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Zach Zhang

Zach Zhang contributes to research discovery and scholarly infrastructure.

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Published work

2 published item(s)

preprint2026arXiv

SparseRL-Sync: Lossless Weight Synchronization with ~100x Less Communication

In large-scale reinforcement learning (RL) systems with decoupled Trainer-Rollout execution, the Trainer must regularly synchronize policy weights to the Rollout side to limit policy staleness. When inter-node bandwidth is abundant, such synchronization is usually only a small fraction of end-to-end cost. As model size grows, however, the communication demand rises rapidly. In bandwidth-constrained or network-variable deployments -- for example, cross-datacenter or cross-cluster settings, heterogeneous resource pools, and online RL -- weight synchronization can become a dominant bottleneck for throughput and tail latency. We observe that, in mainstream large-model RL training, the locations where parameters actually change are highly sparse at the element level (often 99%+ sparsity). Building on this observation, we propose and implement SparseRL-Sync, which replaces full-weight transfers with a lossless sparse update payload (indices and values) that can be exactly reconstructed on the inference side, thereby preserving 100% fidelity. Under a simplified cost model, sparse synchronization reduces the per-update communication volume from S to approximately S/X; with 99% sparsity (X ~ 100), this yields about a 100x reduction in transmitted data. Combined with appropriate bucketing, SparseRL-Sync also reduces launch and control-plane overhead, significantly improving scalability and end-to-end efficiency in bandwidth-limited and highly asynchronous RL settings.

preprint2022arXiv

Explaining Adverse Actions in Credit Decisions Using Shapley Decomposition

When a financial institution declines an application for credit, an adverse action (AA) is said to occur. The applicant is then entitled to an explanation for the negative decision. This paper focuses on credit decisions based on a predictive model for probability of default and proposes a methodology for AA explanation. The problem involves identifying the important predictors responsible for the negative decision and is straightforward when the underlying model is additive. However, it becomes non-trivial even for linear models with interactions. We consider models with low-order interactions and develop a simple and intuitive approach based on first principles. We then show how the methodology generalizes to the well-known Shapely decomposition and the recently proposed concept of Baseline Shapley (B-Shap). Unlike other Shapley techniques in the literature for local interpretability of machine learning results, B-Shap is computationally tractable since it involves just function evaluations. An illustrative case study is used to demonstrate the usefulness of the method. The paper also discusses situations with highly correlated predictors and desirable properties of fitted models in the credit-lending context, such as monotonicity and continuity.