SearcharxivSearch

arXiv subjects

Mingzhou Xu

Publications and source records attributed to Mingzhou Xu.

12 recordsLinked to original sources

OGER: A Robust Offline-Guided Exploration Reward for Hybrid Reinforcement Learning

Recent advancements in Reinforcement Learning with Verifiable Rewards (RLVR) have significantly improved Large Language Model (LLM) reasoning, yet models often struggle to explore novel trajectories beyond their initial policy distribution. While offline teacher guidance and entropy-driven strategies have been proposed to address this, they often lack deep integration or are constrained by the model's inherent capacity. In this paper, we propose OGER (Offline-Guided Exploration Reward), a novel framework that unifies offline teacher guidance and online reinforcement learning through a specialized reward modeling lens. OGER employs multi-teacher collaborative training and constructs an auxiliary exploration reward that leverages both offline trajectories and the model's own entropy to incentivize autonomous exploration. Extensive experiments across mathematical and general reasoning benchmarks demonstrate that OGER consistently outperforms competitive baselines, achieving substantial gains in mathematical reasoning while maintaining robust generalization to out-of-domain tasks. We provide a comprehensive analysis of training dynamics and conduct detailed ablation studies to validate the effectiveness of our entropy-aware reward modulation. Our code is available at https://github.com/ecoli-hit/OGER.git.

cs.AI

Convergence rate in the law of logarithm for negatively dependent random variables under sub-linear expectations

Let $\{X,X_n,n\ge 1\}$ be a sequence of identically distributed, negatively dependent (NA) random variables under sub-linear expectations, and denote $S_n=\sum_{i=1}^{n}X_i$, $n\ge 1$. Assume that $h(\cdot)$ is a positive non-decreasing function on $(0,\infty)$ fulfulling $\int_{1}^{\infty}(th(t))^{-1}\dif t=\infty$. Write $Lt=\ln \max\{\me,t\}$, $ψ(t)=\int_{1}^{t}(sh(s))^{-1}\dif s$, $t\ge 1$. In this sequel, we establish that $\sum_{n=1}^{\infty}(nh(n))^{-1}\vv\left\{|S_n|\ge (1+\varepsilon)σ\sqrt{2nLψ(n)}\right\}<\infty$, $\forall \varepsilon>0$ if $\ee(X)=\ee(-X)=0$ and $\ee(X^2)=σ^2\in (0,\infty)$. The result generalizes that of NA random variables in probability space.

math.PR

Series representations of positive integral powers of pi

Using a pointwise version of Fejér's theorem about Fourier series, we obtain two formulae related to the series representations of positive integral powers of $π$. We also check the correctness of our formulae by the applications of the R software.

math.GM

Note on the complete moment convergence for moving average process of a class of random variables under sub-linear expectations

In this paper, the complete moment convergence for the partial sums of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is proved under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a doubly sequence of identically distributed, negatively dependent random variables under sub-linear expectations and $\{a_i,-\infty<i<\infty\}$ is an absolutely summable sequence of real numbers. The results established in sub-linear expectation spaces generalize the corresponding ones in probability space.

math.PR

Complete moment convergence of moving average processes for $m$-widely acceptable sequence under sub-linear expectations

In this article, the complete moment convergence for the partial sum of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is estabished under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a sequence of $m$-widely acceptable ($m$-WA) random variables, which is stochastically dominated by a random variable $Y$ in sub-linear expectations space $(Ω,\HH,\ee)$ and $\{a_i,-\infty<i<\infty\}$ is an absolutely summable sequence of real numbers. The results extend the relevant results in probability space to those under sub-linear expectations.

math.PR

Convergence for sums of i. i. d. random variables under sublinear expectations

In this paper, we prove the equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent, identically distributed random variables under sublinear expectations space. As applications, the Baum-Katz type results for the maximum for partial weighted sums of independent, identically distributed random variables are established under sublinear expectations space. The results obtained in the article are the extensions of the equivalent conditions of complete moment convergence of the maximum under classical linear expectation space.

math.PR

A Survey on Zero Pronoun Translation

Zero pronouns (ZPs) are frequently omitted in pro-drop languages (e.g. Chinese, Hungarian, and Hindi), but should be recalled in non-pro-drop languages (e.g. English). This phenomenon has been studied extensively in machine translation (MT), as it poses a significant challenge for MT systems due to the difficulty in determining the correct antecedent for the pronoun. This survey paper highlights the major works that have been undertaken in zero pronoun translation (ZPT) after the neural revolution, so that researchers can recognise the current state and future directions of this field. We provide an organisation of the literature based on evolution, dataset, method and evaluation. In addition, we compare and analyze competing models and evaluation metrics on different benchmarks. We uncover a number of insightful findings such as: 1) ZPT is in line with the development trend of large language model; 2) data limitation causes learning bias in languages and domains; 3) performance improvements are often reported on single benchmarks, but advanced methods are still far from real-world use; 4) general-purpose metrics are not reliable on nuances and complexities of ZPT, emphasizing the necessity of targeted metrics; 5) apart from commonly-cited errors, ZPs will cause risks of gender bias.

cs.CL

Limiting behaviour of moving average processes genenrated by negatively dependent random variables under sub-linear expectations

Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, $\{a_i,-\infty<i<\infty\}$ be an absolutely summable sequence of real numbers. In this article, we study complete convergence and Marcinkiewicz-Zygmund strog law of large numbers for the partial sums of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_{i}Y_{i+n},n\ge 1\}$ based on the sequence $\{Y_i,-\infty<i<\infty\}$ of identically distributed, negatively dependent random variables under sub-linear expectations, complementing the result of [Chen, et al., 2009. Limiting behaviour of moving average processes under $φ$-mixing assumption. Statist. Probab. Lett. 79, 105-111].

math.PR

Document Graph for Neural Machine Translation

Previous works have shown that contextual information can improve the performance of neural machine translation (NMT). However, most existing document-level NMT methods only consider a few number of previous sentences. How to make use of the whole document as global contexts is still a challenge. To address this issue, we hypothesize that a document can be represented as a graph that connects relevant contexts regardless of their distances. We employ several types of relations, including adjacency, syntactic dependency, lexical consistency, and coreference, to construct the document graph. Then, we incorporate both source and target graphs into the conventional Transformer architecture with graph convolutional networks. Experiments on various NMT benchmarks, including IWSLT English--French, Chinese-English, WMT English--German and Opensubtitle English--Russian, demonstrate that using document graphs can significantly improve the translation quality. Extensive analysis verifies that the document graph is beneficial for capturing discourse phenomena.

cs.CL

Equivalent conditions of complete convergence for weighted sums of sequences of i. i. d. random variables under sublinear expectations

The complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectations space was studied. By moment inequality and truncation methods, we establish the equivalent conditions of complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectations space. The results extend the corresponding results obtained by Guo (2012) to those for sequences of independent, identically distributed random variables under sublinear expectations space.

math.PR

Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains

Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Cesàro sense. Furthermore, we obtain a corresponding moderate deviation theorem for countable nonhomogeneous Markov chain by Gärtner-Ellis theorem and exponential equivalent method.

math.PR