Retry, Switch, or Abstain? Learning Strategy-Aware Tool-Use Policies via Controlled Error Injection

Tool-using LLM agents are commonly trained and evaluated in environments where tool calls succeed reliably, yet deployed tools can fail transiently, persistently, or silently. Robust recovery therefore requires more than repeated retries: an agent may need to retry the same path, switch to an alternative, or recognize that no viable path remains. We present BENCH2ROBUST, a framework that converts failure-free tool-use benchmarks into controlled stochastic environments with scenario-controlled solvability, where episodes explicitly require retrying, switching, or stopping after available paths are exhausted. We use BENCH2ROBUST to study two complementary interventions: structured runtime recovery context through Bayesian Tool Memory (BTM), and curriculum-controlled reinforcement learning. Across 7 models from 4 families and two multi-turn benchmark families, tool failures produce a near-universal robustness gap. On held-out Retail tasks, BTM improves robustness by up to 16.8 percentage points without retraining, while RL learns complementary recovery behavior that remains beneficial without inference-time BTM. Combining the two reaches 40.8-45.5% under injection while preserving failure-free performance. These results suggest that robust tool use benefits from combining environment-specific recovery knowledge with learned recovery behavior.

Adaptive Layerwise Perturbation: Unifying Off-Policy Corrections for LLM RL

Off-policy problems such as policy staleness and training-inference mismatch, has become a major bottleneck for training stability and further exploration for LLM RL. To enhance inference efficiency, the distribution gap between the inference and updated policy grows, leading to heavy-tailed importance ratios. Heavy-tailed ratios arise when the policy is locally sharp, which further inflates sharp gradients and can push updates outside the trust region. To address this, we propose Adaptive Layerwise Perturbation(ALP) by injecting small learnable perturbations into input hidden states of each layer during updates, which is used as the numerator of the importance ratio against the unchanged inference policy in the objective. Intuitively, by adding controlled noise to intermediate representations, ALP prevents the updated policy from deviating too sharply from the inference policy, and enlarges the policy family to cover the inference policy family with mismatch noises. Hence, the flattened distribution can naturally tighten the updated and inference policy gap and reduce the tail of importance ratios, thus maintaining training stability. This is further validated empirically. Experiments on single-turn math and multi-turn tool-integrated reasoning tasks show that ALP not only improves final performance, but also avoid blow up of importance ratio tail and KL spikes during iterative training, along with boosted exploration. Ablations show that representation-level perturbations across all layers are most effective, substantially outperforming partial-layer and logits-only variants.

FiNER: Financial Named Entity Recognition Dataset and Weak-Supervision Model

The development of annotated datasets over the 21st century has helped us truly realize the power of deep learning. Most of the datasets created for the named-entity-recognition (NER) task are not domain specific. Finance domain presents specific challenges to the NER task and a domain specific dataset would help push the boundaries of finance research. In our work, we develop the first high-quality NER dataset for the finance domain. To set the benchmark for the dataset, we develop and test a weak-supervision-based framework for the NER task. We extend the current weak-supervision framework to make it employable for span-level classification. Our weak-ner framework and the dataset are publicly available on GitHub and Hugging Face.