arXiv subjects

Shuanghong Huang

Publications and source records attributed to Shuanghong Huang.

3 recordsLinked to original sources

arXiv2026

FED-FSTQ: Fisher-Guided Token Quantization for Communication-Efficient Federated Fine-Tuning of LLMs on Edge Devices

Federated fine-tuning provides a practical route to adapt large language models (LLMs) on edge devices without centralizing private data. However, in mobile deployments, the training wall-clock is often dominated by straggler-limited uplink communication under heterogeneous bandwidth, intermittent participation, and non-IID client data. Although parameter-efficient fine-tuning (PEFT) methods such as LoRA and QLoRA reduce local memory and trainable parameters, repeated transmission of adapter updates remains a major bottleneck. We propose Fed-FSTQ, a semantic-sensitivity-aware communication-control primitive for communication-efficient federated LLM fine-tuning. Fed-FSTQ uses a lightweight token-level Fisher proxy to estimate semantic sensitivity, couples token-guided sparsification with mixed-precision adapter-update quantization, and allocates higher communication fidelity to semantically load-bearing evidence while suppressing redundant transmission. The method is drop-in compatible with standard federated PEFT pipelines and requires no change to the server aggregation rule. Experiments on multilingual QA and medical QA under non-IID partitions show that Fed-FSTQ reduces cumulative uplink traffic required to reach a fixed quality threshold by 46-fold relative to a Fed-LoRA baseline and improves straggler-limited wall-clock time-to-accuracy by 52%. Under the corrected Controlled LTE-20Mbps accounting, Fed-FSTQ reduces per-round time from 414.60s to 67.29s and reduces per-round energy from 839.20J to 146.28J, yielding a 6.16-fold speedup. On NVIDIA Jetson-class edge devices, Fisher-guided token reduction also yields up to a 1.55-fold inference speedup, demonstrating deployability under tight resource constraints.

cs.LG↗

arXiv2026

Pardon? Evaluating Conversational Repair in Large Audio-Language Models

Large Audio-Language Models (LALMs) have demonstrated strong performance in spoken question answering (QA), with existing evaluations primarily focusing on answer accuracy and robustness to acoustic perturbations. However, such evaluations implicitly assume that spoken inputs remain semantically answerable, an assumption that often fails in real-world interaction when essential information is missing. In this work, we introduce a repair-aware evaluation setting that explicitly distinguishes between answerable and unanswerable audio inputs. We define answerability as a property of the input itself and construct paired evaluation conditions using a semantic-acoustic masking protocol. Based on this setting, we propose the Evaluability Awareness and Repair (EAR) score, a non-compensatory metric that jointly evaluates task competence under answerable conditions and repair behavior under unanswerable conditions. Experiments on two spoken QA benchmarks across diverse LALMs reveal a consistent gap between answer accuracy and conversational reliability: while many models perform well when inputs are answerable, most fail to recognize semantic unanswerability and initiate appropriate conversational repair. These findings expose a limitation of prevailing accuracy-centric evaluation practices and motivate reliability assessments that treat unanswerable inputs as cues for repair and continued interaction.

cs.CL↗

arXiv2026

Beyond Visual Realism: Toward Reliable Financial Time Series Generation

Generative models for financial time series often create data that look realistic and even reproduce stylized facts such as fat tails or volatility clustering. However, these apparent successes break down under trading backtests: models like GANs or WGAN-GP frequently collapse, yielding extreme and unrealistic results that make the synthetic data unusable in practice. We identify the root cause in the neglect of financial asymmetry and rare tail events, which strongly affect market risk but are often overlooked by objectives focusing on distribution matching. To address this, we introduce the Stylized Facts Alignment GAN (SFAG), which converts key stylized facts into differentiable structural constraints and jointly optimizes them with adversarial loss. This multi-constraint design ensures that generated series remain aligned with market dynamics not only in plots but also in backtesting. Experiments on the Shanghai Composite Index (2004--2024) show that while baseline GANs produce unstable and implausible trading outcomes, SFAG generates synthetic data that preserve stylized facts and support robust momentum strategy performance. Our results highlight that structure-preserving objectives are essential to bridge the gap between superficial realism and practical usability in financial generative modeling.

q-fin.ST↗