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01.
arXiv (CS.CL) 2026-06-17

AIPatient Arena: EHR-grounded evaluation of large language models in end-to-end clinical consultation workflows

Large language models (LLMs) are increasingly considered for use in clinical consultation tasks, yet most medical evaluations remain static, single-turn, or narrowly outcome-based, limiting their ability to reflect the sequential, uncertain, and interactive nature of real-world care. Here, we propose AIPatient Arena, an EHRs-grounded evaluation framework for assessing the clinical utility of LLMs across eight dimensions of clinical competence. The framework integrates EHR data into patient-specific knowledge graphs, enabling multi-turn physician-patient interactions. We applied AIPatient Arena on a primary cohort of 437 patients and two out-of-distribution validation cohorts of 119 and 67 patients. We observe that LLMs performed well in medical interview questioning skills (QS; mean scores, 4.43-4.99/5), ethical and professional conduct (ET; 4.38-4.93/5), and clarity and transparency of clinical explanations (EX; 3.80-4.72/5). Performance was moderate in information integration (II; 3.19-4.21/5) and medication safety and justification (MS; 3.13-3.78/5), but persistent weaknesses were observed in handling of ambiguous patient responses (HR; 2.57-3.32/5), information coverage (IC; 2.08-3.02/5), and diagnostic accuracy and reasoning (Dx; 2.63-3.55/5). Process-based evaluation revealed recurrent interaction failures, including repetitive questioning, omission of past medical history, and inadequate handling of uncertainty. Richer conversational context improved diagnostic reasoning but yielded limited gains in treatment planning. These findings indicate that final-answer accuracy alone is insufficient for evaluating clinical readiness and highlight the importance of assessing how models gather, interpret, and communicate information throughout a consultation. AIPatient Arena provides an EHR-grounded framework for workflow-oriented pre-deployment evaluation of medical LLMs.

02.
arXiv (CS.AI) 2026-06-11

Reinforcement Learning Disrupts Gradient-Based Adversarial Optimization

arXiv:2606.12251v1 Announce Type: cross Abstract: Gradient-based adversarial attacks remain a dominant threat to deep neural networks (DNNs), as they exploit gradient information to efficiently optimize adversarial perturbations. To address this, we investigate whether reinforcement learning (RL) training can disrupt the gradient structure used by attackers by training image classifiers with policy-gradient objectives and epsilon-greedy exploration. Through systematic experiments across CIFAR-10, CIFAR-100, and ImageNet-100 with multiple architectures, we find that RL-trained classifiers significantly disrupt gradient-based adversarial optimization. To explain this, we conduct a comprehensive mechanism analysis using loss landscape visualization, static and dynamic gradient indicators, and predictive entropy. Our analysis reveals that RL acts as an implicit regularizer, producing models with highly unstable gradient directions and smaller gradient magnitudes. This combination makes each PGD step both unreliable in direction and limited in magnitude, causing gradient-based attacks to fail within practical iteration budgets. We further show that combining RL with adversarial training (RL-adv) provides a dual-layer defense operating at two complementary levels: RL degrades gradient information available to attackers (gradient-level defense), while adversarial training strengthens decision boundaries (boundary-level defense). RL-adv achieves the highest robustness across all major attack types evaluated, including gradient-based (PGD, AutoAttack), transfer-based, and query-based attacks, outperforming SL-adv by a significant margin. These findings identify RL-induced gradient disruption as a complementary robustness mechanism and motivate future research on hybrid SL-RL training schedules that combine SL's efficiency with RL's gradient-regularization properties.

03.
arXiv (CS.LG) 2026-06-19

Towards Modality-imbalanced Federated Graph Learning: A Data Synthesis-based Approach

