arXiv subjects

Yilie Huang

Publications and source records attributed to Yilie Huang.

7 recordsLinked to original sources

arXiv2026

ART for Diffusion Sampling: Continuous-Time Control and Actor-Critic Learning

We study timestep allocation for score-based diffusion sampling, where a learned reverse-time dynamics is discretized on a finite grid. Uniform and hand-crafted schedules are standard choices, but they rely on fixed prescriptions and can therefore be suboptimal. To address this limitation, we propose Adaptive Reparameterized Time (ART), a continuous-time control formulation that learns a time change by treating the speed of the sampling clock as the control, so that a uniform grid on the learned clock induces adaptive timesteps in the original diffusion time. Based on a leading-order Euler error surrogate, ART provides a principled objective for allocating timesteps along the sampling trajectory. To solve this deterministic control problem, we introduce ART-RL, an auxiliary randomized formulation with Gaussian policies that turns schedule learning into a continuous-time reinforcement learning problem. We prove that the randomized ART-RL formulation is equivalent to ART at the optimizer level, in the sense that its optimal Gaussian policy recovers the optimal ART time-warping rate through its mean. We further establish policy evaluation and policy improvement characterizations and derive trajectory-based moment identities that yield implementable actor--critic updates for learning the schedule. Across experiments ranging from controlled low-dimensional settings to image generation, ART-RL can be plugged into existing diffusion samplers by changing only the timestep grid, consistently improving sample quality over strong baseline schedules at matched budgets while leaving the rest of the sampling pipeline unchanged. The learned schedules also exhibit broad generalization, transferring without retraining across sampling budgets, datasets, solvers, pipelines, and representation spaces.

cs.LG↗

arXiv2026

Amortized Guidance for Image Inpainting with Pretrained Diffusion Models

We study image inpainting with generative diffusion models. Existing methods typically either train dedicated task-specific models, or adapt a pretrained diffusion model separately for each masked image at deployment. We introduce a middle-ground model, termed Amortized Inpainting with Diffusion (AID), which keeps a pretrained diffusion backbone fixed, trains a small reusable guidance module offline, and then reuses it across masked images without per-instance optimization. We formulate it as a deterministic guidance problem with a supervised terminal objective. To make this problem learnable in high dimensions, we derive an auxiliary Gaussian formulation and prove that solving this randomized problem recovers the optimal deterministic guidance field. This bridge yields a principled continuous-time actor--critic algorithm for learning the guidance module in a fully data-driven manner. Empirically, on AFHQv2 and FFHQ under the pixel EDM pipeline and on ImageNet under the latent EDM2 pipeline, AID consistently improves the quality--speed trade-off over strong fixed-backbone and amortized inpainting baselines across multiple mask types, while adding less than one percent trainable overhead.

cs.CV↗

arXiv2026

ART for Diffusion Sampling: A Reinforcement Learning Approach to Timestep Schedule

We consider time discretization for score-based diffusion models to generate samples from a learned reverse-time dynamic on a finite grid. Uniform and hand-crafted grids can be suboptimal given a budget on the number of time steps. We introduce Adaptive Reparameterized Time (ART), which controls the clock speed of a reparameterized time variable to redistribute computation along the sampling trajectory while preserving the terminal time, with the objective of minimizing the aggregate Euler discretization error. We derive a randomized companion ART-RL that recasts ART as a continuous-time reinforcement learning problem with Gaussian policies, and prove a two-directional bridge between the two: the deterministic ART optimum lifts to an optimal Gaussian policy, and conversely any optimal Gaussian policy must recover the ART control through its mean. This bridge turns continuous-time actor--critic learning into a principled, rather than heuristic, route to the deterministic timestep optimum. Within the official EDM pipeline, ART-RL improves FID on CIFAR--10 across a wide range of budgets; after one-time offline training, the distilled deterministic schedule transfers without retraining to AFHQv2, FFHQ, and ImageNet at no extra inference cost.

cs.LG↗

arXiv2026

Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study

We study continuous-time mean--variance portfolio selection in markets where stock prices are diffusion processes driven by observable factors that are also diffusion processes, yet the coefficients of these processes are unknown. Based on the recently developed reinforcement learning (RL) theory for diffusion processes, we present a general data-driven RL approach that learns the pre-committed investment strategy directly without attempting to learn or estimate the market coefficients. For multi-stock Black--Scholes markets without factors, we further devise an algorithm and prove its performance guarantee by deriving a sublinear regret bound in terms of the Sharpe ratio. We then carry out an extensive empirical study implementing this algorithm to compare its performance and trading characteristics, evaluated under a host of common metrics, with a large number of widely employed portfolio allocation strategies on S\&P 500 constituents. The results demonstrate that the proposed continuous-time RL strategy is consistently among the best, especially in a volatile bear market, and decisively outperforms the model-based continuous-time counterparts by significant margins.

q-fin.PM↗

arXiv2025

Continuous-Time Reinforcement Learning for Asset-Liability Management

This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a model-free, policy gradient-based soft actor-critic algorithm tailored to ALM for dynamically synchronizing assets and liabilities. To ensure an effective balance between exploration and exploitation with minimal tuning, we introduce adaptive exploration for the actor and scheduled exploration for the critic. Our empirical study evaluates this approach against two enhanced traditional financial strategies, a model-based continuous-time RL method, and three state-of-the-art RL algorithms. Evaluated across 200 randomized market scenarios, our method achieves higher average rewards than all alternative strategies, with rapid initial gains and sustained superior performance. The outperformance stems not from complex neural networks or improved parameter estimation, but from directly learning the optimal ALM strategy without learning the environment.

cs.LG↗

arXiv2025

Sublinear Regret for a Class of Continuous-Time Linear-Quadratic Reinforcement Learning Problems

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend on both state and control variables. We apply a model-free approach that relies neither on knowledge of model parameters nor on their estimations, and devise an RL algorithm to learn the optimal policy parameter directly. Our main contributions include the introduction of an exploration schedule and a regret analysis of the proposed algorithm. We provide the convergence rate of the policy parameter to the optimal one, and prove that the algorithm achieves a regret bound of $O(N^{\frac{3}{4}})$ up to a logarithmic factor, where $N$ is the number of learning episodes. We conduct a simulation study to validate the theoretical results and demonstrate the effectiveness and reliability of the proposed algorithm. We also perform numerical comparisons between our method and those of the recent model-based stochastic LQ RL studies adapted to the state- and control-dependent volatility setting, demonstrating a better performance of the former in terms of regret bounds.

cs.LG↗

arXiv2025

Data-Driven Exploration for a Class of Continuous-Time Indefinite Linear--Quadratic Reinforcement Learning Problems

We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are scalar-valued and running control rewards are absent. We propose a model-free, data-driven exploration mechanism that adaptively adjusts entropy regularization by the critic and policy variance by the actor. Unlike the constant or deterministic exploration schedules employed in \cite{huang2024sublinear}, which require extensive tuning for implementations and ignore learning progresses during iterations, our adaptive exploratory approach boosts learning efficiency with minimal tuning. Despite its flexibility, our method achieves a sublinear regret bound that matches the best-known model-free results for this class of LQ problems, which were previously derived only with fixed exploration schedules. Numerical experiments demonstrate that adaptive explorations accelerate convergence and improve regret performance compared to the non-adaptive model-free and model-based counterparts.

cs.LG↗