arXiv subjects

Tianyi Peng

Publications and source records attributed to Tianyi Peng.

At least 37 records · Page 2Linked to original sources

arXiv2025

Performance of LLMs on Stochastic Modeling Operations Research Problems: From Theory to Practice

Large language models (LLMs) have exhibited expert-level capabilities across various domains. However, their abilities to solve problems in Operations Research (OR) -- the analysis and optimization of mathematical models derived from real-world problems or their verbal descriptions -- remain underexplored. In this work, we take a first step toward evaluating LLMs' abilities to solve stochastic modeling problems, a core class of OR problems characterized by uncertainty and typically involving tools from probability, statistics, and stochastic processes. We manually procure a representative set of graduate-level homework and doctoral qualification-exam problems and test LLMs' abilities to solve them. We further leverage SimOpt, an open-source library of simulation-optimization problems and solvers, to investigate LLMs' abilities to make real-world decisions under uncertainty. Our results show that, though a nontrivial amount of work is still needed to reliably automate the stochastic modeling pipeline in reality, state-of-the-art LLMs demonstrate proficiency on par with human experts in both classroom and practical settings. These findings highlight the potential of building AI agents that assist OR researchers and amplify the real-world impact of OR through automation.

cs.AI↗

arXiv2025

Twin-2K-500: A dataset for building digital twins of over 2,000 people based on their answers to over 500 questions

LLM-based digital twin simulation, where large language models are used to emulate individual human behavior, holds great promise for research in AI, social science, and digital experimentation. However, progress in this area has been hindered by the scarcity of real, individual-level datasets that are both large and publicly available. This lack of high-quality ground truth limits both the development and validation of digital twin methodologies. To address this gap, we introduce a large-scale, public dataset designed to capture a rich and holistic view of individual human behavior. We survey a representative sample of $N = 2,058$ participants (average 2.42 hours per person) in the US across four waves with 500 questions in total, covering a comprehensive battery of demographic, psychological, economic, personality, and cognitive measures, as well as replications of behavioral economics experiments and a pricing survey. The final wave repeats tasks from earlier waves to establish a test-retest accuracy baseline. Initial analyses suggest the data are of high quality and show promise for constructing digital twins that predict human behavior well at the individual and aggregate levels. By making the full dataset publicly available, we aim to establish a valuable testbed for the development and benchmarking of LLM-based persona simulations. Beyond LLM applications, due to its unique breadth and scale the dataset also enables broad social science research, including studies of cross-construct correlations and heterogeneous treatment effects.

cs.CY↗

arXiv2025

AdaKWS: Towards Robust Keyword Spotting with Test-Time Adaptation

Spoken keyword spotting (KWS) aims to identify keywords in audio for wide applications, especially on edge devices. Current small-footprint KWS systems focus on efficient model designs. However, their inference performance can decline in unseen environments or noisy backgrounds. Test-time adaptation (TTA) helps models adapt to test samples without needing the original training data. In this study, we present AdaKWS, the first TTA method for robust KWS to the best of our knowledge. Specifically, 1) We initially optimize the model's confidence by selecting reliable samples based on prediction entropy minimization and adjusting the normalization statistics in each batch. 2) We introduce pseudo-keyword consistency (PKC) to identify critical, reliable features without overfitting to noise. Our experiments show that AdaKWS outperforms other methods across various conditions, including Gaussian noise and real-scenario noises. The code will be released in due course.

eess.AS↗

arXiv2025

AnalyticKWS: Towards Exemplar-Free Analytic Class Incremental Learning for Small-footprint Keyword Spotting

