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Yifan Hu

Publications and source records attributed to Yifan Hu.

At least 19 recordsLinked to original sources

When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time-Series Forecasting

Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning strategies, and intervention rules inherently time-varying. Consequently, a time series agent must adapt the forecasts it produces and the orchestration policy that determines which components to trust and how to coordinate them. The deployment process naturally provides supervision for this adaptation as forecast horizons elapse and realized targets reveal the effectiveness of earlier decisions. Committing all numerical expert forecasts and candidate agent paths before target observation allows each realized outcome to evaluate the entire alternative set, providing delayed feedback without additional annotation. However, existing time series agents primarily incorporate prior experience through forecast refinement, reflection, or retrieval, without systematically converting realized outcomes into persistent updates to the joint orchestration policy governing later origins. To exploit this delayed feedback systematically, we introduce TimEvolve, a frozen-backbone time series agent that converts each realized outcome into persistent joint updates of expert trust, agent path selection, and intervention strength. A temporally ordered predict, reveal, and update protocol applies this feedback to subsequent forecasts. Experiments across eight Time-MMD domains show that TimEvolve achieves the best average MSE and MAE ranks among fifteen methods and the lowest errors on both metrics in seven domains. These results demonstrate the value of learning forecasting policies from the futures encountered during deployment.

cs.LG↗

What the "Spotless" Mind Remembers: How Knowledge Entanglement Shapes What Leaks After Unlearning in LLMs

Unlearning in large language models (LLMs) is usually evaluated as whether an "unlearned" fact can be recovered. We instead ask whether a fact's structural entanglement with the rest of a model's knowledge predicts whether it leaks after unlearning, whether this relationship changes systematically, and whether it is causal. Across varied unlearning algorithms (WHP and GA+KL), two domains (both fictional Harry Potter and non-fictional U.S. Senators, 2000-2010), and four models (2.7B-13B parameters), we find that before unlearning, more entangled facts are recalled more often (r = +0.39 to +0.51). WHP weakens this relationship but stays positive (r = +0.16 to +0.33); GA+KL inverts it in every domain and model size (r = -0.14 to -0.25). To our knowledge, this is the first report of this specific reversal in the unlearning literature. To confirm this is causal beyond correlation, we directly manipulate a prompt's entanglement score, holding its content, target model fixed, and show recall moves in the predicted direction and reverses sign under GA+KL in the same direction as the correlational analysis. This manipulation is our central evidence that unlearning acts on the underlying knowledge structure, not just its output. Building on this, we train a predictive model that estimates a prompt's post-unlearning factuality/hallucination profile before unlearning is run, creating a unique way of model auditing in triaging which prompts are likely to leak.

cs.CL↗

Mint-Agent: Introducing Finance-Native Agentic Foundation Models

Financial agents must do more than recall domain knowledge: they must be both reliable, executing precise operations over grounded evidence, and executive, sustaining long-horizon research whose conclusions remain auditable. We present Mint-Agent, a family of finance-native agentic models designed around these two scales of financial intelligence. Mint-Agent is built upon three pillars: data, harness, and algorithm. Our data engine constructs clean, specialized tasks for atomic financial capabilities and long-horizon agentic execution from real-world financial sources. MintHarness enables stable interaction with open-ended environments and maintains auditable evidence trails across extended research trajectories. Our training recipe combines SFT, critical-step OPD, and RLVR to develop separate financial reasoning and agentic execution experts, which are then unified through model merging and multi-teacher on-policy distillation into compact, general-purpose financial agents. This pipeline yields two flagship models, Mint-Cu (9B) and Mint-Ag (27B). Across professional financial benchmarks, our models demonstrate two defining strengths: (1) Reliability: Mint-Ag achieves 98.33% on RFC-Bench, surpassing GPT-5.6-Sol and Claude-Opus-4.8 by 3.66 and 3.00 points; and (2) Executability: Mint-Cu reaches 69.86% on FinSearchComp T2, outperforming Agents-A1-35B and Nex-N2-mini by 22.83 and 12.78 points, while Mint-Ag achieves 76.00% and 60.49% on FinanceAgentBench v1.1 and v2, respectively. These results establish a path toward trustworthy financial intelligence in which domain expertise, long-horizon execution, and auditable evidence are jointly engineered as a unified foundation for frontier agentic models.

