arXiv subjects

Sangjin Park

Publications and source records attributed to Sangjin Park.

9 recordsLinked to original sources

arXiv2026

IMPACT-VLA: Interaction-aware Multimodal Propagation Attribution via Counterfactual Trajectories for Vision-Language-Action Policies

Vision-Language-Action (VLA) policies perform robot manipulation tasks using multimodal inputs such as visual observations, proprioceptive states, and language instructions. However, it remains unclear at which execution stages each modality contributes to final task success and how input interventions propagate through subsequent states, observations, and actions. Existing attribution approaches primarily measure local sensitivity or temporally aggregated importance, limiting their ability to capture phase-dependent contributions and cross-phase dependencies. We propose Interaction-aware Multimodal Propagation Attribution via Counterfactual Trajectories for Vision-Language-Action Policies (IMPACT-VLA). IMPACT-VLA constructs behavioral phases from action transitions in a successful reference rollout, aligns them with policy query boundaries, and defines phase-modality blocks as attribution units. It then performs closed-loop counterfactual re-execution to quantify each block's contribution to final task success. We further analyze cross-phase non-additive interactions and trajectory propagation while distinguishing behavioral from functional recovery. Across 30 LIBERO robot manipulation tasks using OpenVLA-OFT, dominant-modality transitions occurred in 25 tasks (83.3%), and closed-loop attribution identified task-critical information more faithfully than Static Action Perturbation. Later-block marginal gains for negatively interacting pairs increased by approximately 3.3x under early-phase input replacement, while functional recovery could occur without behavioral recovery. These results reveal when multimodal inputs support task success and how their contributions become conditionally coupled during closed-loop execution.

cs.RO↗

arXiv2026

CARRE: Counterfactual Action Retrieval and Reason Evaluation for Explainable Churn Prescription

Churn models typically identify high-risk customers but do not specify which feasible retention action should be considered or why that action is appropriate. We present CARRE (Counterfactual Action Retrieval and Reason Evaluation), a three-stage framework that combines retrieval-augmented candidate generation, cost-aware counterfactual scoring, and large language model (LLM) reasoning. CARRE retrieves a predefined catalog of retention actions, estimates model-predicted churn-risk changes under explicit feature transformations, and generates a structured churn reason and a profile-grounded explanation for the selected action. On the IBM Telco Customer Churn dataset, CARRE achieves 79.8% greater mean model-predicted risk reduction than the plain SHAP baseline and 80.4% greater reduction than the cost-controlled SHAP+Cost baseline across 313 high-risk test cases; its cost-normalized efficiency is 10.5% higher than that of plain SHAP. On a 136-case reason-stratified evaluation sample, diagnosis-driven prompt refinement increases weak-label agreement from 79.4% to 90.4%, with no auxiliary-plan constraint violations; because the same sample was used for error diagnosis and re-evaluation, the post-refinement result is not an independent estimate of generalization. For 135 explanations generated using the pre-refinement v2 reason outputs, two cross-vendor LLM judges assign mean scores ranging from 4.02 to 5.00 out of 5, although one judge saturates on actionability, and a deterministic audit finds no contradictions among 66 verifiable profile claims. Retrieval ablations show that k=5 provides the best evaluated compromise between high candidate coverage and downstream reasoning agreement in this dataset. These results illustrate how retrieval, model-based counterfactual scoring, and language generation can be separated and jointly evaluated in a prototype churn-prescription pipeline.

cs.CL↗

arXiv2026

GroupSegment-SHAP: Shapley Value Explanations with Group-Segment Players for Multivariate Time Series