arXiv:2606.20382v1 Announce Type: new Abstract: MultiModal Federated Graph Learning (MM-FGL) offers a natural collaborative training paradigm, but its practical deployment is challenged by two granularities of modality imbalance. Client-level imbalance occurs when certain clients lack entire modalities, while node-level imbalance occurs when individual nodes exhibit missing visual or textual attributes. While several relevant studies exist, our investigation reveals that they predominantly target graph-agnostic or centralized scenarios, rendering them difficult to adapt directly. To address these challenges, we formalize modality-imbalanced MM-FGL as an implicit graph-aware latent semantic representation synthesis problem. This paradigm recovers missing modal semantics directly within the representation space, thereby maximizing alignment with the original data's semantic distribution and mitigating the high variance induced by missing modalities. To this end, we propose FedMGS (Federated Modality-aware Graph Synthesis), which integrates three core components. The availability-aware graph encoder prevents missing modalities from contaminating local structural propagation. The prototype-guided latent semantic synthesizer establishes cross-client semantic anchors for unavailable modalities. The reliability-calibrated semantic fusion mechanism regulates the impact of recovered latent representations prior to predictive readout. Extensive experiments on four tasks show that FedMGS consistently outperforms competitive baselines with gains up to 17.41% with best efficiency-performance tradeoff.

04.
arXiv (CS.CV) 2026-06-16

CausalDrive: Real-time Causal World Models for Autonomous Driving

World models have emerged as a promising paradigm for scaling autonomous driving (AD) data, yet existing video generative models fall short as interactive simulators. Layout-conditioned renderers rely on "oracle" future trajectories of all background agents, rendering them strictly non-reactive. Conversely, pure action-conditioned predictors lack semantic control over complex interactions and suffer from prohibitive diffusion latencies, hindering closed-loop policy learning. To bridge this gap, we present CausalDrive, a controllable, real-time foundation driving world renderer. CausalDrive operates solely on the initial front-view frame, the ego-vehicle's trajectory, and a macroscopic text prompt. By excluding future NPC layouts, we compel the model to intrinsically predict causal interactions, enabling text-driven control over Driving Sociology, allowing users to dynamically orchestrate diverse counterfactual reactions to identical ego-actions. To overcome the efficiency bottleneck and address the covariate shift in autoregressive generation, we propose a novel Context-Forced DMD architecture. This combines continuous flow-matching with a self-correcting distillation objective, achieving interactive speeds of 12 FPS. This breakthrough transforms the passive video generator into a playable neural simulator. We demonstrate its versatility across three downstream applications: (1) generative closed-loop evaluation with significantly mitigated collision artifacts, (2) large-scale Reinforcement Learning (RL) post-training driven by a Video2Reward module, and (3) real-time human-in-the-loop simulation. Extensive experiments validate that policies trained within CausalDrive's reactive scenarios exhibit superior interaction capabilities in the real world.

05.
arXiv (quant-ph) 2026-06-11

Integrable Massless and Massive Fermions

作者:

arXiv:2603.11172v2 Announce Type: replace-cross Abstract: One-dimensional integrable fermions can be classified into massless and massive regimes, and the $R$-operator for the latter can be constructed from that of the former. Here, I define integrable massless fermions by the simultaneous satisfaction of the Yang-Baxter equation (YBE) and Shastry's decorated YBE (DYBE) by the $R$-matrix. This notion is strictly more general than Maassarani's `free-fermion algebra', yet more restrictive than the notion of free fermions in exactly solvable quantum models or in integrable two-dimensional classical vertex models dual to quantum spin chains. Within this framework, there emerge two archetypal mechanisms for opening a spectral gap and generating massive fermions: (i) breaking time-reversal symmetry by coupling to external field, and (ii) introducing time-reversal symmetric interactions. These paradigms are realized, respectively, in the XY chain in a longitudinal field and in the Hubbard model, both of which possess non-relativistic, bivariate $R$-matrices. Integrability conditions on local Hamiltonians for both massless and massive fermions are identified, and schematic procedures for uniquely determining their $R$-matrices are proposed.

06.
PLOS Computational Biology 2026-06-01

Histology-informed spatial domain identification through multi-view graph convolutional networks

作者:

by Huihui Zhang, Jiaxing Chang, Zirong Li, Yue Sun, Pinli Hu, Haoxiu Wang, Hang Yang, Yonglin Ren, Xingtan Zhang, Zehua Chen, Kok Wai Wong, Haojing Shao Identifying spatial domains is crucial in spatial transcriptomics, yet effectively integrating gene expression, spatial location, and histology remains challenging. We present STESH, a Spatial Transcriptomics clustering method that combines Expression, Spatial information and Histology. STESH extracts histological features using a convolutional neural network and generates expression, histology, spatial, and collaborative convolution modules for a multi-view graph convolutional network with a decoder and attention mechanism. We evaluated STESH on multiple tissue types and technology platforms. STESH consistently outperformed ten state-of-the-art methods, achieving superior clustering accuracy with the highest scores in adjusted Rand index, normalized mutual information, and Fowlkes-Mallows index.