Keyword spotting (KWS) offers a vital mechanism to identify spoken commands in voice-enabled systems, where user demands often shift, requiring models to learn new keywords continually over time. However, a major problem is catastrophic forgetting, where models lose their ability to recognize earlier keywords. Although several continual learning methods have proven their usefulness for reducing forgetting, most existing approaches depend on storing and revisiting old data to combat catastrophic forgetting. Though effective, these methods face two practical challenges: 1) privacy risks from keeping user data and 2) large memory and time consumption that limit deployment on small devices. To address these issues, we propose an exemplar-free Analytic Continual Learning (AnalyticKWS) method that updates model parameters without revisiting earlier data. Inspired by efficient learning principles, AnalyticKWS computes a closed-form analytical solution for model updates and requires only a single epoch of adaptation for incoming keywords. AnalyticKWS demands fewer computational resources by avoiding gradient-based updates and does not store old data. By eliminating the need for back-propagation during incremental learning, the model remains lightweight and efficient. As a result, AnalyticKWS meets the challenges mentioned earlier and suits resource-limited settings well. Extensive experiments on various datasets and settings show that AnalyticKWS consistently outperforms existing continual learning methods.

eess.AS↗

arXiv2025

How Well do LLMs Compress Their Own Chain-of-Thought? A Token Complexity Approach

Chain-of-thought prompting has emerged as a powerful technique for enabling large language models (LLMs) to solve complex reasoning tasks. However, these reasoning chains can be verbose, raising concerns about efficiency. In response, recent works have sought to decrease response lengths through simple prompting strategies (e.g. 'be concise'). In this work, we conduct the first systematic study of the relationship between reasoning length and model performance across a diverse range of compression instructions (e.g. 'use 10 words or less' or 'remove all punctuation'). In doing so, we discover a universal tradeoff between reasoning length and accuracy that persists across even very distinct reasoning chains. We demonstrate that this tradeoff emerges from a sharp threshold behavior at the question level: each task has an intrinsic 'token complexity' - a minimal number of tokens required for successful problem-solving. We show how token complexity enables us to compute information-theoretic limits on the accuracy-compression tradeoff, and find that prompt-based compression strategies operate far from these theoretical limits. This suggests there may be significant room for improvement and our framework provides a benchmark to help researchers evaluate progress in reasoning efficiency. Our work also highlights the importance of adaptive compression -- giving shorter responses for easier questions -- and we show that token complexity is a useful tool for measuring this capability.

cs.CL↗

arXiv2025

Data Mixture Optimization: A Multi-fidelity Multi-scale Bayesian Framework

Careful curation of data sources can significantly improve the performance of LLM pre-training, but predominant approaches rely heavily on intuition or costly trial-and-error, making them difficult to generalize across different data domains and downstream tasks. Although scaling laws can provide a principled and general approach for data curation, standard deterministic extrapolation from small-scale experiments to larger scales requires strong assumptions on the reliability of such extrapolation, whose brittleness has been highlighted in prior works. In this paper, we introduce a $\textit{probabilistic extrapolation framework}$ for data mixture optimization that avoids rigid assumptions and explicitly models the uncertainty in performance across decision variables. We formulate data curation as a sequential decision-making problem$\unicode{x2013}$multi-fidelity, multi-scale Bayesian optimization$\unicode{x2013}$where $\{$data mixtures, model scale, training steps$\}$ are adaptively selected to balance training cost and potential information gain. Our framework naturally gives rise to algorithm prototypes that leverage noisy information from inexpensive experiments to systematically inform costly training decisions. To accelerate methodological progress, we build a simulator based on 472 language model pre-training runs with varying data compositions from the SlimPajama dataset. We observe that even simple kernels and acquisition functions can enable principled decisions across training models from 20M to 1B parameters and achieve $\textbf{2.6x}$ and $\textbf{3.3x}$ speedups compared to multi-fidelity BO and random search baselines. Taken together, our framework underscores potential efficiency gains achievable by developing principled and transferable data mixture optimization methods.

cs.LG↗

arXiv2025

LLM Generated Persona is a Promise with a Catch

The use of large language models (LLMs) to simulate human behavior has gained significant attention, particularly through personas that approximate individual characteristics. Persona-based simulations hold promise for transforming disciplines that rely on population-level feedback, including social science, economic analysis, marketing research, and business operations. Traditional methods to collect realistic persona data face significant challenges. They are prohibitively expensive and logistically challenging due to privacy constraints, and often fail to capture multi-dimensional attributes, particularly subjective qualities. Consequently, synthetic persona generation with LLMs offers a scalable, cost-effective alternative. However, current approaches rely on ad hoc and heuristic generation techniques that do not guarantee methodological rigor or simulation precision, resulting in systematic biases in downstream tasks. Through extensive large-scale experiments including presidential election forecasts and general opinion surveys of the U.S. population, we reveal that these biases can lead to significant deviations from real-world outcomes. Our findings underscore the need to develop a rigorous science of persona generation and outline the methodological innovations, organizational and institutional support, and empirical foundations required to enhance the reliability and scalability of LLM-driven persona simulations. To support further research and development in this area, we have open-sourced approximately one million generated personas, available for public access and analysis at https://huggingface.co/datasets/Tianyi-Lab/Personas.

