Harnessing Reasoning Trajectories for Hallucination Detection via Answer-agreement Representation Shaping

Large reasoning models (LRMs) often generate long, seemingly coherent reasoning traces yet still produce incorrect answers, making hallucination detection challenging. Although trajectories contain useful signals, directly using trace text or vanilla hidden states for detection is brittle: traces vary in form and detectors can overfit to superficial patterns rather than answer validity. We introduce Answer-agreement Representation Shaping (ARS), which learns detection-friendly trace-conditioned representations by explicitly encoding answer stability. ARS generates counterfactual answers through small latent interventions, specifically, perturbing the trace-boundary embedding, and labels each perturbation by whether the resulting answer agrees with the original. It then learns representations that bring answer-agreeing states together and separate answer-disagreeing ones, exposing latent instability indicative of hallucination risk. The shaped embeddings are plug-and-play with existing embedding-based detectors and require no human annotations during training. Experiments demonstrate that ARS consistently improves detection and achieves substantial gains over strong baselines.

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.

Bayesian Robust Financial Trading with Adversarial Synthetic Market Data

Algorithmic trading relies on machine learning models to make trading decisions. Despite strong in-sample performance, these models often degrade when confronted with evolving real-world market regimes, which can shift dramatically due to macroeconomic changes-e.g., monetary policy updates or unanticipated fluctuations in participant behavior. We identify two challenges that perpetuate this mismatch: (1) insufficient robustness in existing policy against uncertainties in high-level market fluctuations, and (2) the absence of a realistic and diverse simulation environment for training, leading to policy overfitting. To address these issues, we propose a Bayesian Robust Framework that systematically integrates a macro-conditioned generative model with robust policy learning. On the data side, to generate realistic and diverse data, we propose a macro-conditioned GAN-based generator that leverages macroeconomic indicators as primary control variables, synthesizing data with faithful temporal, cross-instrument, and macro correlations. On the policy side, to learn robust policy against market fluctuations, we cast the trading process as a two-player zero-sum Bayesian Markov game, wherein an adversarial agent simulates shifting regimes by perturbing macroeconomic indicators in the macro-conditioned generator, while the trading agent-guided by a quantile belief network-maintains and updates its belief over hidden market states. The trading agent seeks a Robust Perfect Bayesian Equilibrium via Bayesian neural fictitious self-play, stabilizing learning under adversarial market perturbations. Extensive experiments on 9 financial instruments demonstrate that our framework outperforms 9 state-of-the-art baselines. In extreme events like the COVID, our method shows improved profitability and risk management, offering a reliable solution for trading under uncertain and shifting market dynamics.

Failure-Aware RL: Reliable Offline-to-Online Reinforcement Learning with Self-Recovery for Real-World Manipulation

Post-training algorithms based on deep reinforcement learning can push the limits of robotic models for specific objectives, such as generalizability, accuracy, and robustness. However, Intervention-requiring Failures (IR Failures) (e.g., a robot spilling water or breaking fragile glass) during real-world exploration happen inevitably, hindering the practical deployment of such a paradigm. To tackle this, we introduce Failure-Aware Offline-to-Online Reinforcement Learning (FARL), a new paradigm minimizing failures during real-world reinforcement learning. We create FailureBench, a benchmark that incorporates common failure scenarios requiring human intervention, and propose an algorithm that integrates a world-model-based safety critic and a recovery policy trained offline to prevent failures during online exploration. Extensive simulation and real-world experiments demonstrate the effectiveness of FARL in significantly reducing IR Failures while improving performance and generalization during online reinforcement learning post-training. FARL reduces IR Failures by 73.1% while elevating performance by 11.3% on average during real-world RL post-training. Videos and code are available at https://failure-aware-rl.github.io.

AgentOCR: Reimagining Agent History via Optical Self-Compression

Recent advances in large language models (LLMs) enable agentic systems trained with reinforcement learning (RL) over multi-turn interaction trajectories, but practical deployment is bottlenecked by rapidly growing textual histories that inflate token budgets and memory usage. We introduce AgentOCR, a framework that exploits the superior information density of visual tokens by representing the accumulated observation-action history as a compact rendered image. To make multi-turn rollouts scalable, AgentOCR proposes segment optical caching. By decomposing history into hashable segments and maintaining a visual cache, this mechanism eliminates redundant re-rendering. Beyond fixed rendering, AgentOCR introduces agentic self-compression, where the agent actively emits a compression rate and is trained with compression-aware reward to adaptively balance task success and token efficiency. We conduct extensive experiments on challenging agentic benchmarks, ALFWorld and search-based QA. Remarkably, results demonstrate that AgentOCR preserves over 95\% of text-based agent performance while substantially reducing token consumption (>50\%), yielding consistent token and memory efficiency. Our further analysis validates a 20x rendering speedup from segment optical caching and the effective strategic balancing of self-compression.

