arXiv subjects

Yao Long Teng

Publications and source records attributed to Yao Long Teng.

2 recordsLinked to original sources

arXiv2026

JET: Judge-Guided Evolution at Test Time for Agent Programs

An agent's executable program governs how it uses tools, processes observations, and responds to failures. Evolving this program at test time can help adaptation, but deciding which changes to retain is difficult when true rewards are unavailable. Execution traces provide evidence of agent behavior, yet interpreting that evidence requires a judge that remains useful as tasks and candidate programs change. We introduce Judge-Guided Evolution at Test Time (JET), which evolves an executable judge on labeled source trajectories, then freezes and transfers it to guide target-side program evolution. The judge supplies scores and diagnostic feedback without target evaluator access or model-weight updates. On unseen WebShop tasks, JET achieves approximately 13% higher mean reward than fixed-rubric guidance when evolution begins from an unevolved program (cold start) and 4% higher when it begins from one already optimized on source tasks (warm start), with a 36% relative improvement in cold-start exact success. An exact-judge control on PushT, where the judge reconstructs the scoring rule from observations, shows that without judge error, program search becomes the bottleneck. Analyses identify useful reward-prediction logic in the evolved code and show that better final selection alone cannot explain the gains. These results support executable judge transfer for program adaptation under evaluator-preserving task shifts.

cs.SE↗

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↗