cs.CL↗

Into the ORBIT for Time Series: Training Regimes for Foundation Models

Time series foundation models (TSFMs) have advanced primarily through architectural innovation, while training regimes for large-scale heterogeneous corpora remain under-explored. As a result, pre-training distributions are often poorly controlled with respect to domain imbalance, context requirements, prediction horizons, and missingness. We introduce ORBIT (Omni-Range Bootstrap Incremental Training), a training paradigm that makes this distribution explicit and controllable. ORBIT combines Bootstrap Multi-Level Sampling, which controls dataset exposure and samples records, target variables, context windows, and prediction horizons, with Omni-Range Incremental Training, which varies context lengths and prediction horizons throughout a single training stage. Under ORBIT, we train Falcon-2.0, a simple univariate encoder-only Transformer with missingness-aware triple-channel patch tokenization and parallel patch prediction. We further introduce Rank-Guided Cross-Depth Alignment, a training objective that uses late-layer representations as stop-gradient teachers for shallow layers without additional inference cost. Evaluations on GIFT-Eval and fev-bench demonstrate strong zero-shot forecasting performance across diverse domains and frequencies.

cs.LG↗

Visualizing High-Dimensional Graph Embeddings via Informed Multi-View Projections

Graphs are commonly visualized in 2D, where humans readily interpret spatial relationships, yet such layouts often distort higher-dimensional structure. We propose to embed graphs in high-dimensional space and search for informative 2D viewpoints that optimize aesthetic and readability metrics (e.g., edge crossings and angular resolution), enabled by a novel differentiable surrogate for edge crossings. Numerical experiments show that these viewpoints consistently outperform standard 2D layouts, and can even surpass methods explicitly designed to optimize these metrics. We further introduce DataFly, an interactive system for exploring multiple candidate viewpoints through seamless navigation. A usability study demonstrates that our approach reveals structural patterns that remain hidden in conventional 2D visualizations.

cs.LG↗

Multivariate Time Series Forecasting needs Cross Variable Loss

Multivariate time series forecasting presents unique challenges because future variables often co-evolve under shared system dynamics. While existing studies mainly focus on cross-variable dependencies in historical observations, dependencies among future values are much less explored. Specifically, modern forecasting models largely follow the Direct Forecasting (DF) paradigm, generating multi-step forecasts with point-wise objectives that do not explicitly constrain cross-variable structure. In this work, we show that the DF objective is mismatched in the presence of cross-variable and lagged dependencies, revealing an objective gap. To address this issue, we propose \textbf{C}ross-\textbf{V}ariable \textbf{Loss} (CvLoss), a plug-in structural regularizer that constrains forecast residuals on a cross-variable graph. CvLoss penalizes inconsistent edge-wise residual differences over forecast patches, encouraging consistency across both synchronous and asynchronous interactions. Our experiments show that CvLoss consistently improves competitive forecasting models, outperforms representative learning objectives, and is compatible with a variety of forecasting backbones.

cs.LG↗

Sharp Root Anti-Concentration via Projective Incidence and Ordered Root Laws

This paper answers the one-dimensional local root anti-concentration questions posed by Balcan, Pegden, and Sharma in the context of online optimization of piecewise-Lipschitz functions. For a homogeneous feature curve and coefficients whose density relative to the uniform law on a symmetric convex body $K$ is bounded by $A$, we show that the worst-case interval-hitting constant equals $A$ times a section-averaged projective incidence speed. For cube-supported coefficients, this speed is equivalent, up to universal constants, to the projective Lipschitz constant. This yields a sharp, dimension-free characterization and removes the previous $\sqrt N$ loss. For monic degree-$d$ polynomials under arbitrary coefficient laws, we prove that the interval-hitting constant is finite if and only if the ordered real-root laws have bounded densities, with a factor-$d$ comparison that is sharp. Conditional and joint coefficient-space area formulas, together with a two-chart certificate, make this criterion verifiable for dependent and singular coefficient laws. We also give two graph-learning applications that complete the transition-to-regret chain. A cost-sensitive Gaussian-RBF harmonic classifier uses the projective incidence theorem and achieves expected regret $\widetilde O((An^2D e^{BD}/\ell+1)\sqrt T)$. A common-offset polynomial-kernel model uses rigid translation of the ordered roots and achieves $\widetilde O((qn^2κ+1)\sqrt T)$ regret, even when the induced coefficient law is singular in the ambient coefficient space.

cs.LG↗

RMBench: Memory-Dependent Robotic Manipulation Benchmark with Insights into Policy Design