CaveAgent: Transforming LLMs into Stateful Runtime Operators

LLM-based agents are increasingly capable of complex task execution, yet current agentic systems remain constrained by text-centric paradigms. Traditional approaches rely on procedural JSON-based function calling, which often struggles with long-horizon tasks due to fragile multi-turn dependencies and context drift. In this paper, we present CaveAgent, a framework that transforms the paradigm from "LLM-as-Text-Generator" to "LLM-as-Runtime-Operator." We introduce a Dual-stream Context Architecture that decouples state management into a lightweight semantic stream for reasoning and a persistent, deterministic Python Runtime stream for execution. In addition to leveraging code generation to efficiently resolve interdependent sub-tasks (e.g., loops, conditionals) in a single step, we introduce \textit{Stateful Runtime Management} in CaveAgent. Distinct from existing code-based approaches that remain text-bound and lack the support for external object injection and retrieval, CaveAgent injects, manipulates, and retrieves complex Python objects (e.g., DataFrames, database connections) that persist across turns. This persistence mechanism acts as a high-fidelity external memory to eliminate context drift, avoid catastrophic forgetting, while ensuring that processed data flows losslessly to downstream applications. Comprehensive evaluations on Tau$^2$-bench, BFCL and various case studies across representative SOTA LLMs demonstrate CaveAgent's superiority. Specifically, our framework achieves a 10.5\% success rate improvement on retail tasks and reduces total token consumption by 28.4\% in multi-turn scenarios. On data-intensive tasks, direct variable storage and retrieval reduces token consumption by 59\%, allowing CaveAgent to handle large-scale data that causes context overflow failures in both JSON-based and Code-based agents.

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.

C2PO: Diagnosing and Disentangling Bias Shortcuts in LLMs

Bias in Large Language Models (LLMs) poses significant risks to trustworthiness, manifesting primarily as stereotypical biases (e.g., gender or racial stereotypes) and structural biases (e.g., lexical overlap or position preferences). However, prior paradigms typically address these in isolation, often mitigating one at the expense of exacerbating the other. To address this, we conduct a systematic exploration of these reasoning failures and identify a primary inducement: the latent spurious feature correlations within the input that drive these erroneous reasoning shortcuts. Driven by these findings, we introduce Causal-Contrastive Preference Optimization (C2PO), a unified alignment framework designed to tackle these specific failures by simultaneously discovering and suppressing these correlations directly within the optimization process. Specifically, C2PO leverages causal counterfactual signals to isolate bias-inducing features from valid reasoning paths, and employs a fairness-sensitive preference update mechanism to dynamically evaluate logit-level contributions and suppress shortcut features. Extensive experiments across multiple benchmarks covering stereotypical bias (BBQ, Unqover), structural bias (MNLI, HANS, Chatbot, MT-Bench), out-of-domain fairness (StereoSet, WinoBias), and general utility (MMLU, GSM8K) demonstrate that C2PO effectively mitigates stereotypical and structural biases while preserving robust general reasoning capabilities.

MATAI: A Generalist Machine Learning Framework for Property Prediction and Inverse Design of Advanced Alloys

The discovery of advanced metallic alloys is hindered by vast composition spaces, competing property objectives, and real-world constraints on manufacturability. Here we introduce MATAI, a generalist machine learning framework for property prediction and inverse design of as-cast alloys. MATAI integrates a curated alloy database, deep neural network-based property predictors, a constraint-aware optimization engine, and an iterative AI-experiment feedback loop. The framework estimates key mechanical propertie, sincluding density, yield strength, ultimate tensile strength, and elongation, directly from composition, using multi-task learning and physics-informed inductive biases. Alloy design is framed as a constrained optimization problem and solved using a bi-level approach that combines local search with symbolic constraint programming. We demonstrate MATAI's capabilities on the Ti-based alloy system, a canonical class of lightweight structural materials, where it rapidly identifies candidates that simultaneously achieve lower density (<4.45 g/cm3), higher strength (>1000 MPa) and appreciable ductility (>5%) through only seven iterations. Experimental validation confirms that MATAI-designed alloys outperform commercial references such as TC4, highlighting the framework's potential to accelerate the discovery of lightweight, high-performance materials under real-world design constraints.

Lumine: An Open Recipe for Building Generalist Agents in 3D Open Worlds

We introduce Lumine, the first open recipe for developing generalist agents capable of completing hours-long complex missions in real time within challenging 3D open-world environments. Lumine adopts a human-like interaction paradigm that unifies perception, reasoning, and action in an end-to-end manner, powered by a vision-language model. It processes raw pixels at 5 Hz to produce precise 30 Hz keyboard-mouse actions and adaptively invokes reasoning only when necessary. Trained in Genshin Impact, Lumine successfully completes the entire five-hour Mondstadt main storyline on par with human-level efficiency and follows natural language instructions to perform a broad spectrum of tasks in both 3D open-world exploration and 2D GUI manipulation across collection, combat, puzzle-solving, and NPC interaction. In addition to its in-domain performance, Lumine demonstrates strong zero-shot cross-game generalization. Without any fine-tuning, it accomplishes 100-minute missions in Wuthering Waves and the full five-hour first chapter of Honkai: Star Rail. These promising results highlight Lumine's effectiveness across distinct worlds and interaction dynamics, marking a concrete step toward generalist agents in open-ended environments.