the adverse impact of energy fluctuations risk. However, these methods omit the long-term output prediction, which leads to stability and security problems on the optimal power flow. This paper proposes a confidence estimation Transformer for long-term renewable energy forecasting in reinforcement learning-based power grid dispatching (Conformer-RLpatching). Conformer-RLpatching predicts long-term active output of each renewable energy generator with an enhanced Transformer to boost the performance of hybrid energy grid dispatching. Furthermore, a confidence estimation method is proposed to reduce the prediction error of renewable energy. Meanwhile, a dispatching necessity evaluation mechanism is put forward to decide whether the active output of a generator needs to be adjusted. Experiments carried out on the SG-126 power grid simulator show that Conformer-RLpatching achieves great improvement over the second best algorithm DDPG in security score by 25.8% and achieves a better total reward compared with the golden medal team in the power grid dispatching competition sponsored by State Grid Corporation of China under the same simulation environment. Codes are outsourced in https://github.com/buptlxh/Conformer-RLpatching.

preprint2022arXiv

On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence

This paper investigates limiting spectral distribution of a high-dimensional Kendall's rank correlation matrix. The underlying population is allowed to have general dependence structure. The result no longer follows the generalized Marucenko-Pastur law, which is brand new. It's the first result on rank correlation matrices with dependence. As applications, we study the Kendall's rank correlation matrix for multivariate normal distributions with a general covariance matrix. From these results, we further gain insights on Kendall's rank correlation matrix and its connections with the sample covariance/correlation matrix.

preprint2021arXiv

On eigenvalues of a high-dimensional spatial-sign covariance matrix

This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general enough to include the popular independent components model and the family of elliptical distributions. A first result of the paper establishes that the distribution of the eigenvalues converges to a deterministic limit that belongs to the family of generalized Marcenko-Pastur distributions. Furthermore, a new central limit theorem is established for a class of linear spectral statistics. We develop two applications of these results to robust statistics for a high-dimensional shape matrix. First, two statistics are proposed for testing the sphericity. Next, a spectrum-corrected estimator using the sample spatial-sign covariance matrix is proposed. Simulation experiments show that in high dimension, the sample spatial-sign covariance matrix provides a valid and robust tool for mitigating influence of outliers.

preprint2020arXiv

Provable More Data Hurt in High Dimensional Least Squares Estimator

This paper investigates the finite-sample prediction risk of the high-dimensional least squares estimator. We derive the central limit theorem for the prediction risk when both the sample size and the number of features tend to infinity. Furthermore, the finite-sample distribution and the confidence interval of the prediction risk are provided. Our theoretical results demonstrate the sample-wise nonmonotonicity of the prediction risk and confirm "more data hurt" phenomenon.

preprint2014arXiv

Joint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models

In this paper, we derive a joint central limit theorem for random vector whose components are function of random sesquilinear forms. This result is a natural extension of the existing central limit theory on random quadratic forms. We also provide applications in random matrix theory related to large-dimensional spiked population models. For the first application, we find the joint distribution of grouped extreme sample eigenvalues correspond to the spikes. And for the second application, under the assumption that the population covariance matrix is diagonal with $k$ (fixed) simple spikes, we derive the asymptotic joint distribution of the extreme sample eigenvalue and its corresponding sample eigenvector projection.

preprint2013arXiv

A note on the CLT of the LSS for sample covariance matrix from a spiked population model

In this note, we establish an asymptotic expansion for the centering parameter appearing in the central limit theorems for linear spectral statistic of large-dimensional sample covariance matrices when the population has a spiked covariance structure. As an application, we provide an asymptotic power function for the corrected likelihood ratio statistic for testing the presence of spike eigenvalues in the population covariance matrix. This result generalizes an existing formula from the literature where only one simple spike exists.