Chenglong Wu | Search arXiv

arXiv2026

Flow-Matched Motion Priors: Online Optimal-Transport Rewards for Imitation Learning

Learning a motion prior requires a reward that guides a policy from its current behavior toward demonstrated motion. Adversarial Motion Priors (AMP) provide such a reward with a discriminator. However, adversarial objectives can become uninformative when policy and expert supports are far apart. A naive use of optimal transport (OT) averages matched expert successors into a barycentric target. Averaging across gait phases can weaken the target's joint motion. We introduce Flow-Matched Motion Priors (FMP), an online scalar reward learned from paths connecting current rollout histories to an expert motion bank. Entropic OT supplies the coupling. Before each policy update, we train a neural potential with flow matching (FM) along the rollout-to-expert paths, endpoint-gradient supervision, and relative-value calibration. The actor receives only physical observations and the reward remains a scalar, as in AMP. Controlled reward-model experiments show substantially better generalization beyond the fitting rollout than value-only or endpoint-only fitting. On Unitree G1, matched 50-million-transition experiments compare FMP with AMP, a barycentric OT reward, and nested ablations under demonstration and fixed-pose initialization. FMP produces stable forward walking at 0.727 m/s from demonstration resets and 0.338 m/s from a fixed default pose. In the fixed-pose condition, it incurs 129 falls versus 243 for the endpoint-only control. Against a static score-gradient teacher, dynamic FM reduces score-increment error at interpolation fractions 0.25 and 0.50 while using 29% less offline fitting time.

cs.RO↗

arXiv2026

Empowering Credit Risk Detection in Weixin Pay with Billion-Scale Deep Graph Learning

Credit risk detection, particularly mitigating individual fraud, is crucial for maintaining the stability of digital financial ecosystems. Accurately identifying credit fraud among billions of users is critical for minimizing financial losses and safeguarding the sustainability of inclusive financial services. Given that credit fraud risks are often concealed within heterogeneous user-risk graphs, Graph Neural Networks (GNNs) have emerged as an effective tool for risk mining by capturing complex dependencies. To address the scalability bottleneck of industrial GNNs, distributed training based on subgraphs is indispensable. However, existing strategies often compromise topological integrity for load balancing. This can be catastrophic for risk detection, as it indiscriminately severs the long-tail evidence chains essential for risk propagation. Overlapping subgraphs can restore severed risk contexts but inevitably introduce redundancy and noise, while overlooking the representation alignment across different local subgraphs. In this paper, we propose a risk-aware overlapping subgraph learning framework for large-scale credit risk detection. We first construct base partitions to ensure load balance. Then, we perform budget-constrained sampling that selects informative long-tail nodes, thereby preserving critical risk diffusion patterns while filtering out noise. To mitigate representation inconsistency, we design a cross-subgraph consistency alignment mechanism. By enforcing alignment constraints on the overlapping nodes, we harmonize the local representations into a globally consistent latent space. Extensive experiments on Weixin Pay's production dataset demonstrate that our model significantly outperforms existing strategies for risk detection, offering a scalable and effective solution for industrial graph learning.

cs.LG↗