Robotic manipulation policies have made rapid progress in recent years, yet most existing approaches give limited consideration to memory capabilities. Consequently, they struggle to solve tasks that require reasoning over historical observations and maintaining task-relevant information over time, which are common requirements in real-world manipulation scenarios. Although several memory-aware policies have been proposed, systematic evaluation of memory-dependent manipulation remains underexplored, and the relationship between architectural design choices and memory performance is still not well understood. To address this gap, we introduce RMBench, a simulation benchmark comprising 9 manipulation tasks that span multiple levels of memory complexity, enabling systematic evaluation of policy memory capabilities. We further propose Mem-0, a modular manipulation policy with explicit memory components designed to support controlled ablation studies. Through extensive simulation and real-world experiments, we identify memory-related limitations in existing policies and provide empirical insights into how architectural design choices influence memory performance. The website is available at https://rmbench.github.io/.

cs.RO↗

Let Me Look at You: Advanced Facial Expression Modeling for Conversational Speech Synthesis

Conversational Speech Synthesis is a fundamental component of human-computer interaction, aiming to generate contextually appropriate, expressive, and empathetic speech. However, facial expressions encode subtle and rich affective cues that are crucial for empathetic speech interaction, whereas existing approaches often overlook this important modality. In addition, the lack of large-scale natural conversational datasets with both speech and visual modalities also limits the development of visual affect understanding in conversational settings.To address these limitations, we propose FacialTalker, a facial-expression-aware CSS framework built upon a large language model backbone. To efficiently encode facial expressions, we propose AUTokenizer, a single-codebook visual tokenizer that discretizes each frame-level facial expression into a compact token, trained with supervision from combinations of facial Action Units. We further introduce a dual direct preference optimization (DualDPO) strategy, which extends the DPO by jointly imposing preference constraints on both visual and speech token sequences, to enhance the model's understanding of facial expressions and speech semantics in multimodal conversational contexts. Moreover, we construct VSDD-1K, a large-scale multimodal dialogue dataset collected through a fully automated pipeline from real-world Internet conversations, comprising over 1,033 hours of synchronized speaker videos and speech, with more than 85\% of frames containing valid faces. Extensive objective and subjective experiments demonstrate that FacialTalker consistently outperforms strong baselines in facial-expression perception and speech synthesis quality, generating speech that is more natural, expressive, and better aligned with the conversational context. The results also validate the effectiveness of our training strategy and dataset construction pipeline.

cs.HC↗

GF-DiT: Scheduling Parallelism for Diffusion Transformer Serving

Diffusion Transformers (DiTs) have become the dominant architecture for image and video generation, creating growing demand for efficient DiT serving. Existing systems assign each request a fixed parallel configuration throughout its lifetime. However, DiT workloads exhibit substantial heterogeneity across requests, execution stages, and system conditions, making static parallelism inefficient and often leading to poor GPU utilization and degraded service quality. This paper argues that DiT serving should treat GPU parallelism as a first-class schedulable resource. We present GF-DiT, a policy-programmable runtime for elastic DiT serving that dynamically adapts the parallelism of running requests according to workload demands and service objectives. GF-DiT introduces an asynchronous execution abstraction that decomposes requests into independently schedulable trajectory tasks and enables online GPU reallocation. To make elastic parallelism practical, GF-DiT further proposes group-free collectives, a lightweight communication abstraction that supports low-overhead online formation and reconfiguration of arbitrary execution groups. We implement GF-DiT in vLLM-Omni and evaluate it on representative image and video diffusion workloads. Compared with fixed-pipeline execution with static parallelism, GF-DiT improves throughput by up to 6.01$\times$, reduces mean latency by up to 95%, lowers SLO violation rates by up to 90%, and reduces communication-group setup overhead from 778 ms to approximately 60 $μ$s. Our code is available at https://github.com/SJTU-Liquid/GF-DiT.

