arXiv subjects

Haohan Xu

Publications and source records attributed to Haohan Xu.

4 recordsLinked to original sources

arXiv2026

When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books

We study the detection of transient liquidity erosion ("crumbling quotes") in electronic limit order books, where observable quote deterioration may reflect either mechanical liquidity withdrawal or informational repricing. Using the ABIDES agent-based simulator, we construct a multi-agent environment in which crumbling emerges from stochastic regime switches in a market maker, providing time-resolved ground truth unavailable in real market data. We develop a detection pipeline that identifies mechanically driven quote erosion using order book features, and train a neural model to produce calibrated crumbling probabilities. Experiments demonstrate that the proposed framework reliably identifies crumbling events against agent-level ground truth, with the neural model achieving +36% AUC improvement over rule-based baselines and robust performance across normal, high-volatility, bull, and bear market conditions. Ablation studies on temporal features and varying the dependence structure of the ground-truth mechanism confirm that the framework generalizes across both independent and autocorrelated liquidity withdrawal dynamics.

cs.LG↗

arXiv2025

Mycroft: Tracing Dependencies in Collective Communication Towards Reliable LLM Training

Reliability is essential for ensuring efficiency in LLM training. However, many real-world reliability issues remain difficult to resolve, resulting in wasted resources and degraded model performance. Unfortunately, today's collective communication libraries operate as black boxes, hiding critical information needed for effective root cause analysis. We propose Mycroft, a lightweight distributed tracing and root cause analysis system designed to address previously hidden reliability issues in collective communication. Mycroft's key idea is to trace collective communication states and leverage internal control and data dependencies to resolve reliability problems in LLM training. Mycroft has been deployed at ByteDance for over six months to debug collective communication related issues at runtime. It detected anomalies within 15 seconds in 90% of cases and identified the root cause within 20 seconds in 60% of cases. We also conducted extensive fault injection experiments to demonstrate Mycroft's capability and efficiency.

cs.DC↗

arXiv2025

Multi-Strategy Enhanced COA for Path Planning in Autonomous Navigation

Autonomous navigation is reshaping various domains in people's life by enabling efficient and safe movement in complex environments. Reliable navigation requires algorithmic approaches that compute optimal or near-optimal trajectories while satisfying task-specific constraints and ensuring obstacle avoidance. However, existing methods struggle with slow convergence and suboptimal solutions, particularly in complex environments, limiting their real-world applicability. To address these limitations, this paper presents the Multi-Strategy Enhanced Crayfish Optimization Algorithm (MCOA), a novel approach integrating three key strategies: 1) Refractive Opposition Learning, enhancing population diversity and global exploration, 2) Stochastic Centroid-Guided Exploration, balancing global and local search to prevent premature convergence, and 3) Adaptive Competition-Based Selection, dynamically adjusting selection pressure for faster convergence and improved solution quality. Empirical evaluations underscore the remarkable planning speed and the amazing solution quality of MCOA in both 3D Unmanned Aerial Vehicle (UAV) and 2D mobile robot path planning. Against 11 baseline algorithms, MCOA achieved a 69.2% reduction in computational time and a 16.7% improvement in minimizing overall path cost in 3D UAV scenarios. Furthermore, in 2D path planning, MCOA outperformed baseline approaches by 44% on average, with an impressive 75.6% advantage in the largest 60*60 grid setting. These findings validate MCOA as a powerful tool for optimizing autonomous navigation in complex environments. The source code is available at: https://github.com/coedv-hub/MCOA.

cs.RO↗

arXiv2024

MegaScale: Scaling Large Language Model Training to More Than 10,000 GPUs

We present the design, implementation and engineering experience in building and deploying MegaScale, a production system for training large language models (LLMs) at the scale of more than 10,000 GPUs. Training LLMs at this scale brings unprecedented challenges to training efficiency and stability. We take a full-stack approach that co-designs the algorithmic and system components across model block and optimizer design, computation and communication overlapping, operator optimization, data pipeline, and network performance tuning. Maintaining high efficiency throughout the training process (i.e., stability) is an important consideration in production given the long extent of LLM training jobs. Many hard stability issues only emerge at large scale, and in-depth observability is the key to address them. We develop a set of diagnosis tools to monitor system components and events deep in the stack, identify root causes, and derive effective techniques to achieve fault tolerance and mitigate stragglers. MegaScale achieves 55.2% Model FLOPs Utilization (MFU) when training a 175B LLM model on 12,288 GPUs, improving the MFU by 1.34x compared to Megatron-LM. We share our operational experience in identifying and fixing failures and stragglers. We hope by articulating the problems and sharing our experience from a systems perspective, this work can inspire future LLM systems research.

cs.LG↗