arXiv subjects

Yuanchen Gao

Publications and source records attributed to Yuanchen Gao.

2 recordsLinked to original sources

arXiv2026

ORCA: Observability-Grounded Program Repair for Microservice Incidents

Microservice failures are often diagnosed from operational telemetry. However, automated program repair systems usually start from issue reports, localized code context, or failing tests. This mismatch leaves a gap between telemetry-based diagnosis and patch generation. We present ORCA, an observability-grounded APR pipeline for microservice incidents. ORCA first distills the differences in paired failure and reference telemetry into a fault signature, then uses the signature to identify candidate code and deployment-configuration locations. Repair graph agents and an Exploration agent generate unified-diff patch candidates from these locations. ORCA evaluates generated patches with a Telemetry-Grounded Patch Verifier that separates patch validity, syntactic and semantic correctness, test-oracle integrity, and telemetry replay. On a 575-case benchmark, ORCA outperforms all evaluated baselines in terms of cost-effectiveness. Results show that operational telemetry can be transformed from diagnostic evidence into actionable repair context: paired telemetry supports repair-oriented localization, while repair graph agents convert localized code and configuration evidence into constrained patch-generation context for the LLM. Telemetry-grounded verification then exposes repair outcomes that issue- or test-only evaluation would miss.

cs.SE↗

arXiv2026

Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations

The financial market is a typical low signal-to-noise ratio (SNR) setting, which often destabilizes off-policy maximum-entropy methods like Soft Actor-Critic (SAC). Specifically, noisy state representations may produce unreliable Q-value estimates, and bootstrapping amplifies these errors, forming a failure mode we call the "Financial Entropy Trap". In this paper, we propose FPQC-SAC, an efficient and plug-and-play SAC variant that places a compact and bounded Parameterized Quantum Circuit (PQC) before the actor and critic networks to constrain feature propagation at the representation level, rather than filtering raw inputs or regularizing Q-values after bootstrapping. Notably, FPQC-SAC reduces the impact of extreme market fluctuations on Bellman target estimation, while trainable quantum entanglement preserves flexible cross-asset interactions. Empirical evaluations on real-world portfolio management tasks demonstrate that FPQC-SAC substantially enhances out-of-sample stability and cumulative returns by achieving a 66.89% relative gain in cumulative return over standard unconstrained SAC and outperforms the best continuous-control deep reinforcement learning baseline by approximately 27%. Open-source code is available at https://github.com/ZeyuLIU-UST/FPQC-SAC-main.

cs.LG↗