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Xinrun Wang

Publications and source records attributed to Xinrun Wang.

At least 19 recordsLinked to original sources
arXiv2026

AutoDFT: A Closed-Loop Multi-Agent Framework for Autonomous DFT Calculations

Density functional theory (DFT) serves as the basis for computational discovery in materials science and chemistry, yet each calculation demands extensive human effort: adjusting algorithms when convergence stalls, revising plans when unexpected physics emerges, and inserting steps as intermediate results reshape the problem. Existing LLM-based agents automate only the initial planning stage, producing a full execution plan upfront and leaving all subsequent adaptation to hand-crafted rules. As a result, these workflows remain fragile, do not generalize well beyond pre-planned scenarios, and often require expert intervention when failures or unexpected intermediate results require changes to the calculation path. Here, we introduce AutoDFT, a closed-loop multi-agent framework that embeds LLM reasoning into every stage of the DFT lifecycle, where a strategic planner produces a skeletal plan of step objectives; a step planner generates numerical parameters just in time from preceding results; and a monitor-recover-reflect cycle diagnoses failures, repairs them, and revises the plan when the evidence justifies it. We demonstrate both breadth and depth: breadth on VASPBench, a purpose-built benchmark spanning 34 tasks and 9 DFT calculation types, where AutoDFT achieves 94.1% task-level success with GPT-5.2; and depth on established materials databases, where AutoDFT produces quantitatively reliable property predictions across electronic, magnetic, and energetic properties. By closing the loop between planning and execution, AutoDFT enables experimentalists without deep computational expertise to obtain reliable first-principles results.

cond-mat.mtrl-sci↗
arXiv2026

The Agent Use of Agent Beings: Agent Cybernetics Is the Missing Science of Foundation Agents

LLM-based foundation agents that perceive, reason, and act across thousands of reasoning steps are rapidly becoming the dominant paradigm for deploying artificial intelligence in open-ended, long-horizon complex tasks. Despite this significance, the field remains overwhelmingly engineering-driven. Engineering practice has converged on useful primitives (tool loops, memory banks, harnesses, reflection steps), yet these are assembled by empirical trial and error rather than from first principles. Fundamental questions remain open: under what conditions does a long-running agent remain on-task? How should an agent respond when its environment exceeds its representational capacity? What architectural properties are necessary for safe self-improvement? We argue that cybernetics, the mid-twentieth-century science of control and communication in complex systems, provides the missing theoretical scaffold for foundation agents. By mapping six canonical laws of classical cybernetics onto six agent design principles, and synthesizing those principles into three engineering desiderata (reliability, lifelong running, and self-Improvement), we arrive at a framework termed Agent Cybernetics. Three application domains, code generation, computer use and automated research, exemplify the analytical framework of agent cybernetics by identifying failure modes and concrete engineering recommendations. We hope that agent cybernetics opens a new research venue and establishes the scientific foundation that foundation agents need for principled, reliable real-world deployment.

cs.AI↗
arXiv2026

SceneSelect: Selective Learning for Trajectory Scene Classification and Expert Scheduling

Accurate trajectory prediction is fundamentally challenging due to high scene heterogeneity - the severe variance in motion velocity, spatial density, and interaction patterns across different real-world environments. However, most existing approaches typically train a single unified model, expecting a fixed-capacity architecture to generalize universally across all possible scenarios. This conventional model-centric paradigm is fundamentally flawed when confronting such extreme heterogeneity, inevitably leading to a severe generalization gap, degraded accuracy, and massive computational waste. To overcome this bottleneck, rather than refining restricted model-centric architectures, we propose selective learning, a novel scene-centric paradigm. It explicitly analyzes the characteristics of the underlying scene to dynamically route inputs to the most appropriate expert models. As a concrete implementation of this paradigm, we introduce SceneSelect. Specifically, SceneSelect utilizes unsupervised clustering on interpretable geometric and kinematic features to discover a latent scene taxonomy. A highly decoupled classification module is then trained to assign real-time inputs to these scene categories, and a highly extensible, plug-and-play scheduling policy automatically dispatches the trajectory sequence to the optimal expert predictor. Crucially, this decoupled design ensures excellent generalization capabilities, allowing seamless integration with different off-the-shelf models and robust adaptation across new datasets without requiring computationally expensive joint retraining. Extensive experiments on three public benchmarks (ETH-UCY, SDD, and NBA) demonstrate that our method consistently outperforms strong single-model and ensemble baselines, achieving an average improvement of 10.5%, showcasing the effectiveness of scene-aware selective learning.

