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Researcher profile

Xinrun Wang

Xinrun Wang contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Artificial IntelligenceMachine LearningComputer Science and Game TheoryComputation and LanguageDiscrete MathematicsMultiagent Systemsq-fin.TR

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Published work

8 published item(s)

preprint2026arXiv

GDBA Revisited: Unleashing the Power of Guided Local Search for Distributed Constraint Optimization

Local search is an important class of incomplete algorithms for solving Distributed Constraint Optimization Problems (DCOPs) but it often converges to poor local optima. While Generalized Distributed Breakout Algorithm (GDBA) provides a comprehensive rule set to escape premature convergence, its empirical benefits remain marginal on general-valued problems. In this work, we systematically examine GDBA and identify three factors that potentially lead to its inferior performance, i.e., over-aggressive constraint violation conditions, unbounded penalty accumulation, and uncoordinated penalty updates. To address these issues, we propose Distributed Guided Local Search (DGLS), a novel GLS framework for DCOPs that incorporates an adaptive violation condition to selectively penalize constraints with high cost, a penalty evaporation mechanism to control the magnitude of penalization, and a synchronization scheme for coordinated penalty updates. We theoretically show that the penalty values are bounded, and agents play a potential game in DGLS. Extensive empirical results on various benchmarks demonstrate the great superiority of DGLS over state-of-the-art baselines. Compared to Damped Max-sum with high damping factors, our DGLS achieves competitive performance on general-valued problems, and outperforms by significant margins on structured problems in terms of anytime results.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis

In quantitative finance, the gap between training and real-world performance-driven by concept drift and distributional non-stationarity-remains a critical obstacle for building reliable data-driven systems. Models trained on static historical data often overfit, resulting in poor generalization in dynamic markets. The mantra "History Is Not Enough" underscores the need for adaptive data generation that learns to evolve with the market rather than relying solely on past observations. We present a drift-aware dataflow system that integrates machine learning-based adaptive control into the data curation process. The system couples a parameterized data manipulation module comprising single-stock transformations, multi-stock mix-ups, and curation operations, with an adaptive planner-scheduler that employs gradient-based bi-level optimization to control the system. This design unifies data augmentation, curriculum learning, and data workflow management under a single differentiable framework, enabling provenance-aware replay and continuous data quality monitoring. Extensive experiments on forecasting and reinforcement learning trading tasks demonstrate that our framework enhances model robustness and improves risk-adjusted returns. The system provides a generalizable approach to adaptive data management and learning-guided workflow automation for financial data.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

The Agent Use of Agent Beings: Agent Cybernetics Is the Missing Science of Foundation Agents

LLM-based foundation agents that perceive, reason, and act across thousands of reasoning steps are rapidly becoming the dominant paradigm for deploying artificial intelligence in open-ended, long-horizon complex tasks. Despite this significance, the field remains overwhelmingly engineering-driven. Engineering practice has converged on useful primitives (tool loops, memory banks, harnesses, reflection steps), yet these are assembled by empirical trial and error rather than from first principles. Fundamental questions remain open: under what conditions does a long-running agent remain on-task? How should an agent respond when its environment exceeds its representational capacity? What architectural properties are necessary for safe self-improvement? We argue that cybernetics, the mid-twentieth-century science of control and communication in complex systems, provides the missing theoretical scaffold for foundation agents. By mapping six canonical laws of classical cybernetics onto six agent design principles, and synthesizing those principles into three engineering desiderata (reliability, lifelong running, and self-Improvement), we arrive at a framework termed Agent Cybernetics. Three application domains, code generation, computer use and automated research, exemplify the analytical framework of agent cybernetics by identifying failure modes and concrete engineering recommendations. We hope that agent cybernetics opens a new research venue and establishes the scientific foundation that foundation agents need for principled, reliable real-world deployment.

0 citations0 reviewsNo code linkedOpen access
preprint2025arXiv

FineFT: Efficient and Risk-Aware Ensemble Reinforcement Learning for Futures Trading

Futures are contracts obligating the exchange of an asset at a predetermined date and price, notable for their high leverage and liquidity and, therefore, thrive in the Crypto market. RL has been widely applied in various quantitative tasks. However, most methods focus on the spot and could not be directly applied to the futures market with high leverage because of 2 challenges. First, high leverage amplifies reward fluctuations, making training stochastic and difficult to converge. Second, prior works lacked self-awareness of capability boundaries, exposing them to the risk of significant loss when encountering new market state (e.g.,a black swan event like COVID-19). To tackle these challenges, we propose the Efficient and Risk-Aware Ensemble Reinforcement Learning for Futures Trading (FineFT), a novel three-stage ensemble RL framework with stable training and proper risk management. In stage I, ensemble Q learners are selectively updated by ensemble TD errors to improve convergence. In stage II, we filter the Q-learners based on their profitabilities and train VAEs on market states to identify the capability boundaries of the learners. In stage III, we choose from the filtered ensemble and a conservative policy, guided by trained VAEs, to maintain profitability and mitigate risk with new market states. Through extensive experiments on crypto futures in a high-frequency trading environment with high fidelity and 5x leverage, we demonstrate that FineFT outperforms 12 SOTA baselines in 6 financial metrics, reducing risk by more than 40% while achieving superior profitability compared to the runner-up. Visualization of the selective update mechanism shows that different agents specialize in distinct market dynamics, and ablation studies certify routing with VAEs reduces maximum drawdown effectively, and selective update improves convergence and performance.

