Shuozhe Li
Publications
Learning Robust Reasoning through Guided Adversarial Self-Play
Reinforcement learning from verifiable rewards (RLVR) produces strong reasoning models, yet they can fail catastrophically when the conditioning context is fallible (e.g., corrupted chain-of-thought, misleading partial solutions, or mild input perturbations), since standard RLVR optimizes final-answer correctness only under clean conditioning. We introduce GASP (Guided Adversarial Self-Play), a robustification method that explicitly trains detect-and-repair capabilities using only outcome verification. Without human labels or external teachers, GASP forms an adversarial self-play game within a single model: a polluter learns to induce failure via locally coherent corruptions, while an agent learns to diagnose and recover under the same corrupted conditioning. To address the scarcity of successful recoveries early in training, we propose in-distribution repair guidance, an imitation term on self-generated repairs that increases recovery probability while preserving previously acquired capabilities. Across four open-weight models (1.5B--8B), GASP transforms strong-but-brittle reasoners into robust ones that withstand misleading and perturbed context while often improving clean accuracy. Further analysis shows that adversarial corruptions induce an effective curriculum, and in-distribution guidance enables rapid recovery learning with minimal representational drift.
CARE-RFT: Confidence-Anchored Reinforcement Finetuning for Reliable Reasoning in Large Language Models
Reinforcement finetuning (RFT) has emerged as a powerful paradigm for unlocking reasoning capabilities in large language models. However, we identify a critical trade-off: while unconstrained RFT achieves strong reasoning performance, it severely compromises model trustworthiness by amplifying hallucination and worsening calibration; conversely, RKL-constrained RFT preserves trustworthiness but limits reasoning gains due to its unbounded penalty on exploratory deviations. To resolve this tension, we introduce CARE-RFT (Confidence-Anchored Regularized Reinforcement Finetuning), a novel method that replaces standard reverse KL regularization with a skew reverse KL divergence. CARE-RFT provides a confidence-sensitive penalty: it is bounded for confident, consistently rewarded explorations to enable reasoning, while unbounded elsewhere to preserve calibration. Extensive experiments across multiple model scales and RFT algorithms show that CARE-RFT achieves a superior balance, matching the reasoning performance of unconstrained RFT while recovering the trustworthiness and calibration of the base model. Our work establishes that careful, confidence-aware regularization is key to building both capable and trustworthy reasoning models.
A Learnable Wavelet Transformer for Long-Short Equity Trading and Risk-Adjusted Return Optimization
Learning profitable intraday trading policies from financial time series is challenging due to heavy noise, non-stationarity, and strong cross-sectional dependence among related assets. We propose \emph{WaveLSFormer}, a learnable wavelet-based long-short Transformer that jointly performs multi-scale decomposition and return-oriented decision learning. Unlike standard time-series forecasting that optimizes prediction error and typically requires a separate position-sizing or portfolio-construction step, our model directly outputs a market-neutral long/short portfolio and is trained end-to-end on a trading objective with risk-aware regularization. Specifically, a learnable wavelet front-end generates low-/high-frequency components via an end-to-end trained filter bank, guided by spectral regularizers that encourage stable and well-separated frequency bands. To fuse multi-scale information, we introduce a low-guided high-frequency injection (LGHI) module that refines low-frequency representations with high-frequency cues while controlling training stability. The model outputs a portfolio of long/short positions that is rescaled to satisfy a fixed risk budget and is optimized directly with a trading objective and risk-aware regularization. Extensive experiments on five years of hourly data across six industry groups, evaluated over ten random seeds, demonstrate that WaveLSFormer consistently outperforms MLP, LSTM and Transformer backbones, with and without fixed discrete wavelet front-ends. On average in all industries, WaveLSFormer achieves a cumulative overall strategy return of $0.607 \pm 0.045$ and a Sharpe ratio of $2.157 \pm 0.166$, substantially improving both profitability and risk-adjusted returns over the strongest baselines.