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Zheng Pan

Zheng Pan appears in the imported research catalog. Authorship, coauthor and topic links are available while profile ownership is still unclaimed.

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Artificial IntelligenceMachine LearningInformation Theorymath.ITNumerical Analysis

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Published work

5 published item(s)

preprint2026arXiv

AMAP Agentic Planning Technical Report

We present STAgent, an agentic large language model tailored for spatio-temporal understanding, designed to solve complex tasks such as constrained point-of-interest discovery and itinerary planning. STAgent is a specialized model capable of interacting with ten distinct tools within spatio-temporal scenarios, enabling it to explore, verify, and refine intermediate steps during complex reasoning. Notably, STAgent effectively preserves its general capabilities. We empower STAgent with these capabilities through three key contributions: (1) a stable tool environment that supports over ten domain-specific tools, enabling asynchronous rollout and training; (2) a hierarchical data curation framework that identifies high-quality data like a needle in a haystack, curating high-quality queries by retaining less than 1\% of the raw data, emphasizing both diversity and difficulty; and (3) a cascaded training recipe that starts with a seed SFT stage acting as a guardian to measure query difficulty, followed by a second SFT stage fine-tuned on queries with high certainty, and an ultimate RL stage that leverages data of low certainty. Initialized with Qwen3-30B-A3B to establish a strong SFT foundation and leverage insights into sample difficulty, STAgent yields promising performance on TravelBench while maintaining its general capabilities across a wide range of general benchmarks, thereby demonstrating the effectiveness of our proposed agentic model.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

TRACE: Distilling Where It Matters via Token-Routed Self On-Policy Alignment

On-policy self-distillation (self-OPD) densifies reinforcement learning with verifiable rewards (RLVR) by letting a policy teach itself under privileged context. We find that when this guidance spans the full response, all-token KL spends gradients on mostly redundant positions and amplifies privileged-information leakage, causing entropy rise, shortened reasoning, and out-of-distribution degradation in long-horizon math training. We propose Token-Routed Alignment for Critical rEasoning (TRACE), which distills only on annotator-marked critical spans: forward KL on key spans of correct rollouts, optional reverse KL on localized error spans, and GRPO on all remaining tokens, with the KL channel annealed away after a short warm-up. Our analysis explains TRACE through two effects: forward KL provides non-vanishing lift to teacher-supported tokens that the student under-allocates, while span masking and decay keep cumulative privileged-gradient exposure finite. On four held-out math benchmarks plus GPQA-Diamond, TRACE improves over GRPO by 2.76 percentage points on average and preserves the Qwen3-8B base OOD score on GPQA-Diamond, where GRPO and all-token self-OPD baselines degrade. Gains persist under online self-annotation (+1.90 percentage points, about 69% of the strong-API gain), reducing the concern that TRACE merely imports external annotator capability. Across scales, the best routed action is base-dependent: on Qwen3-8B it is forward KL on key spans, while on Qwen3-1.7B it shifts to reverse KL on error spans.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Multi-Graph based Multi-Scenario Recommendation in Large-scale Online Video Services

Recently, industrial recommendation services have been boosted by the continual upgrade of deep learning methods. However, they still face de-biasing challenges such as exposure bias and cold-start problem, where circulations of machine learning training on human interaction history leads algorithms to repeatedly suggest exposed items while ignoring less-active ones. Additional problems exist in multi-scenario platforms, e.g. appropriate data fusion from subsidiary scenarios, which we observe could be alleviated through graph structured data integration via message passing. In this paper, we present a multi-graph structured multi-scenario recommendation solution, which encapsulates interaction data across scenarios with multi-graph and obtains representation via graph learning. Extensive offline and online experiments on real-world datasets are conducted where the proposed method demonstrates an increase of 0.63% and 0.71% in CTR and Video Views per capita on new users over deployed set of baselines and outperforms regular method in increasing the number of outer-scenario videos by 25% and video watches by 116%, validating its superiority in activating cold videos and enriching target recommendation.

0 citations0 reviewsNo code linkedOpen access
preprint2014arXiv

On the Conditions of Sparse Parameter Estimation via Log-Sum Penalty Regularization

For high-dimensional sparse parameter estimation problems, Log-Sum Penalty (LSP) regularization effectively reduces the sampling sizes in practice. However, it still lacks theoretical analysis to support the experience from previous empirical study. The analysis of this article shows that, like $\ell_0$-regularization, $O(s)$ sampling size is enough for proper LSP, where $s$ is the non-zero components of the true parameter. We also propose an efficient algorithm to solve LSP regularization problem. The solutions given by the proposed algorithm give consistent parameter estimations under less restrictive conditions than $\ell_1$-regularization.

0 citations0 reviewsNo code linkedOpen access
preprint2014arXiv

Relaxed Sparse Eigenvalue Conditions for Sparse Estimation via Non-convex Regularized Regression

Non-convex regularizers usually improve the performance of sparse estimation in practice. To prove this fact, we study the conditions of sparse estimations for the sharp concave regularizers which are a general family of non-convex regularizers including many existing regularizers. For the global solutions of the regularized regression, our sparse eigenvalue based conditions are weaker than that of L1-regularization for parameter estimation and sparseness estimation. For the approximate global and approximate stationary (AGAS) solutions, almost the same conditions are also enough. We show that the desired AGAS solutions can be obtained by coordinate descent (CD) based methods. Finally, we perform some experiments to show the performance of CD methods on giving AGAS solutions and the degree of weakness of the estimation conditions required by the sharp concave regularizers.

0 citations0 reviewsNo code linkedOpen access