07.
arXiv (CS.CV) 2026-06-15

RATS! Patches Talk Through Registers: Emergent Parts in Register Attention Transformers

When humans see a bird, they recognize far more than just "bird" – they see a head, wings, and talons, a structured assembly of reusable parts that can be identified across every bird they have ever seen. We ask whether a self-supervised visual model can discover the same compositional structure on its own. To this end, we propose RATS (Register Attention Transformers), which decomposes the classification token into N learnable register tokens that route patch information through an L->N->N->L bottleneck via a three-step compress-communicate-broadcast attention. The N registers are partitioned across the H attention heads, so that registers assigned to different heads do not interact with each other. Without auxiliary losses or part annotations, each register spontaneously specializes into a proto-semantic region whose emerging structure resembles object parts. RATS surpasses all baselines by +12 mIoU on average across five segmentation benchmarks, with consistent gains on ADE20K (+1.11 mIoU) and COCO (+0.2 AP^m). Its register dictionary further exhibits part-level consistency and semantic proximity across related categories. Our results suggest that RATS may provide a useful architectural prior for structured and interpretable visual representation learning.

08.
arXiv (CS.AI) 2026-06-19

ProMUSE: Progressive Multi-modal Uncertainty-guided Staged Evidential Alzheimer Disease Classification

arXiv:2606.19371v1 Announce Type: cross Abstract: Alzheimer's disease (AD) is a fatal disorder that destroys memory and cognitive skills in the elderly population. Most treatments for AD are effective in the early stage, leading to an increasing demand for early AD diagnosis. AD diagnosis increasingly relies on multimodal data such as clinical assessments, structural Magnetic Resonance Imaging (MRI), and Positron Emission Tomography (PET) imaging. However, MRI and PET acquisition remain costly and not universally accessible, making full-modality inference impractical in real-world clinical workflows. We propose ProMUSE, a Progressive Multi-modal Uncertainty Guided Staged Evidential Network that adaptively determines when additional modalities are necessary, helping reduce the overall cost of data acquisition while maintaining accuracy. ProMUSE first performs evidential classification using low-cost clinical data and quantifies uncertainty via a Dirichlet-based subjective logic model. When uncertainty exceeds a learned threshold, ProMUSE progressively incorporates MRI or PET features, fusing modality-wise belief and uncertainty through Dempster-Shafer theory to obtain a calibrated multimodal prediction. This staged acquisition strategy enables accurate diagnosis while minimizing reliance on expensive imaging. Experiments on ADNI, AIBL, and OASIS across CN-AD, CN-MCI, and MCI-AD tasks demonstrate that ProMUSE achieves competitive or superior accuracy compared to full-modality baselines while reducing MRI/PET usage by 50-90%, yielding substantial cost savings. These results highlight ProMUSE as a practical, uncertainty-aware, and resource-efficient solution for real-world AD screening.

09.
arXiv (math.PR) 2026-06-19

Towards practical PDMP sampling: Metropolis adjustments, locally adaptive step-sizes, and NUTS-based time lengths

arXiv:2503.11479v2 Announce Type: replace-cross Abstract: Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered by the need to compute model-specific bounds. Conversely, while Hamiltonian Monte Carlo (HMC) offers a generally efficient approach to sampling, its inability to adaptively tune step sizes impedes its performance when sampling complex distributions like funnels. To address these limitations, we introduce three innovative concepts: (a) a Metropolis-adjusted approximation for PDMP simulation that eliminates the need for explicit bounds without compromising the invariant measure, (b) an adaptive step size mechanism compatible with the Metropolis correction, and (c) a No U-Turn Sampler (NUTS)-inspired scheme for dynamically selecting path lengths in PDMPs. These three ideas can be seamlessly integrated into a single, `doubly-adaptive' PDMP sampler with favourable robustness and efficiency properties.

