arXiv subjects

Steven G. Xu

Publications and source records attributed to Steven G. Xu.

4 recordsLinked to original sources

arXiv2026

Build, Judge, Optimize: A Blueprint for Continuous Improvement of Multi-Agent Consumer Assistants

Conversational shopping assistants (CSAs) represent a compelling application of agentic AI, but moving from prototype to production reveals two underexplored challenges: how to evaluate multi-turn interactions and how to optimize tightly coupled multi-agent systems. Grocery shopping further amplifies these difficulties, as user requests are often underspecified, highly preference-sensitive, and constrained by factors such as budget and inventory. In this paper, we present a practical blueprint for evaluating and optimizing conversational shopping assistants, illustrated through a production-scale AI grocery assistant. We introduce a multi-faceted evaluation rubric that decomposes end-to-end shopping quality into structured dimensions and develop a calibrated LLM-as-judge pipeline aligned with human annotations. Building on this evaluation foundation, we investigate two complementary prompt-optimization strategies based on a SOTA prompt-optimizer called GEPA (Shao et al., 2025): (1) Sub-agent GEPA, which optimizes individual agent nodes against localized rubrics, and (2) MAMuT (Multi-Agent Multi-Turn) GEPA (Herrera et al., 2026), a novel system-level approach that jointly optimizes prompts across agents using multi-turn simulation and trajectory-level scoring. We release rubric templates and evaluation design guidance to support practitioners building production CSAs.

cs.AI↗

arXiv2022

A Bayesian Semiparametric Method For Estimating Causal Quantile Effects

Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of treatment effects, we focus on estimating quantile treatment effects (QTEs). Existing methods that invert a nonsmooth estimator of the cumulative distribution functions forbid inference on probability density functions (PDFs), but PDFs can reveal more nuanced characteristics of the counterfactual distributions. We adopt a semiparametric conditional distribution regression model that allows inference on any functionals of counterfactual distributions, including PDFs and multiple QTEs. To account for the observational nature of the data and ensure an efficient model, we adjust for a double balancing score that augments the propensity score with individual covariates. We provide a Bayesian estimation framework that appropriately propagates modeling uncertainty. We show via simulations that the use of double balancing score for confounding adjustment improves performance over adjusting for any single score alone, and the proposed semiparametric model estimates QTEs more accurately than other semiparametric methods. We apply the proposed method to the North Carolina birth weight dataset to analyze the effect of maternal smoking on infant's birth weight.

stat.ME↗

arXiv2022

SPQR: An R Package for Semi-Parametric Density and Quantile Regression

We develop an R package SPQR that implements the semi-parametric quantile regression (SPQR) method in Xu and Reich (2021). The method begins by fitting a flexible density regression model using monotonic splines whose weights are modeled as data-dependent functions using artificial neural networks. Subsequently, estimates of conditional density and quantile process can all be obtained. Unlike many approaches to quantile regression that assume a linear model, SPQR allows for virtually any relationship between the covariates and the response distribution including non-linear effects and different effects on different quantile levels. To increase the interpretability and transparency of SPQR, model-agnostic statistics developed by Apley and Zhu (2020) are used to estimate and visualize the covariate effects and their relative importance on the quantile function. In this article, we detail how this framework is implemented in SPQR and illustrate how this package should be used in practice through simulated and real data examples.

stat.ME↗

arXiv2021

Bayesian Non-parametric Quantile Process Regression and Estimation of Marginal Quantile Effects

Flexible estimation of multiple conditional quantiles is of interest in numerous applications, such as studying the effect of pregnancy-related factors on low and high birth weight. We propose a Bayesian non-parametric method to simultaneously estimate non-crossing, non-linear quantile curves. We expand the conditional distribution function of the response in I-spline basis functions where the covariate-dependent coefficients are modeled using neural networks. By leveraging the approximation power of splines and neural networks, our model can approximate any continuous quantile function. Compared to existing models, our model estimates all rather than a finite subset of quantiles, scales well to high dimensions, and accounts for estimation uncertainty. While the model is arbitrarily flexible, interpretable marginal quantile effects are estimated using accumulative local effect plots and variable importance measures. A simulation study shows that our model can better recover quantiles of the response distribution when the data is sparse, and an analysis of birth weight data is presented.

stat.ME↗