cs.CL↗

arXiv2025

Differences-in-Neighbors for Network Interference in Experiments

Experiments in online platforms frequently suffer from network interference, in which a treatment applied to a given unit affects outcomes for other units connected via the platform. This SUTVA violation biases naive approaches to experiment design and estimation. A common solution is to reduce interference by clustering connected units, and randomizing treatments at the cluster level, typically followed by estimation using one of two extremes: either a simple difference-in-means (DM) estimator, which ignores remaining interference; or an unbiased Horvitz-Thompson (HT) estimator, which eliminates interference at great cost in variance. Even combined with clustered designs, this presents a limited set of achievable bias variance tradeoffs. We propose a new estimator, dubbed Differences-in-Neighbors (DN), designed explicitly to mitigate network interference. Compared to DM estimators, DN achieves bias second order in the magnitude of the interference effect, while its variance is exponentially smaller than that of HT estimators. When combined with clustered designs, DN offers improved bias-variance tradeoffs not achievable by existing approaches. Empirical evaluations on a large-scale social network and a city-level ride-sharing simulator demonstrate the superior performance of DN in experiments at practical scale.

cs.SI↗

arXiv2025

Speeding up Policy Simulation in Supply Chain RL

Simulating a single trajectory of a dynamical system under some state-dependent policy is a core bottleneck in policy optimization (PO) algorithms. The many inherently serial policy evaluations that must be performed in a single simulation constitute the bulk of this bottleneck. In applying PO to supply chain optimization (SCO) problems, simulating a single sample path corresponding to one month of a supply chain can take several hours. We present an iterative algorithm to accelerate policy simulation, dubbed Picard Iteration. This scheme carefully assigns policy evaluation tasks to independent processes. Within an iteration, any given process evaluates the policy only on its assigned tasks while assuming a certain "cached" evaluation for other tasks; the cache is updated at the end of the iteration. Implemented on GPUs, this scheme admits batched evaluation of the policy across a single trajectory. We prove that the structure afforded by many SCO problems allows convergence in a small number of iterations independent of the horizon. We demonstrate practical speedups of 400x on large-scale SCO problems even with a single GPU, and also demonstrate practical efficacy in other RL environments.

cs.AI↗

arXiv2025

Dark Experience for Incremental Keyword Spotting

Spoken keyword spotting (KWS) is crucial for identifying keywords within audio inputs and is widely used in applications like Apple Siri and Google Home, particularly on edge devices. Current deep learning-based KWS systems, which are typically trained on a limited set of keywords, can suffer from performance degradation when encountering new domains, a challenge often addressed through few-shot fine-tuning. However, this adaptation frequently leads to catastrophic forgetting, where the model's performance on original data deteriorates. Progressive continual learning (CL) strategies have been proposed to overcome this, but they face limitations such as the need for task-ID information and increased storage, making them less practical for lightweight devices. To address these challenges, we introduce Dark Experience for Keyword Spotting (DE-KWS), a novel CL approach that leverages dark knowledge to distill past experiences throughout the training process. DE-KWS combines rehearsal and distillation, using both ground truth labels and logits stored in a memory buffer to maintain model performance across tasks. Evaluations on the Google Speech Command dataset show that DE-KWS outperforms existing CL baselines in average accuracy without increasing model size, offering an effective solution for resource-constrained edge devices. The scripts are available on GitHub for the future research.