10.
arXiv (CS.AI) 2026-06-19

CRAX: Fast Safe Reinforcement Learning Benchmarking

arXiv:2606.20376v1 Announce Type: cross Abstract: Safety is a core concern for deploying reinforcement learning (RL) agents in real-world domains such as robotics and autonomous driving. While benchmarks have been central to progress in RL, existing safety benchmarks with high-fidelity 3D physics remain computationally slow, limiting large-scale experimentation and rapid prototyping. To address this gap, we propose CRAX (Constrained RL Accelerated with JAX). Built on top of the MuJoCo XLA (MJX) physics engine with realistic 3D dynamics, CRAX leverages vectorized operations and hardware acceleration, yielding up to ~100x speedups over comparable CPU-based safety benchmarks. The benchmark features six environment suites and three agent-specific tasks, each spanning three difficulty levels. Evaluating six popular safe RL methods shows that no single approach dominates across all tasks, and reveals the trade-offs between performance and safety. We find that curriculum learning across difficulty levels and safety transfer can improve performance over direct training in harder settings.

13.
arXiv (CS.LG) 2026-06-12

Reliability of Probabilistic Emulation of Physical Systems

arXiv:2606.12997v1 Announce Type: new Abstract: Two dominant approaches have emerged for generating probabilistic forecasts of physical systems: generative models, such as diffusion or flow matching; and ensembles of deterministic models with stochasticity injected, trained using the continuous ranked probability score (CRPS) loss. While both approaches have demonstrated strong predictive accuracy, the reliability of their uncertainties has not been systematically assessed. We address this gap by developing a framework to evaluate both approaches across diverse 2D spatiotemporal physical systems, under matched model size and computational budget. We assess the reliability of probabilistic emulation by inspecting the empirical coverage of predictive intervals, while also considering accuracy and computational efficiency metrics. CRPS-trained ensembles typically achieve more reliable uncertainties on both single-step prediction and autoregressive rollouts, demonstrating better coverage than the standard alternative of training generative models in a latent space. Moreover, the CRPS approach offers significantly faster inference. When generative models are trained in ambient rather than a compressed latent space, which is often infeasible for high-dimensional problems, they exhibit comparable coverage to CRPS-trained ensembles, though with substantially larger inference latency. In contrast, when CRPS-trained ensembles are trained in latent space they do not show a marked degradation in coverage with respect to ambient space. Both generative models and CRPS-trained ensembles demonstrate good predictive accuracy. To facilitate future research and application, we release AutoCast, a modular framework implementing both generative models and CRPS-trained ensembles, alongside AutoSim, a flexible dataset generation package for rapid prototyping.

14.
arXiv (CS.CL) 2026-06-12

Examining the Cognitive Gap Between Authors and Peer Reviewers on Academic Paper Novelty

Novelty is a crucial metric for assessing the quality of academic papers. Scholars strive to highlight the novel aspects of their work, particularly in the title, abstract, and introduction. Peer review, serving as the gatekeeper of scientific rigor, rigorously evaluates the novelty of papers, yet a cognitive gap may exist between author self-promotion and reviewer evaluation. To investigate this, we analyzed 15,328 academic papers published in Nature Communications from 2016 to 2021, along with their peer-review comments. We found that both reviewers and authors emphasize result-oriented innovation, with reviewers adopting a more comprehensive evaluation perspective. Furthermore, by examining promotional intensity against inherent paper novelty, we found that its effect depends on the paper's actual innovation level. Highly innovative papers benefit from stronger promotional language, receiving more positive evaluations. We also found that promotional language significantly correlates with reviewer disagreement on novelty specifically for papers of moderate innovativeness, whereas it has negligible impact for papers with either very high or very low novelty. This reveals how promotional language operates most prominently in the gray area of academic evaluation.

