SearcharxivSearch

arXiv subjects

Kong Wang

Publications and source records attributed to Kong Wang.

3 recordsLinked to original sources

From Uncertainty to Clinical Risk: Severity-Aware Conformal Planning for Interactive Medical Diagnosis

Interactive medical diagnosis dynamically acquires patient information through multiple rounds of questioning, supporting accurate, efficient, and safe clinical decisions under incomplete evidence. Existing methods commonly guide information acquisition with predictive uncertainty or label ambiguity, but overlook the asymmetric clinical risk of missing severe diseases and lack unified long-horizon planning over whether to continue asking questions or commit to a diagnosis. To address these limitations, we propose Severity-Aware Conformal Clinical Planning, which formulates interactive diagnosis as a risk-sensitive sequential decision problem. The framework maintains complementary diagnostic, safety, and masked-evidence beliefs; calibrates turn-specific diagnostic prediction sets and severity-weighted differential-diagnosis risk on held-out diagnostic trajectories; and introduces the calibrated clinical risk into Monte Carlo Tree Search to jointly evaluate long-horizon Ask and Commit trajectories. Experiments on DDXPlus and MediQ show that our method achieves more accurate diagnoses with fewer questions across multiple large language models, while improving differential-diagnosis quality and reducing high-risk errors in severe cases. These findings validate the value of using clinical risk, rather than predictive uncertainty alone, as a planning signal and demonstrate the effectiveness of the proposed framework for information acquisition and risk-aware diagnostic decision making. They also motivate future work on clinical-risk-oriented interactive diagnosis and information-acquisition methods.

cs.AI

Auditing Semantic Gains in Sequential Recommendation: A Lightweight Recovery Test

Recent semantic and generative-retrieval recommenders report substantial improvements over ID-only sequential baselines, but it remains unclear whether these gains arise from language-model reasoning, semantic-ID generation, end-to-end semantic architectures, stronger offline item representations, or complementary semantic and collaborative signals. We investigate this attribution ambiguity through LIME-Rec, a lightweight and auditable recovery test. LIME-Rec combines three independent experts: a SASRec sequential expert, an ItemCF co-occurrence expert, and a semantic expert based on frozen BAAI/bge-base-en-v1.5 item embeddings. Their full-catalog scores are normalized per user and combined through auditable score-level fusion followed by bounded history calibration. The fusion gate and calibration head are fitted on validation data only, require no serving-time language-model inference, and keep each expert contribution separately inspectable. On Amazon Beauty, Toys, and Sports, LIME-Rec achieves R@10 scores of 0.0996, 0.1105, and 0.0593, outperforming the strongest comparison baseline by 7.0%-12.0%. Three-expert fusion without history calibration consistently outperforms calibrated SASRec, showing that calibration alone does not explain the recovery. Randomly permuting item-text embeddings across item IDs reduces R@10 by 13.6%-17.5%, indicating that the gains depend on genuine item-text correspondence rather than additional representation capacity. These results suggest that lightweight recovery from offline item representations and transparent fusion should be ruled out before improvements are attributed to serving-time language modeling, semantic-ID generation, or heavier semantic machinery.

cs.IR

FinToolBench: Evaluating LLM Agents for Real-World Financial Tool Use

The integration of Large Language Models (LLMs) into the financial domain is driving a paradigm shift from passive information retrieval to dynamic, agentic interaction. While general-purpose tool learning has witnessed a surge in benchmarks, the financial sector, characterized by high stakes, strict compliance, and rapid data volatility, remains critically underserved. Existing financial evaluations predominantly focus on static textual analysis or document-based QA, ignoring the complex reality of tool execution. Conversely, general tool benchmarks lack the domain-specific rigor required for finance, often relying on toy environments or a negligible number of financial APIs. To bridge this gap, we introduce FinToolBench, the first real-world, runnable benchmark dedicated to evaluating financial tool learning agents. Unlike prior works limited to a handful of mock tools, FinToolBench establishes a realistic ecosystem coupling 760 executable financial tools with 295 rigorous, tool-required queries. We propose a novel evaluation framework that goes beyond binary execution success, assessing agents on finance-critical dimensions: timeliness, intent type, and regulatory domain alignment. Furthermore, we present FATR, a finance-aware tool retrieval and reasoning baseline that enhances stability and compliance. By providing the first testbed for auditable, agentic financial execution, FinToolBench sets a new standard for trustworthy AI in finance. The tool manifest, execution environment, and evaluation code will be open-sourced to facilitate future research.

cs.AI