B

Bo An

Total Citations
5
h-index
1
Papers
4

Publications

#1 2602.18724v1 Feb 21, 2026

Task-Aware Exploration via a Predictive Bisimulation Metric

Accelerating exploration in visual reinforcement learning under sparse rewards remains challenging due to the substantial task-irrelevant variations. Despite advances in intrinsic exploration, many methods either assume access to low-dimensional states or lack task-aware exploration strategies, thereby rendering them fragile in visual domains. To bridge this gap, we present TEB, a Task-aware Exploration approach that tightly couples task-relevant representations with exploration through a predictive Bisimulation metric. Specifically, TEB leverages the metric not only to learn behaviorally grounded task representations but also to measure behaviorally intrinsic novelty over the learned latent space. To realize this, we first theoretically mitigate the representation collapse of degenerate bisimulation metrics under sparse rewards by internally introducing a simple but effective predicted reward differential. Building on this robust metric, we design potential-based exploration bonuses, which measure the relative novelty of adjacent observations over the latent space. Extensive experiments on MetaWorld and Maze2D show that TEB achieves superior exploration ability and outperforms recent baselines.

Bo An D. Liang Ruihan Liu Lipeng Wan Yunlong Liu
0 Citations
#2 2602.10609v1 Feb 11, 2026

Online Causal Kalman Filtering for Stable and Effective Policy Optimization

Reinforcement learning for large language models suffers from high-variance token-level importance sampling (IS) ratios, which would destabilize policy optimization at scale. To improve stability, recent methods typically use a fixed sequence-level IS ratio for all tokens in a sequence or adjust each token's IS ratio separately, thereby neglecting temporal off-policy derivation across tokens in a sequence. In this paper, we first empirically identify that local off-policy deviation is structurally inconsistent at the token level, which may distort policy-gradient updates across adjacent tokens and lead to training collapse. To address the issue, we propose Online Causal Kalman Filtering for stable and effective Policy Optimization (KPO). Concretely, we model the desired IS ratio as a latent state that evolves across tokens and apply a Kalman filter to update this state online and autoregressively based on the states of past tokens, regardless of future tokens. The resulting filtered IS ratios preserve token-wise local structure-aware variation while strongly smoothing noise spikes, yielding more stable and effective policy updates. Experimentally, KPO achieves superior results on challenging math reasoning datasets compared with state-of-the-art counterparts.

Lang Feng Shuo He Xin Cheng Lei Feng Bo An
0 Citations
#3 2602.18481v1 Feb 10, 2026

AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models

The rapid advancement of Large Language Models (LLMs) has led to a surge of financial benchmarks, evolving from static knowledge tests to interactive trading simulations. However, current evaluations of real-time trading performance overlook a critical failure mode: severe behavioral instability in sequential decision-making under uncertainty. We empirically show that LLM-based trading agents exhibit extreme run-to-run variance, inconsistent action sequences even under deterministic decoding, and irrational action flipping across adjacent time steps. These issues stem from stateless autoregressive architectures lacking persistent action memory, as well as sensitivity to continuous-to-discrete action mappings in portfolio allocation. As a result, many existing financial trading benchmarks produce unreliable, non-reproducible, and uninformative evaluations. To address these limitations, we propose AlphaForgeBench, a principled framework that reframes LLMs as quantitative researchers rather than execution agents. Instead of emitting trading actions, LLMs generate executable alpha factors and factor-based strategies grounded in financial reasoning. This design decouples reasoning from execution, enabling fully deterministic and reproducible evaluation while aligning with real-world quantitative research workflows. Experiments across multiple state-of-the-art LLMs show that AlphaForgeBench eliminates execution-induced instability and provides a rigorous benchmark for assessing financial reasoning, strategy formulation, and alpha discovery.

Yilei Zhao Bo An Wentao Zhang Jincheng Gao Jieshun You +3
0 Citations
#4 2601.04786v2 Jan 08, 2026

AgentOCR: Reimagining Agent History via Optical Self-Compression

Recent advances in large language models (LLMs) enable agentic systems trained with reinforcement learning (RL) over multi-turn interaction trajectories, but practical deployment is bottlenecked by rapidly growing textual histories that inflate token budgets and memory usage. We introduce AgentOCR, a framework that exploits the superior information density of visual tokens by representing the accumulated observation-action history as a compact rendered image. To make multi-turn rollouts scalable, AgentOCR proposes segment optical caching. By decomposing history into hashable segments and maintaining a visual cache, this mechanism eliminates redundant re-rendering. Beyond fixed rendering, AgentOCR introduces agentic self-compression, where the agent actively emits a compression rate and is trained with compression-aware reward to adaptively balance task success and token efficiency. We conduct extensive experiments on challenging agentic benchmarks, ALFWorld and search-based QA. Remarkably, results demonstrate that AgentOCR preserves over 95\% of text-based agent performance while substantially reducing token consumption (>50\%), yielding consistent token and memory efficiency. Our further analysis validates a 20x rendering speedup from segment optical caching and the effective strategic balancing of self-compression.

Zhenglin Wan Lang Feng Fuchao Yang Bo An Feng Chen +3
5 Citations