15.
arXiv (math.PR) 2026-06-16

Layerwise Terminal Discrepancy in Chen's Reverse-Heat Coupling on the Boolean Cube

arXiv:2606.04573v2 Announce Type: replace-cross Abstract: Recently, Chen [Chen2026] proved that Talagrand's Boolean convolution conjecture holds up to the dimension-free factor \((\log\log\eta)^{3/2}\), namely for every fixed \(\tau>0\), \[ \mu\{P_\tau f>\eta\|f\|_1\} \le C_\tau \frac{(\log\log\eta)^{3/2}}{\eta\sqrt{\log\eta}}, \qquad \eta>e^3. \] We revisit the terminal testing-discrepancy step in Chen's perturbed reverse-heat coupling. Chen estimates this discrepancy globally in terms of the remaining gap to the terminal level. We keep the same coupling and the same reverse-heat formulations, but localize the terminal discrepancy on each remaining-gap layer before summing the layers. This changes the fixed-time anti-concentration cost from order \((\log L)^{3/2}/\sqrt L\) to order \((\log L)/\sqrt L\), where \(L=\log\eta\). Consequently, we obtain a \((\log\log\eta)^{1/2}\) improvement as \[ \mu\{P_\tau f>\eta\|f\|_1\} \le C_\tau \frac{\log\log\eta}{\eta\sqrt{\log\eta}}, \qquad \eta>e^3. \]

16.
arXiv (CS.CL) 2026-06-11

BioDivergence: A Benchmark and Evaluation Framework for Hidden Contextual Contradictions in Biomedical Abstracts

Biomedical findings often seem to conflict across studies, but many of these differences are context-dependent rather than true contradictions. Variations in cohort, geography, assay protocol, disease subtype, and clinical setting can make both claims locally valid. Existing NLI and scientific claim-verification benchmarks reduce such cases to entailment, contradiction, or neutral, failing to capture the contextual structure behind divergence. To address this, we introduce BioDivergence, an evaluation framework with a six-class conflict taxonomy, a 13-axis divergence ontology, and four structured outputs per claim pair: conflict type, divergence axes, dominant confounder, and reconciliation explanation. We release BioDivergence-Silver-v1.0, an article-disjoint silver benchmark of 11,865 claim pairs across five biomedical domains, alongside a legacy deduplicated variant for comparison. Results show notable ranking differences between the two variants, with the fine-tuned reference model dropping about 12 points under the article-disjoint setting, while Mistral-7B-Instruct-v0.3 achieves 0.5523 accuracy and 0.3894 contextual-F1 on the 842-example primary test set. BioDivergence offers a more faithful way to distinguish contextual divergence from direct contradiction and to separate article-level memorization from genuine task learning.

18.
arXiv (CS.CL) 2026-06-18

ScholaWrite: A Dataset of End-to-End Scholarly Writing Process

Writing is a cognitively demanding activity that requires constant decision-making, heavy reliance on working memory, and frequent shifts between tasks of different goals. To build writing assistants that truly align with writers' cognition, we must capture and decode the complete thought process behind how writers transform ideas into final texts. We present ScholaWrite, the first dataset of end-to-end scholarly writing, tracing the multi-month journey from initial drafts to final manuscripts. We contribute three key advances: (1) a Chrome extension that unobtrusively records keystrokes on Overleaf, enabling the collection of realistic, in-situ writing data; (2) a novel corpus of full scholarly manuscripts, enriched with fine-grained annotations of cognitive writing intentions. The dataset includes \LaTeX-based edits from five computer science preprints, capturing nearly 62K text changes over four months; and (3) analyses and insights into the micro-dynamics of scholarly writing, highlighting gaps between human writing processes and the current capabilities of large language models (LLMs) in providing meaningful assistance. ScholaWrite underscores the value of capturing end-to-end writing data to develop future writing assistants that support, not replace, the cognitive work of scientists.

19.
arXiv (quant-ph) 2026-06-15

Stab-QRAM: A Clifford-Only Quantum Oracle for Affine Boolean Data

arXiv:2509.26494v3 Announce Type: replace Abstract: Oracle-based quantum algorithms require coherent evaluation of classical functions on superposed inputs, and in fault-tolerant architectures this cost is dominated by non-Clifford gates: generic lookup constructions incur $T$-counts that grow with the data size. Here we show that affine Boolean functions $f(\mathbf{x})=A\mathbf{x}+\mathbf{b}$ over $\mathbb{F}_2$ – the algebraic core of parity checks, linear feedback shift registers, and cipher linear layers – are exactly the functions admitting computational-basis-preserving Clifford oracles, and we develop this correspondence into Stab-QRAM, a compiler mapping a specification $(A,\mathbf{b})$ to an ancilla-free circuit of CNOT and $X$ gates with zero $T$-count. Via K\"{o}nig's edge-coloring theorem, the compiled schedule provably attains the minimum depth for its gate set. Case studies spanning Simon-type oracles, block-encodings of $X$-type coset operators, and syndrome extraction for CSS codes show one compiler serving the algorithm, primitive, and error-correction layers of the quantum stack.