cs.LG↗
arXiv2026

Graph-based Agent Memory: Taxonomy, Techniques, and Applications

Memory emerges as the core module in the Large Language Model (LLM)-based agents for long-horizon complex tasks (e.g., multi-turn dialogue, game playing, scientific discovery), where memory can enable knowledge accumulation, iterative reasoning and self-evolution. Among diverse paradigms, graph stands out as a powerful structure for agent memory due to the intrinsic capabilities to model relational dependencies, organize hierarchical information, and support efficient retrieval. This survey presents a comprehensive review of agent memory from the graph-based perspective. First, we introduce a taxonomy of agent memory, including short-term vs. long-term memory, knowledge vs. experience memory, non-structural vs. structural memory, with an implementation view of graph-based memory. Second, according to the life cycle of agent memory, we systematically analyze the key techniques in graph-based agent memory, covering memory extraction for transforming the data into the contents, storage for organizing the data efficiently, retrieval for retrieving the relevant contents from memory to support reasoning, and evolution for updating the contents in the memory. Third, we summarize the open-sourced libraries and benchmarks that support the development and evaluation of self-evolving agent memory. We also explore diverse application scenarios. Finally, we identify critical challenges and future research directions. This survey aims to offer actionable insights to advance the development of more efficient and reliable graph-based agent memory systems. All the related resources, including research papers, open-source data, and projects, are collected for the community in https://github.com/DEEP-PolyU/Awesome-GraphMemory.

cs.AI↗
arXiv2026

History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis

In quantitative finance, the gap between training and real-world performance-driven by concept drift and distributional non-stationarity-remains a critical obstacle for building reliable data-driven systems. Models trained on static historical data often overfit, resulting in poor generalization in dynamic markets. The mantra "History Is Not Enough" underscores the need for adaptive data generation that learns to evolve with the market rather than relying solely on past observations. We present a drift-aware dataflow system that integrates machine learning-based adaptive control into the data curation process. The system couples a parameterized data manipulation module comprising single-stock transformations, multi-stock mix-ups, and curation operations, with an adaptive planner-scheduler that employs gradient-based bi-level optimization to control the system. This design unifies data augmentation, curriculum learning, and data workflow management under a single differentiable framework, enabling provenance-aware replay and continuous data quality monitoring. Extensive experiments on forecasting and reinforcement learning trading tasks demonstrate that our framework enhances model robustness and improves risk-adjusted returns. The system provides a generalizable approach to adaptive data management and learning-guided workflow automation for financial data.

cs.AI↗
arXiv2026

SCALER:Synthetic Scalable Adaptive Learning Environment for Reasoning

Reinforcement learning (RL) offers a principled way to enhance the reasoning capabilities of large language models, yet its effectiveness hinges on training signals that remain informative as models evolve. In practice, RL progress often slows when task difficulty becomes poorly aligned with model capability, or when training is dominated by a narrow set of recurring problem patterns. To jointly address these issues, we propose SCALER (Synthetic sCalable Adaptive Learning Environment for Reasoning), a framework that sustains effective learning signals through adaptive environment design. SCALER introduces a scalable synthesis pipeline that converts real-world programming problems into verifiable reasoning environments with controllable difficulty and unbounded instance generation, enabling RL training beyond finite datasets while preserving strong correctness guarantees. Building on this, SCALER further employs an adaptive multi-environment RL strategy that dynamically adjusts instance difficulty and curates the active set of environments to track the model's capability frontier and maintain distributional diversity. This co-adaptation prevents reward sparsity, mitigates overfitting to narrow task patterns, and supports sustained improvement throughout training. Extensive experiments show that SCALER consistently outperforms dataset-based RL baselines across diverse reasoning benchmarks and exhibits more stable, long-horizon training dynamics.