cs.DC↗

Learning Video Dynamics with Predictive Differentiable Rendering

How to accurately predict a high-fidelity future world? While the visual world is inherently continuous, existing deterministic video prediction models operate in discrete pixel space and are mainly optimized with pixel-wise mean squared error (MSE), which often leads to over-smoothed predictions and a lack of fine-grained visual details. To address these limitations, we propose Predictive Differentiable Rendering (PDR), a novel end-to-end video prediction paradigm that bridges the gap between discrete and continuous representations. Inspired by recent progress in 3D reconstruction with 3D Gaussian Splatting, we introduce PredGS, a lightweight and plug-and-play adapter based on 2D Gaussian representation, which could be seamlessly integrated with existing pixel space predictors, significantly improving spatial detail preservation with negligible computational overhead. Furthermore, we develop predgsplat, a CUDA-accelerated differentiable 2D Gaussian renderer supporting arbitrary channels. Each Gaussian is defined by 5 + C learnable parameters (position, scale, rotation, and C channel amplitudes) and achieves up to 10x faster rendering than the baseline. Optimized by a combined L1 and SSIM loss, PDR overcomes the inherent blurring tendencies of MSE Loss, significantly enhancing the prediction performance. Extensive experiments on diverse real-world benchmarks, including TaxiBJ, WeatherBench, KTH, and Human3.6M, demonstrate that PDR consistently surpasses existing methods, delivering superior detail preservation, visual fidelity, and predictive accuracy.

cs.CV↗

Direct Detection of Leptophobic Dark Matter with Electronic Collective Excitations

Some new-generation dark matter detection experiments are primarily designed to search for the dark matter-electron interactions, but they can also be utilized to probe models in which dark matter couples exclusively to nucleon via the quantum effects. The hadronic loop-induced interactions can directly excite plasmons in semiconductors, thereby providing an additional channel for detecting the leptophobic dark matter. In this work, we investigate plasmon excitations in silicon detectors induced by boosted dark matter and cosmic-ray up-scattering dark matter via the hadronic loop process. By analyzing the available experimental data, we derive new exclusion limits on the leptophobic dark matter-nucleon scattering cross section in the sub-MeV mass range.

hep-ph↗

FinMamba: Market-Aware Graph Enhanced Multi-Level Mamba for Stock Movement Prediction

Recently, combining stock features with inter-stock correlations has become a common and effective approach for stock movement prediction. However, financial data presents significant challenges due to its low signal-to-noise ratio and the dynamic complexity of the market, which give rise to two key limitations in existing methods. First, the relationships between stocks are highly influenced by multifaceted factors including macroeconomic market dynamics, and current models fail to adaptively capture these evolving interactions under specific market conditions. Second, for the accuracy and timeliness required by real-world trading, existing financial data mining methods struggle to extract beneficial pattern-oriented dependencies from long historical data while maintaining high efficiency and low memory consumption. To address the limitations, we propose FinMamba, a Mamba-GNN-based framework for market-aware and multi-level hybrid stock movement prediction. Specifically, we devise a dynamic graph to learn the changing representations of inter-stock relationships by integrating a pruning module that adapts to market trends. Afterward, with a selective mechanism, the multi-level Mamba discards irrelevant information and resets states to skillfully recall historical patterns across multiple time scales with linear time costs, which are then jointly optimized for reliable prediction. Extensive experiments on U.S. and Chinese stock markets demonstrate the effectiveness of our proposed FinMamba, achieving state-of-the-art prediction accuracy and trading profitability, while maintaining low computational complexity. The code is available at https://github.com/TROUBADOUR000/FinMamba.

cs.CE↗

FineCombo-TTS: Collaborative and Precise Controllable Speech Synthesis Using Text Descriptions and Reference Speech

Controllable text-to-speech (TTS) has become a key research focus. However, methods based on either reference speech or text descriptions lack flexibility and precise control, and recent joint approaches remain loosely coupled, with speech modeling timbre and text controlling global style. We propose FineCombo-TTS, a unified framework for speech synthesis grounded in reference speech and guided by text descriptions, enabling flexible and precise control over acoustic attributes. Instead of explicit attribute disentanglement, we learn a unified acoustic representation and introduce a Conditional Flow Matching (CFM)-based Speech Variance Predictor to model fine-grained reference-to-target transformations guided by text descriptions. To support relative attribute control, we construct FineEdit, a structured paired dataset that explicitly encodes source-to-target attribute variations. Experiments demonstrate that our approach achieves flexible, precise, and expressive controllable TTS.

cs.SD↗

Learning the Context of Errors: Black-Box Online Adaptation of Time Series Foundation Models

The rapid evolution of Time Series Foundation Models (TSFMs) has advanced zero-shot forecasting across diverse domains. Inspired by the current form of Large Language Models, future TSFMs may be offered as commercialized, closed-source API services. However, many existing online adaptation methods still rely on white-box access for parameter fine-tuning or gradient backpropagation. This paradigm mismatch raises a question: In black-box online adaptation for TSFMs, what should we learn? We answer this with an insight: the predictive errors of the base model are conditioned on both the input and output of the base model (i.e., the context of errors). To validate this insight, we propose ORCA (Online Residual Contextual Adaptation). We conduct extensive experiments across 5 state-of-the-art TSFMs and 8 datasets to demonstrate the effectiveness of our approach. Furthermore, through ablation studies, we quantitatively analyze the impact of different adapter learning hypotheses on the final adaptation performance in black-box online adaptation. Code available at https://github.com/Fifthky/ORCA.