eess.AS↗

arXiv2024

QGym: Scalable Simulation and Benchmarking of Queuing Network Controllers

Queuing network control determines the allocation of scarce resources to manage congestion, a fundamental problem in manufacturing, communications, and healthcare. Compared to standard RL problems, queueing problems are distinguished by unique challenges: i) a system operating in continuous time, ii) high stochasticity, and iii) long horizons over which the system can become unstable (exploding delays). To spur methodological progress tackling these challenges, we present an open-sourced queueing simulation framework, QGym, that benchmark queueing policies across realistic problem instances. Our modular framework allows the researchers to build on our initial instances, which provide a wide range of environments including parallel servers, criss-cross, tandem, and re-entrant networks, as well as a realistically calibrated hospital queuing system. QGym makes it easy to compare multiple policies, including both model-free RL methods and classical queuing policies. Our testbed complements the traditional focus on evaluating algorithms based on mathematical guarantees in idealized settings, and significantly expands the scope of empirical benchmarking in prior work. QGym code is open-sourced at https://github.com/namkoong-lab/QGym.

cs.LG↗

arXiv2023

The Limits to Learning a Diffusion Model

This paper provides the first sample complexity lower bounds for the estimation of simple diffusion models, including the Bass model (used in modeling consumer adoption) and the SIR model (used in modeling epidemics). We show that one cannot hope to learn such models until quite late in the diffusion. Specifically, we show that the time required to collect a number of observations that exceeds our sample complexity lower bounds is large. For Bass models with low innovation rates, our results imply that one cannot hope to predict the eventual number of adopting customers until one is at least two-thirds of the way to the time at which the rate of new adopters is at its peak. In a similar vein, our results imply that in the case of an SIR model, one cannot hope to predict the eventual number of infections until one is approximately two-thirds of the way to the time at which the infection rate has peaked. This lower bound in estimation further translates into a lower bound in regret for decision-making in epidemic interventions. Our results formalize the challenge of accurate forecasting and highlight the importance of incorporating additional data sources. To this end, we analyze the benefit of a seroprevalence study in an epidemic, where we characterize the size of the study needed to improve SIR model estimation. Extensive empirical analyses on product adoption and epidemic data support our theoretical findings.

stat.ME↗

arXiv2023

Correcting for Interference in Experiments: A Case Study at Douyin

Interference is a ubiquitous problem in experiments conducted on two-sided content marketplaces, such as Douyin (China's analog of TikTok). In many cases, creators are the natural unit of experimentation, but creators interfere with each other through competition for viewers' limited time and attention. "Naive" estimators currently used in practice simply ignore the interference, but in doing so incur bias on the order of the treatment effect. We formalize the problem of inference in such experiments as one of policy evaluation. Off-policy estimators, while unbiased, are impractically high variance. We introduce a novel Monte-Carlo estimator, based on "Differences-in-Qs" (DQ) techniques, which achieves bias that is second-order in the treatment effect, while remaining sample-efficient to estimate. On the theoretical side, our contribution is to develop a generalized theory of Taylor expansions for policy evaluation, which extends DQ theory to all major MDP formulations. On the practical side, we implement our estimator on Douyin's experimentation platform, and in the process develop DQ into a truly "plug-and-play" estimator for interference in real-world settings: one which provides robust, low-bias, low-variance treatment effect estimates; admits computationally cheap, asymptotically exact uncertainty quantification; and reduces MSE by 99\% compared to the best existing alternatives in our applications.

stat.ME↗

arXiv2023

Learning Treatment Effects in Panels with General Intervention Patterns

The problem of causal inference with panel data is a central econometric question. The following is a fundamental version of this problem: Let $M^*$ be a low rank matrix and $E$ be a zero-mean noise matrix. For a `treatment' matrix $Z$ with entries in $\{0,1\}$ we observe the matrix $O$ with entries $O_{ij} := M^*_{ij} + E_{ij} + \mathcal{T}_{ij} Z_{ij}$ where $\mathcal{T}_{ij} $ are unknown, heterogenous treatment effects. The problem requires we estimate the average treatment effect $τ^* := \sum_{ij} \mathcal{T}_{ij} Z_{ij} / \sum_{ij} Z_{ij}$. The synthetic control paradigm provides an approach to estimating $τ^*$ when $Z$ places support on a single row. This paper extends that framework to allow rate-optimal recovery of $τ^*$ for general $Z$, thus broadly expanding its applicability. Our guarantees are the first of their type in this general setting. Computational experiments on synthetic and real-world data show a substantial advantage over competing estimators.