0 citations0 reviewsNo code linkedOpen access
preprint2023arXiv

keqing: knowledge-based question answering is a nature chain-of-thought mentor of LLM

Large language models (LLMs) have exhibited remarkable performance on various natural language processing (NLP) tasks, especially for question answering. However, in the face of problems beyond the scope of knowledge, these LLMs tend to talk nonsense with a straight face, where the potential solution could be incorporating an Information Retrieval (IR) module and generating response based on these retrieved knowledge. In this paper, we present a novel framework to assist LLMs, such as ChatGPT, to retrieve question-related structured information on the knowledge graph, and demonstrate that Knowledge-based question answering (Keqing) could be a nature Chain-of-Thought (CoT) mentor to guide the LLM to sequentially find the answer entities of a complex question through interpretable logical chains. Specifically, the workflow of Keqing will execute decomposing a complex question according to predefined templates, retrieving candidate entities on knowledge graph, reasoning answers of sub-questions, and finally generating response with reasoning paths, which greatly improves the reliability of LLM's response. The experimental results on KBQA datasets show that Keqing can achieve competitive performance and illustrate the logic of answering each question.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

A Unified Perspective on Deep Equilibrium Finding

Extensive-form games provide a versatile framework for modeling interactions of multiple agents subjected to imperfect observations and stochastic events. In recent years, two paradigms, policy space response oracles (PSRO) and counterfactual regret minimization (CFR), showed that extensive-form games may indeed be solved efficiently. Both of them are capable of leveraging deep neural networks to tackle the scalability issues inherent to extensive-form games and we refer to them as deep equilibrium-finding algorithms. Even though PSRO and CFR share some similarities, they are often regarded as distinct and the answer to the question of which is superior to the other remains ambiguous. Instead of answering this question directly, in this work we propose a unified perspective on deep equilibrium finding that generalizes both PSRO and CFR. Our four main contributions include: i) a novel response oracle (RO) which computes Q values as well as reaching probability values and baseline values; ii) two transform modules -- a pre-transform and a post-transform -- represented by neural networks transforming the outputs of RO to a latent additive space (LAS), and then the LAS to action probabilities for execution; iii) two average oracles -- local average oracle (LAO) and global average oracle (GAO) -- where LAO operates on LAS and GAO is used for evaluation only; and iv) a novel method inspired by fictitious play that optimizes the transform modules and average oracles, and automatically selects the optimal combination of components of the two frameworks. Experiments on Leduc poker game demonstrate that our approach can outperform both frameworks.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

DO-GAN: A Double Oracle Framework for Generative Adversarial Networks

In this paper, we propose a new approach to train Generative Adversarial Networks (GANs) where we deploy a double-oracle framework using the generator and discriminator oracles. GAN is essentially a two-player zero-sum game between the generator and the discriminator. Training GANs is challenging as a pure Nash equilibrium may not exist and even finding the mixed Nash equilibrium is difficult as GANs have a large-scale strategy space. In DO-GAN, we extend the double oracle framework to GANs. We first generalize the players' strategies as the trained models of generator and discriminator from the best response oracles. We then compute the meta-strategies using a linear program. For scalability of the framework where multiple generators and discriminator best responses are stored in the memory, we propose two solutions: 1) pruning the weakly-dominated players' strategies to keep the oracles from becoming intractable; 2) applying continual learning to retain the previous knowledge of the networks. We apply our framework to established GAN architectures such as vanilla GAN, Deep Convolutional GAN, Spectral Normalization GAN and Stacked GAN. Finally, we conduct experiments on MNIST, CIFAR-10 and CelebA datasets and show that DO-GAN variants have significant improvements in both subjective qualitative evaluation and quantitative metrics, compared with their respective GAN architectures.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Learning to Collaborate in Multi-Module Recommendation via Multi-Agent Reinforcement Learning without Communication

With the rise of online e-commerce platforms, more and more customers prefer to shop online. To sell more products, online platforms introduce various modules to recommend items with different properties such as huge discounts. A web page often consists of different independent modules. The ranking policies of these modules are decided by different teams and optimized individually without cooperation, which might result in competition between modules. Thus, the global policy of the whole page could be sub-optimal. In this paper, we propose a novel multi-agent cooperative reinforcement learning approach with the restriction that different modules cannot communicate. Our contributions are three-fold. Firstly, inspired by a solution concept in game theory named correlated equilibrium, we design a signal network to promote cooperation of all modules by generating signals (vectors) for different modules. Secondly, an entropy-regularized version of the signal network is proposed to coordinate agents' exploration of the optimal global policy. Furthermore, experiments based on real-world e-commerce data demonstrate that our algorithm obtains superior performance over baselines.

0 citations0 reviewsNo code linkedOpen access