cs.LG↗

Existence Precedes Value: Joint Modeling of Observational Existence and Evolving States in Time Series Forecasting

Real-world time series are often highly incomplete and irregular due to sensor dormancy, transmission delays, and event-driven sampling, making reliable forecasting fundamentally challenging. Existing methods have evolved from impute-then-forecast pipelines to continuous-time models such as Neural ODEs and continuous-time graph networks. While these approaches improve the modeling of historical irregularity, they still rely on an implicit oracle assumption at inference time: the timestamps of future valid observations are presumed to be known in advance. This assumption limits practical relevance, since in many real systems the more fundamental question is not only what the future value will be, but also whether a valid observation will occur at all. In this paper, we propose Timeflies, a unified framework that reformulates forecasting as a joint problem of future observability inference and value estimation. To explicitly model the interaction between observation dynamics and state evolution, Timeflies adopts an observation stream and a value stream, coupled through three dedicated modules for reliability-aware embedding, observation-guided dependency modeling, and joint prediction. We further construct Shadow, a benchmark that combines natural missingness from public datasets with real-world industrial data, and introduce the Observation-Value Joint Entropy (OVJE) metric to comprehensively evaluate this coupled predictability. Extensive experiments show that Timeflies consistently outperforms existing methods, highlighting the importance of explicitly modeling future observability in time series forecasting with missing values. Code and dataset are available in https://github.com/ant-intl/Timeflies.

cs.LG↗

Falcon-X: A Time Series Foundation Model for Heterogeneous Multivariate Modeling

Time series foundation models (TSFMs) are transforming the forecasting paradigm through large-scale cross-domain pretraining. However, most existing TSFMs remain univariate, and recent efforts to enable cross-variate modeling still operate directly within the raw variate space. This design introduces fundamental limitations in semantic alignment and relational expressivity. Specifically, raw-space group mixing lacks a dedicated mechanism to align heterogeneous physical quantities, while standard non-negative attention fails to capture the complex synergistic and antagonistic interactions ubiquitous in real-world systems. To address these challenges, we propose Falcon-X, decouples variates from the raw space and maps them into a unified latent prototype space. Falcon-X employs a Unified Prototype Diff-Attention mechanism that explicitly evaluates both positive and negative semantic affinities to explicitly align heterogeneous variates. Cross-variate interactions are then efficiently performed within this shared space via Latent Entity Attention, naturally facilitating zero-shot structural transfer. Finally, a Variate Reassembly Router robustly reconstructs variate-specific trajectories via a request-and-dispatch mechanism. Extensive evaluations on the GIFT-Eval and fev-bench benchmarks demonstrate that Falcon-X achieves excellent forecasting performance, offering a principled and scalable paradigm for complex multivariate environments. Falcon-X is publicly released to support future research.

cs.LG↗

Forecasting as Rendering: A 2D Gaussian Splatting Framework for Time Series Forecasting

Time series forecasting remains a challenging problem due to the intricate entanglement of intra-period fluctuations and inter-period trends. While recent advances have attempted to reshape 1D sequences into 2D period-phase representations, they suffer from two principal limitations. Firstly, treating reshaped tensors as static images results in a topological mismatch, as standard spatial operators sever chronological continuity at grid boundaries. Secondly, relying on uniform fixed-size representations allocates modeling capacity inefficiently and fails to provide the adaptive resolution required for compressible, non-stationary temporal patterns. To address these limitations, we introduce TimeGS, a novel framework that fundamentally shifts the forecasting paradigm from regression to 2D generative rendering. By reconceptualizing the future sequence as a latent 2D temporal surface, TimeGS utilizes the inherent anisotropy of Gaussian kernels to adaptively model complex variations with flexible geometric alignment. To realize this, we introduce a Multi-Basis Gaussian Kernel Generation (MB-GKG) block that synthesizes kernels from a fixed dictionary to stabilize optimization, and a Multi-Period Chronologically Continuous Rasterization (MP-CCR) block that enforces strict temporal continuity across periodic boundaries. Comprehensive experiments on standard benchmark datasets demonstrate that TimeGS attains state-of-the-art or competitive performance. The code is at https://github.com/yixinwang1/TimeGS.

cs.LG↗