Multivariate time-series models achieve strong predictive performance in healthcare, industry, energy, and finance, but how they combine cross-variable interactions with temporal dynamics remains unclear. SHapley Additive exPlanations (SHAP) are widely used for interpretation. However, existing time-series variants typically treat the feature and time axes independently, fragmenting structural signals formed jointly by multiple variables over specific intervals. We propose GroupSegment SHAP (GS-SHAP), which constructs explanatory units as group-segment players based on cross-variable dependence and distribution shifts over time, and then quantifies each unit's contribution via Shapley attribution. We evaluate GS-SHAP across four real-world domains: human activity recognition, power-system forecasting, medical signal analysis, and financial time series, and compare it with KernelSHAP, TimeSHAP, SequenceSHAP, WindowSHAP, and TSHAP. GS-SHAP improves deletion-based faithfulness (DeltaAUC) by about 1.7x on average over time-series SHAP baselines, while reducing wall-clock runtime by about 40 percent on average under matched perturbation budgets. A financial case study shows that GS-SHAP identifies interpretable multivariate-temporal interactions among key market variables during high-volatility regimes.

cs.LG↗

arXiv2026

ReTAMamba: Reliability-Aware Temporal Aggregation with Mamba for Irregular Clinical Time Series Prediction

Clinical time-series data are difficult to model with methods designed for regular sequences because they exhibit irregular sampling, frequent missing values, and heterogeneous observation patterns across variables. Existing approaches commonly use observation masks and time-gap information, but they do not continuously capture the decaying reliability of past observations or consistently organize multi-resolution information within a coherent temporal context during aggregation. To address these limitations, we propose Reliability-aware Temporal Aggregation with Mamba (ReTAMamba), which reconstructs clinical time series as time-variable token sequences, estimates observation reliability from missingness and elapsed time, and augments interval summaries with statistical descriptors. Chronological Weaving is used to integrate short- and long-term temporal information within a coherent temporal context, and a budgeted token router is applied to constrain sequence length while preserving informative summaries. Experiments on MIMIC-IV, eICU, and PhysioNet 2012 show that ReTAMamba consistently improves AUPRC over strong baselines, with average relative gains of 7.51%, 7.80%, and 10.15%, respectively. Cohort-level and patient-level analyses on eICU further showed that the learned mean decay for more dynamic signals, such as heart rate and blood pressure, was 24.3% larger than that for relatively static signals, such as laboratory test variables. These findings suggest that effective prediction in irregular clinical time series requires modeling not only what was measured, but also when and how it was observed, including information freshness and observation timeliness.

cs.LG↗

arXiv2026

MaBERT:A Padding Safe Interleaved Transformer Mamba Hybrid Encoder for Efficient Extended Context Masked Language Modeling

Self attention encoders such as Bidirectional Encoder Representations from Transformers(BERT) scale quadratically with sequence length, making long context modeling expensive. Linear time state space models, such as Mamba, are efficient; however, they show limitations in modeling global interactions and can suffer from padding induced state contamination. We propose MaBERT, a hybrid encoder that interleaves Transformer layers for global dependency modeling with Mamba layers for linear time state updates. This design alternates global contextual integration with fast state accumulation, enabling efficient training and inference on long inputs. To stabilize variable length batching, we introduce paddingsafe masking, which blocks state propagation through padded positions, and mask aware attention pooling, which aggregates information only from valid tokens. On GLUE, MaBERT achieves the best mean score on five of the eight tasks, with strong performance on the CoLA and sentence pair inference tasks. When extending the context from 512 to 4,096 tokens, MaBERT reduces training time and inference latency by 2.36x and 2.43x, respectively, relative to the average of encoder baselines, demonstrating a practical long context efficient encoder.

cs.CL↗

arXiv2025

MARC: Multimodal and Multi-Task Agentic Retrieval-Augmented Generation for Cold-Start Recommender System

Recommender systems (RS) are currently being studied to mitigate limitations during cold-start conditions by leveraging modality information or introducing Agent concepts based on the exceptional reasoning capabilities of Large Language Models (LLMs). Meanwhile, food and beverage recommender systems have traditionally used knowledge graph and ontology concepts due to the domain's unique data attributes and relationship characteristics. On this background, we propose MARC, a multimodal and multi-task cocktail recommender system based on Agentic Retrieval-Augmented Generation (RAG) utilizing graph database under cold-start conditions. The proposed system generates high-quality, contextually appropriate answers through two core processes: a task recognition router and a reflection process. The graph database was constructed by processing cocktail data from Kaggle, and its effectiveness was evaluated using 200 manually crafted questions. The evaluation used both LLM-as-a-judge and human evaluation to demonstrate that answers generated via the graph database outperformed those from a simple vector database in terms of quality. The code is available at https://github.com/diddbwls/cocktail_rec_agentrag

cs.IR↗

arXiv2025

GroupSHAP-Guided Integration of Financial News Keywords and Technical Indicators for Stock Price Prediction