20.
arXiv (CS.LG) 2026-06-18

Self-attention-based non-linear basis transformations for compact latent space modelling of dynamic optical fibre transmission matrices

arXiv:2406.07775v2 Announce Type: replace Abstract: Multimode optical fibres are hair-thin strands of glass that efficiently transport light. They promise next-generation medical endoscopes that provide unprecedented sub-cellular image resolution deep inside the body. However, confining light to such fibres means that images are inherently scrambled in transit. Conventionally, this scrambling has been compensated by pre-calibrating how a specific fibre scrambles light and solving a stationary linear matrix equation that represents a physical model of the fibre. However, as the technology develops towards real-world deployment, the unscrambling process must account for dynamic changes in the matrix representing the fibre's effect on light, due to factors such as movement and temperature shifts, and non-linearities resulting from the inaccessibility of the fibre tip when inside the body. Such complex, dynamic and nonlinear behaviour is well-suited to approximation by neural networks, but most leading image reconstruction networks rely on convolutional layers, which assume strong correlations between adjacent pixels, a strong inductive bias that is inappropriate for fibre matrices which may be expressed in a range of arbitrary coordinate representations with long-range correlations. We introduce a new concept that uses self-attention layers to dynamically transform the coordinate representations of varying fibre matrices to a basis that admits compact, low-dimensional representations suitable for further processing. We demonstrate the effectiveness of this approach on diverse fibre matrix datasets. We show our models significantly improve the sparsity of fibre bases in their transformed bases with a participation ratio, p, as a measure of sparsity, of between 0.01 and 0.11. Further, we show that these transformed representations admit reconstruction of the original matrices with < 10% reconstruction error, demonstrating the invertibility.

21.
arXiv (CS.CL) 2026-06-16

Depth-Attention: Cross-Layer Value Mixing for Language Models

Self-attention selects information freely across the sequence, but across depth, Transformers merely add each layer's output to the residual stream, so later layers cannot selectively reuse earlier-layer representations. Recent cross-layer methods improve this flow but operate on hidden states outside attention, adding state beyond the key-value cache at inference–a cost that becomes increasingly salient as modern LLMs compress the cache with grouped-query and multi-head latent attention. We introduce Depth-Attention, which performs this selection inside the attention module itself: before a layer attends over the sequence, its query attends over the keys of earlier layers at the same token position and mixes their values into the value that self-attention then reads. Because Depth-Attention reuses the standard attention queries, keys, and value-cache slots, storing depth-mixed values in place of the original values, it adds no parameters and introduces no persistent inference state beyond the standard key-value cache–the same cache size as a vanilla decoder and less than hidden-state-based cross-layer methods. On Qwen3-style decoders at 1.5B and 3B parameters, Depth-Attention attains the lowest perplexity and the highest average downstream accuracy, improving over the vanilla Transformer by up to 2.3 accuracy points and surpassing strong cross-layer baselines in perplexity and average accuracy, while adding under 0.01% extra arithmetic FLOPs and no additional persistent inference state. The gains hold from 360M to 3B parameters and extend to looped Transformers.

22.
arXiv (CS.CL) 2026-06-17

OpenLID-v3: Improving the Precision of Closely Related Language Identification – An Experience Report

Language identification (LID) is an essential step in building high-quality multilingual datasets from web data. Existing LID tools (such as OpenLID or GlotLID) often struggle to identify closely related languages and to distinguish valid natural language from noise, which contaminates language-specific subsets, especially for low-resource languages. In this work we extend the OpenLID classifier by adding more training data, merging problematic language variant clusters, and introducing a special label for marking noise. We call this extended system OpenLID-v3 and evaluate it against GlotLID on multiple benchmarks. During development, we focus on three groups of closely related languages (Bosnian, Croatian, and Serbian; Romance varieties of Northern Italy and Southern France; and Scandinavian languages) and contribute new evaluation datasets where existing ones are inadequate. We find that ensemble approaches improve precision but also substantially reduce coverage for low-resource languages. OpenLID-v3 is available on https://huggingface.co/HPLT/OpenLID-v3.