stat.ML↗

arXiv2022

Fixing Inventory Inaccuracies At Scale

Inaccurate records of inventory occur frequently, and by some measures cost retailers approximately 4% in annual sales. Detecting inventory inaccuracies manually is cost-prohibitive, and existing algorithmic solutions rely almost exclusively on learning from longitudinal data, which is insufficient in the dynamic environment induced by modern retail operations. Instead, we propose a solution based on cross-sectional data over stores and SKUs, observing that detecting inventory inaccuracies can be viewed as a problem of identifying anomalies in a (low-rank) Poisson matrix. State-of-the-art approaches to anomaly detection in low-rank matrices apparently fall short. Specifically, from a theoretical perspective, recovery guarantees for these approaches require that non-anomalous entries be observed with vanishingly small noise (which is not the case in our problem, and indeed in many applications). So motivated, we propose a conceptually simple entry-wise approach to anomaly detection in low-rank Poisson matrices. Our approach accommodates a general class of probabilistic anomaly models. We show that the cost incurred by our algorithm approaches that of an optimal algorithm at a min-max optimal rate. Using synthetic data and real data from a consumer goods retailer, we show that our approach provides up to a 10x cost reduction over incumbent approaches to anomaly detection. Along the way, we build on recent work that seeks entry-wise error guarantees for matrix completion, establishing such guarantees for sub-exponential matrices, a result of independent interest.

stat.ML↗

arXiv2022

Markovian Interference in Experiments

We consider experiments in dynamical systems where interventions on some experimental units impact other units through a limiting constraint (such as a limited inventory). Despite outsize practical importance, the best estimators for this `Markovian' interference problem are largely heuristic in nature, and their bias is not well understood. We formalize the problem of inference in such experiments as one of policy evaluation. Off-policy estimators, while unbiased, apparently incur a large penalty in variance relative to state-of-the-art heuristics. We introduce an on-policy estimator: the Differences-In-Q's (DQ) estimator. We show that the DQ estimator can in general have exponentially smaller variance than off-policy evaluation. At the same time, its bias is second order in the impact of the intervention. This yields a striking bias-variance tradeoff so that the DQ estimator effectively dominates state-of-the-art alternatives. From a theoretical perspective, we introduce three separate novel techniques that are of independent interest in the theory of Reinforcement Learning (RL). Our empirical evaluation includes a set of experiments on a city-scale ride-hailing simulator.

cs.LG↗

arXiv2022

Synthetically Controlled Bandits

This paper presents a new dynamic approach to experiment design in settings where, due to interference or other concerns, experimental units are coarse. `Region-split' experiments on online platforms are one example of such a setting. The cost, or regret, of experimentation is a natural concern here. Our new design, dubbed Synthetically Controlled Thompson Sampling (SCTS), minimizes the regret associated with experimentation at no practically meaningful loss to inferential ability. We provide theoretical guarantees characterizing the near-optimal regret of our approach, and the error rates achieved by the corresponding treatment effect estimator. Experiments on synthetic and real world data highlight the merits of our approach relative to both fixed and `switchback' designs common to such experimental settings.

stat.ML↗

arXiv2021

Uncertainty Quantification For Low-Rank Matrix Completion With Heterogeneous and Sub-Exponential Noise

The problem of low-rank matrix completion with heterogeneous and sub-exponential (as opposed to homogeneous and Gaussian) noise is particularly relevant to a number of applications in modern commerce. Examples include panel sales data and data collected from web-commerce systems such as recommendation engines. An important unresolved question for this problem is characterizing the distribution of estimated matrix entries under common low-rank estimators. Such a characterization is essential to any application that requires quantification of uncertainty in these estimates and has heretofore only been available under the assumption of homogenous Gaussian noise. Here we characterize the distribution of estimated matrix entries when the observation noise is heterogeneous sub-exponential and provide, as an application, explicit formulas for this distribution when observed entries are Poisson or Binary distributed.

stat.ML↗