Recent advances in finance-specific language models such as FinBERT have enabled the quantification of public sentiment into index-based measures, yet compressing diverse linguistic signals into single metrics overlooks contextual nuances and limits interpretability. To address this limitation, explainable AI techniques, particularly SHAP (SHapley Additive Explanations), have been employed to identify influential features. However, SHAP's computational cost grows exponentially with input features, making it impractical for large-scale text-based financial data. This study introduces a GRU-based forecasting framework enhanced with GroupSHAP, which quantifies contributions of semantically related keyword groups rather than individual tokens, substantially reducing computational burden while preserving interpretability. We employed FinBERT to embed news articles from 2015 to 2024, clustered them into coherent semantic groups, and applied GroupSHAP to measure each group's contribution to stock price movements. The resulting group-level SHAP variables across multiple topics were used as input features for the prediction model. Empirical results from one-day-ahead forecasting of the S&P 500 index throughout 2024 demonstrate that our approach achieves a 32.2% reduction in MAE and a 40.5% reduction in RMSE compared with benchmark models without the GroupSHAP mechanism. This research presents the first application of GroupSHAP in news-driven financial forecasting, showing that grouped sentiment representations simultaneously enhance interpretability and predictive performance.

cs.CE↗

arXiv2025

IKNet: Interpretable Stock Price Prediction via Keyword-Guided Integration of News and Technical Indicators

The increasing influence of unstructured external information, such as news articles, on stock prices has attracted growing attention in financial markets. Despite recent advances, most existing newsbased forecasting models represent all articles using sentiment scores or average embeddings that capture the general tone but fail to provide quantitative, context-aware explanations of the impacts of public sentiment on predictions. To address this limitation, we propose an interpretable keyword-guided network (IKNet), which is an explainable forecasting framework that models the semantic association between individual news keywords and stock price movements. The IKNet identifies salient keywords via FinBERTbased contextual analysis, processes each embedding through a separate nonlinear projection layer, and integrates their representations with the time-series data of technical indicators to forecast next-day closing prices. By applying Shapley Additive Explanations the model generates quantifiable and interpretable attributions for the contribution of each keyword to predictions. Empirical evaluations of S&P 500 data from 2015 to 2024 demonstrate that IKNet outperforms baselines, including recurrent neural networks and transformer models, reducing RMSE by up to 32.9% and improving cumulative returns by 18.5%. Moreover, IKNet enhances transparency by offering contextualized explanations of volatility events driven by public sentiment.

cs.CE↗

arXiv2024

Escaping Local Minima: Hybrid Artificial Potential Field with Wall-Follower for Decentralized Multi-Robot Navigation

We tackle the challenges of decentralized multi-robot navigation in environments with nonconvex obstacles, where complete environmental knowledge is unavailable. While reactive methods like Artificial Potential Field (APF) offer simplicity and efficiency, they suffer from local minima, causing robots to become trapped due to their lack of global environmental awareness. Other existing solutions either rely on inter-robot communication, are limited to single-robot scenarios, or struggle to overcome nonconvex obstacles effectively. Our proposed methods enable collision-free navigation using only local sensor and state information without a map. By incorporating a wall-following (WF) behavior into the APF approach, our method allows robots to escape local minima, even in the presence of nonconvex and dynamic obstacles including other robots. We introduce two algorithms for switching between APF and WF: a rule-based system and an encoder network trained on expert demonstrations. Experimental results show that our approach achieves substantially higher success rates compared to state-of-the-art methods, highlighting its ability to overcome the limitations of local minima in complex environments

cs.RO↗