23.
arXiv (CS.AI) 2026-06-17

Ensemble RL through Classifier Models: Enhancing Risk-Return Trade-offs in Trading Strategies

作者:

arXiv:2502.17518v3 Announce Type: replace-cross Abstract: This paper presents a comprehensive study on the use of ensemble Reinforcement Learning (RL) models in financial trading strategies, leveraging classifier models to enhance performance. By combining RL algorithms such as A2C, PPO, and SAC with traditional classifiers like Support Vector Machines (SVM), Decision Trees, and Logistic Regression, we investigate how different classifier groups can be integrated to improve risk-return trade-offs. The study evaluates the effectiveness of various ensemble methods, comparing them with individual RL models across key financial metrics, including Cumulative Returns, Sharpe Ratios (SR), Calmar Ratios, and Maximum Drawdown (MDD). Our original experimental results demonstrate that ensemble methods often outperform base models in terms of risk-adjusted returns, providing better management of drawdowns and overall stability. However, both the original analysis and the additional reproduction reported in this version show that ensemble performance is sensitive to the choice of variance threshold \(\tau\), classifier group, RL-agent pair, and market universe. The reproduction evidence strengthens the conclusion that classifier-assisted ensemble selection can improve robustness, while also clarifying that the advantage is conditional rather than automatic across all datasets. This study emphasizes the value of combining RL with classifiers for adaptive decision-making, with implications for financial trading, robotics, and other dynamic environments.

24.
arXiv (CS.LG) 2026-06-18

INDEQS: Informed Neural controlled Differential EQuationS

arXiv:2606.19138v1 Announce Type: new Abstract: Neural Controlled Differential Equations (NCDE) provide a powerful continuous-time framework for forecasting time series, but standard graph-based extensions typically learn spatial structure purely from data, even in settings where a directed graph structure is known a priori. We introduce Informed Neural controlled Differential EQuationS (INDEQS), a graph-based NCDE forecasting method that incorporates prior knowledge of a directed graph at distinct architectural positions. INDEQS separates inner mixing of hidden states across graph nodes from outer mixing between vector field and control, and offers both a lightweight graph-constrained variant and a more expressive variant, learning additional graph connections from data via adaptive graph convolutions. To systematically study when graph informedness is beneficial in forecasting, we devise a continuous advection simulation on directed graphs, yielding synthetic spatio-temporal datasets with known ground-truth flow structure. We then evaluate INDEQS on two real-world tasks: river discharge forecasting on a hydrological network and traffic flow prediction on PeMS08. Across these synthetic and real-world benchmarks, outer informedness consistently improves mean absolute error over an uninformed NCDE with comparable parameter count, particularly on larger graphs, while inner informedness offers a more parameter-efficient alternative when strict adherence to a known adjacency is desired. A comparison of discrete convolutional and continuous-time decoders further shows that continuous decoders yield better accuracy and greater temporal flexibility on real-world tasks. An implementation of INDEQS and the advection simulation is available at https://github.com/Mitchi1/indeqs.

25.
arXiv (CS.LG) 2026-06-15

A Composite Activation Function for Learning Stable Binary Representations

arXiv:2605.11558v2 Announce Type: replace Abstract: Activation functions play a central role in neural networks by shaping internal representations. Recently, learning binary activation representations has attracted significant attention due to their advantages in computational and memory efficiency, as well as interpretability. However, training neural networks with Heaviside activations remains challenging, as their non-differentiability obstructs standard gradient-based optimization. In this paper, we propose Heavy Tailed Activation Function (HTAF), a smooth approximation to the Heaviside function that enables stable training with gradient-based optimization. We construct HTAF as a sigmoid hyperbolic tangent composite function and theoretically show that it maintains a large gradient mass around zero inputs while exhibiting slower gradient decay in the tail regions. We show that Spiking Neural Networks, Binary Neural Networks and Deep Heaviside neural Networks can be trained stably using HTAF with gradient-based optimization. Finally, we introduce Implicit Concept Bottleneck Models (ICBMs), an interpretable image model that leverages HTAF to induce discrete feature representations. Extensive experiments across various architectures and image datasets demonstrate that ICBM enables stable discretization while achieving prediction performance comparable to or better than standard models.