cs.AI↗
arXiv2025

FineFT: Efficient and Risk-Aware Ensemble Reinforcement Learning for Futures Trading

Futures are contracts obligating the exchange of an asset at a predetermined date and price, notable for their high leverage and liquidity and, therefore, thrive in the Crypto market. RL has been widely applied in various quantitative tasks. However, most methods focus on the spot and could not be directly applied to the futures market with high leverage because of 2 challenges. First, high leverage amplifies reward fluctuations, making training stochastic and difficult to converge. Second, prior works lacked self-awareness of capability boundaries, exposing them to the risk of significant loss when encountering new market state (e.g.,a black swan event like COVID-19). To tackle these challenges, we propose the Efficient and Risk-Aware Ensemble Reinforcement Learning for Futures Trading (FineFT), a novel three-stage ensemble RL framework with stable training and proper risk management. In stage I, ensemble Q learners are selectively updated by ensemble TD errors to improve convergence. In stage II, we filter the Q-learners based on their profitabilities and train VAEs on market states to identify the capability boundaries of the learners. In stage III, we choose from the filtered ensemble and a conservative policy, guided by trained VAEs, to maintain profitability and mitigate risk with new market states. Through extensive experiments on crypto futures in a high-frequency trading environment with high fidelity and 5x leverage, we demonstrate that FineFT outperforms 12 SOTA baselines in 6 financial metrics, reducing risk by more than 40% while achieving superior profitability compared to the runner-up. Visualization of the selective update mechanism shows that different agents specialize in distinct market dynamics, and ablation studies certify routing with VAEs reduces maximum drawdown effectively, and selective update improves convergence and performance.

cs.LG↗
arXiv2025

MATAI: A Generalist Machine Learning Framework for Property Prediction and Inverse Design of Advanced Alloys

The discovery of advanced metallic alloys is hindered by vast composition spaces, competing property objectives, and real-world constraints on manufacturability. Here we introduce MATAI, a generalist machine learning framework for property prediction and inverse design of as-cast alloys. MATAI integrates a curated alloy database, deep neural network-based property predictors, a constraint-aware optimization engine, and an iterative AI-experiment feedback loop. The framework estimates key mechanical propertie, sincluding density, yield strength, ultimate tensile strength, and elongation, directly from composition, using multi-task learning and physics-informed inductive biases. Alloy design is framed as a constrained optimization problem and solved using a bi-level approach that combines local search with symbolic constraint programming. We demonstrate MATAI's capabilities on the Ti-based alloy system, a canonical class of lightweight structural materials, where it rapidly identifies candidates that simultaneously achieve lower density (<4.45 g/cm3), higher strength (>1000 MPa) and appreciable ductility (>5%) through only seven iterations. Experimental validation confirms that MATAI-designed alloys outperform commercial references such as TC4, highlighting the framework's potential to accelerate the discovery of lightweight, high-performance materials under real-world design constraints.

cond-mat.mtrl-sci↗
arXiv2025

The Path of Self-Evolving Large Language Models: Achieving Data-Efficient Learning via Intrinsic Feedback

Reinforcement learning (RL) has demonstrated potential in enhancing the reasoning capabilities of large language models (LLMs), but such training typically demands substantial efforts in creating and annotating data. In this work, we explore improving LLMs through RL with minimal data. Our approach alternates between the LLM proposing a task and then attempting to solve it. To minimize data dependency, we introduce two novel mechanisms grounded in self-awareness: (1) self-aware difficulty prediction, where the model learns to assess task difficulty relative to its own abilities and prioritize challenging yet solvable tasks, and (2) self-aware limit breaking, where the model recognizes when a task is beyond its capability boundary and proactively requests external data to break through that limit. Extensive experiments on nine benchmarks showing a 53.8% relative improvement with less than 1.2% extra data demonstrate the efficacy of self-aware RL and underscore the promise of self-evolving agent training.

