GAM-RAG: Gain-Adaptive Memory for Evolving Retrieval in Retrieval-Augmented Generation

Retrieval-Augmented Generation (RAG) grounds large language models with external evidence, but many implementations rely on pre-built indices that remain static after construction. Related queries therefore repeat similar multi-hop traversal, increasing latency and compute. Motivated by schema-based learning in cognitive neuroscience, we propose GAM-RAG, a training-free framework that accumulates retrieval experience from recurring or related queries and updates retrieval memory over time. GAM-RAG builds a lightweight, relation-free hierarchical index whose links capture potential co-occurrence rather than fixed semantic relations. During inference, successful retrieval episodes provide sentence-level feedback, updating sentence memories so evidence useful for similar reasoning types becomes easier to activate later. To balance stability and adaptability under noisy feedback, we introduce an uncertainty-aware, Kalman-inspired gain rule that jointly updates memory states and perplexity-based uncertainty estimates. It applies fast updates for reliable novel signals and conservative refinement for stable or noisy memories. We provide a theoretical analysis of the update dynamics, and empirically show that GAM-RAG improves average performance by 3.95% over the strongest baseline and by 8.19% with 5-turn memory, while reducing inference cost by 61%. Our code and datasets are available at: https://anonymous.4open.science/r/GAM_RAG-2EF6.

Rethinking the Role of Entropy in Optimizing Tool-Use Behaviors for Large Language Model Agents

Tool-using agents based on Large Language Models (LLMs) excel in tasks such as mathematical reasoning and multi-hop question answering. However, in long trajectories, agents often trigger excessive and low-quality tool calls, increasing latency and degrading inference performance, making managing tool-use behavior challenging. In this work, we conduct entropy-based pilot experiments and observe a strong positive correlation between entropy reduction and high-quality tool calls. Building on this finding, we propose using entropy reduction as a supervisory signal and design two reward strategies to address the differing needs of optimizing tool-use behavior. Sparse outcome rewards provide coarse, trajectory-level guidance to improve efficiency, while dense process rewards offer fine-grained supervision to enhance performance. Experiments across diverse domains show that both reward designs improve tool-use behavior: the former reduces tool calls by 72.07% compared to the average of baselines, while the latter improves performance by 22.27%. These results position entropy reduction as a key mechanism for enhancing tool-use behavior, enabling agents to be more adaptive in real-world applications.

Behavioral Consistency Validation for LLM Agents: An Analysis of Trading-Style Switching through Stock-Market Simulation

Recent works have increasingly applied Large Language Models (LLMs) as agents in financial stock market simulations to test if micro-level behaviors aggregate into macro-level phenomena. However, a crucial question arises: Do LLM agents' behaviors align with real market participants? This alignment is key to the validity of simulation results. To explore this, we select a financial stock market scenario to test behavioral consistency. Investors are typically classified as fundamental or technical traders, but most simulations fix strategies at initialization, failing to reflect real-world trading dynamics. In this work, we assess whether agents' strategy switching aligns with financial theory, providing a framework for this evaluation. We operationalize four behavioral-finance drivers-loss aversion, herding, wealth differentiation, and price misalignment-as personality traits set via prompting and stored long-term. In year-long simulations, agents process daily price-volume data, trade under a designated style, and reassess their strategy every 10 trading days. We introduce four alignment metrics and use Mann-Whitney U tests to compare agents' style-switching behavior with financial theory. Our results show that recent LLMs' switching behavior is only partially consistent with behavioral-finance theories, highlighting the need for further refinement in aligning agent behavior with financial theory.