cs.CL↗
arXiv2025

GDBA Revisited: Unleashing the Power of Guided Local Search for Distributed Constraint Optimization

Local search is an important class of incomplete algorithms for solving Distributed Constraint Optimization Problems (DCOPs) but it often converges to poor local optima. While Generalized Distributed Breakout Algorithm (GDBA) provides a comprehensive rule set to escape premature convergence, its empirical benefits remain marginal on general-valued problems. In this work, we systematically examine GDBA and identify three factors that potentially lead to its inferior performance, i.e., over-aggressive constraint violation conditions, unbounded penalty accumulation, and uncoordinated penalty updates. To address these issues, we propose Distributed Guided Local Search (DGLS), a novel GLS framework for DCOPs that incorporates an adaptive violation condition to selectively penalize constraints with high cost, a penalty evaporation mechanism to control the magnitude of penalization, and a synchronization scheme for coordinated penalty updates. We theoretically show that the penalty values are bounded, and agents play a potential game in DGLS. Extensive empirical results on various benchmarks demonstrate the great superiority of DGLS over state-of-the-art baselines. Compared to Damped Max-sum with high damping factors, our DGLS achieves competitive performance on general-valued problems, and outperforms by significant margins on structured problems in terms of anytime results.

cs.AI↗
arXiv2025

FinWorld: An All-in-One Open-Source Platform for End-to-End Financial AI Research and Deployment

Financial AI holds great promise for transforming modern finance, with the potential to support a wide range of tasks such as market forecasting, portfolio management, quantitative trading, and automated analysis. However, existing platforms remain limited in task coverage, lack robust multimodal data integration, and offer insufficient support for the training and deployment of large language models (LLMs). In response to these limitations, we present FinWorld, an all-in-one open-source platform that provides end-to-end support for the entire financial AI workflow, from data acquisition to experimentation and deployment. FinWorld distinguishes itself through native integration of heterogeneous financial data, unified support for diverse AI paradigms, and advanced agent automation, enabling seamless development and deployment. Leveraging data from 2 representative markets, 4 stock pools, and over 800 million financial data points, we conduct comprehensive experiments on 4 key financial AI tasks. These experiments systematically evaluate deep learning and reinforcement learning algorithms, with particular emphasis on RL-based finetuning for LLMs and LLM Agents. The empirical results demonstrate that FinWorld significantly enhances reproducibility, supports transparent benchmarking, and streamlines deployment, thereby providing a strong foundation for future research and real-world applications. Code is available at Github~\footnote{https://github.com/DVampire/FinWorld}.

cs.AI↗
arXiv2025

Autonomous Multi-objective Alloy Design through Simulation-guided Optimization

Alloy discovery is constrained by vast compositional spaces, competing objectives, and prohibitive experimental costs. Although simulations and machine learning have each accelerated parts of this process, unifying scientific knowledge, scalable search, and experimental confirmation into a data-efficient workflow remains challenging. Here, we present AutoMAT, a hierarchical autonomous framework spanning ideation to experimental validation. Integrating large language models, automated CALPHAD simulations, residual-learning-based correction, and AI-guided optimization, AutoMAT translates design targets into candidate alloys, refines compositions through closed-loop computational search, and validates results experimentally without hand-curated datasets. Targeting lightweight, high-strength alloys, AutoMAT identifies a titanium alloy 8.1% less dense and 13.0% stronger than the aerospace benchmark Ti-185, achieving the highest specific strength among benchmarked systems. In a second case, AutoMAT discovers a high-entropy alloy with 28.2% higher yield strength than the baseline while preserving high ductility. AutoMAT compresses alloy discovery from years to weeks, establishing a generalizable route toward autonomous materials design.

cond-mat.mtrl-sci↗
arXiv2025

StarDojo: Benchmarking Open-Ended Behaviors of Agentic Multimodal LLMs in Production-Living Simulations with Stardew Valley

Autonomous agents navigating human society must master both production activities and social interactions, yet existing benchmarks rarely evaluate these skills simultaneously. To bridge this gap, we introduce StarDojo, a novel benchmark based on Stardew Valley, designed to assess AI agents in open-ended production-living simulations. In StarDojo, agents are tasked to perform essential livelihood activities such as farming and crafting, while simultaneously engaging in social interactions to establish relationships within a vibrant community. StarDojo features 1,000 meticulously curated tasks across five key domains: farming, crafting, exploration, combat, and social interactions. Additionally, we provide a compact subset of 100 representative tasks for efficient model evaluation. The benchmark offers a unified, user-friendly interface that eliminates the need for keyboard and mouse control, supports all major operating systems, and enables the parallel execution of multiple environment instances, making it particularly well-suited for evaluating the most capable foundation agents, powered by multimodal large language models (MLLMs). Extensive evaluations of state-of-the-art MLLMs agents demonstrate substantial limitations, with the best-performing model, GPT-4.1, achieving only a 12.7% success rate, primarily due to challenges in visual understanding, multimodal reasoning and low-level manipulation. As a user-friendly environment and benchmark, StarDojo aims to facilitate further research towards robust, open-ended agents in complex production-living environments.

cs.AI↗
arXiv2025

FaithfulRAG: Fact-Level Conflict Modeling for Context-Faithful Retrieval-Augmented Generation

Large language models (LLMs) augmented with retrieval systems have demonstrated significant potential in handling knowledge-intensive tasks. However, these models often struggle with unfaithfulness issues, generating outputs that either ignore the retrieved context or inconsistently blend it with the LLM`s parametric knowledge. This issue is particularly severe in cases of knowledge conflict, where the retrieved context conflicts with the model`s parametric knowledge. While existing faithful RAG approaches enforce strict context adherence through well-designed prompts or modified decoding strategies, our analysis reveals a critical limitation: they achieve faithfulness by forcibly suppressing the model`s parametric knowledge, which undermines the model`s internal knowledge structure and increases the risk of misinterpreting the context. To this end, this paper proposes FaithfulRAG, a novel framework that resolves knowledge conflicts by explicitly modeling discrepancies between the model`s parametric knowledge and retrieved context. Specifically, FaithfulRAG identifies conflicting knowledge at the fact level and designs a self-thinking process, allowing LLMs to reason about and integrate conflicting facts before generating responses. Extensive experiments demonstrate that our method outperforms state-of-the-art methods. The code is available at https://github.com/DeepLearnXMU/Faithful-RAG

cs.CL↗
arXiv2025

The Avengers: A Simple Recipe for Uniting Smaller Language Models to Challenge Proprietary Giants

Proprietary giants are increasingly dominating the race for ever-larger language models. Can open-source, smaller models remain competitive across a broad range of tasks? In this paper, we present the Avengers -- a simple recipe that leverages the collective intelligence of these smaller models. The Avengers builds upon four lightweight operations: (i) embedding: encode queries using a text embedding model; (ii) clustering: group queries based on their semantic similarity; (iii) scoring: scores each model's performance within each cluster; and (iv) voting: improve outputs via repeated sampling and voting. At inference time, each query is embedded and assigned to its nearest cluster. The top-performing model(s) within that cluster are selected to generate the response with repeated sampling. Remarkably, with 10 open-source models (~7B parameters each), the Avengers surpasses GPT-4o, 4.1, and 4.5 in average performance across 15 diverse datasets spanning mathematics, coding, logical reasoning, general knowledge, and affective tasks. In particular, it surpasses GPT-4.1 on mathematics tasks by 18.21% and on code tasks by 7.46%. Furthermore, the Avengers delivers superior out-of-distribution generalization, and remains robust across various embedding models, clustering algorithms, ensemble strategies, and values of its sole parameter -- the number of clusters.

cs.CL↗
arXiv2025

Resolving Latency and Inventory Risk in Market Making with Reinforcement Learning

The latency of the exchanges in Market Making (MM) is inevitable due to hardware limitations, system processing times, delays in receiving data from exchanges, the time required for order transmission to reach the market, etc. Existing reinforcement learning (RL) methods for Market Making (MM) overlook the impact of these latency, which can lead to unintended order cancellations due to price discrepancies between decision and execution times and result in undesired inventory accumulation, exposing MM traders to increased market risk. Therefore, these methods cannot be applied in real MM scenarios. To address these issues, we first build a realistic MM environment with random delays of 30-100 milliseconds for order placement and market information reception, and implement a batch matching mechanism that collects orders within every 500 milliseconds before matching them all at once, simulating the batch auction mechanisms adopted by some exchanges. Then, we propose Relaver, an RL-based method for MM to tackle the latency and inventory risk issues. The three main contributions of Relaver are: i) we introduce an augmented state-action space that incorporates order hold time alongside price and volume, enabling Relaver to optimize execution strategies under latency constraints and time-priority matching mechanisms, ii) we leverage dynamic programming (DP) to guide the exploration of RL training for better policies, iii) we train a market trend predictor, which can guide the agent to intelligently adjust the inventory to reduce the risk. Extensive experiments and ablation studies on four real-world datasets demonstrate that \textsc{Relaver} significantly improves the performance of state-of-the-art RL-based MM strategies across multiple metrics.

cs.LG↗
arXiv2025

FinMaster: A Holistic Benchmark for Mastering Full-Pipeline Financial Workflows with LLMs

Financial tasks are pivotal to global economic stability; however, their execution faces challenges including labor intensive processes, low error tolerance, data fragmentation, and tool limitations. Although large language models (LLMs) have succeeded in various natural language processing tasks and have shown potential in automating workflows through reasoning and contextual understanding, current benchmarks for evaluating LLMs in finance lack sufficient domain-specific data, have simplistic task design, and incomplete evaluation frameworks. To address these gaps, this article presents FinMaster, a comprehensive financial benchmark designed to systematically assess the capabilities of LLM in financial literacy, accounting, auditing, and consulting. Specifically, FinMaster comprises three main modules: i) FinSim, which builds simulators that generate synthetic, privacy-compliant financial data for companies to replicate market dynamics; ii) FinSuite, which provides tasks in core financial domains, spanning 183 tasks of various types and difficulty levels; and iii) FinEval, which develops a unified interface for evaluation. Extensive experiments over state-of-the-art LLMs reveal critical capability gaps in financial reasoning, with accuracy dropping from over 90% on basic tasks to merely 40% on complex scenarios requiring multi-step reasoning. This degradation exhibits the propagation of computational errors, where single-metric calculations initially demonstrating 58% accuracy decreased to 37% in multimetric scenarios. To the best of our knowledge, FinMaster is the first benchmark that covers full-pipeline financial workflows with challenging tasks. We hope that FinMaster can bridge the gap between research and industry practitioners, driving the adoption of LLMs in real-world financial practices to enhance efficiency and accuracy.

cs.AI↗
arXiv2025

Why Regression? Binary Encoding Classification Brings Confidence to Stock Market Index Price Prediction

Stock market indices serve as fundamental market measurement that quantify systematic market dynamics. However, accurate index price prediction remains challenging, primarily because existing approaches treat indices as isolated time series and frame the prediction as a simple regression task. These methods fail to capture indices' inherent nature as aggregations of constituent stocks with complex, time-varying interdependencies. To address these limitations, we propose Cubic, a novel end-to-end framework that explicitly models the adaptive fusion of constituent stocks for index price prediction. Our main contributions are threefold. i) Fusion in the latent space: we introduce the fusion mechanism over the latent embedding of the stocks to extract the information from the vast number of stocks. ii) Binary encoding classification: since regression tasks are challenging due to continuous value estimation, we reformulate the regression into the classification task, where the target value is converted to binary and we optimize the prediction of the value of each digit with cross-entropy loss. iii) Confidence-guided prediction and trading: we introduce the regularization loss to address market prediction uncertainty for the index prediction and design the rule-based trading policies based on the confidence. Extensive experiments across multiple stock markets and indices demonstrate that Cubic consistently outperforms state-of-the-art baselines in stock index prediction tasks, achieving superior performance on both forecasting accuracy metrics and downstream trading profitability.

q-fin.ST↗