Hualei Zhang
Publications
OPTD: On-Policy Transition Distillation with Consistency-Guided Adaptive Compression for Few-Step Diffusion Language Models
Diffusion language models (dLLMs) can predict many tokens in parallel, but accurate generation still requires many iterative denoising steps. Few-step distillation accelerates decoding by compressing multiple teacher steps into a single student transition. However, existing methods construct supervision on off-policy trajectories. At inference, the student's early parallel commitments alter the context of later predictions, so the states it actually visits drift away from the supervised ones--precisely when step compression is most aggressive. On-policy distillation is a natural remedy for this mismatch, but it leaves open how far each transition should advance: matching only the teacher's next action limits compression, while indiscriminately merging future actions can violate intermediate dependencies. To address this limitation, we propose OPTD, On-Policy Transition Distillation with consistency-guided adaptive compression. It samples partial states from the few-step student's own trajectories, uses a frozen, question-only teacher to identify outcome-aligned future candidates, and orders them by current-state confidence. The method then selects the longest prefix whose joint commitment preserves the teacher's rollout outcome. A set-bottleneck objective promotes every verified future candidate to the decoder's release threshold, while a frozen-teacher KL anchor regularizes all other active positions. Neither target construction nor training uses a gold response. Across four mathematical reasoning and code-generation benchmarks, OPTD consistently improves the quality--efficiency trade-off and attains the strongest overall quality-constrained AUP among the evaluated few-step baselines.
Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations
The financial market is a typical low signal-to-noise ratio (SNR) setting, which often destabilizes off-policy maximum-entropy methods like Soft Actor-Critic (SAC). Specifically, noisy state representations may produce unreliable Q-value estimates, and bootstrapping amplifies these errors, forming a failure mode we call the "Financial Entropy Trap". In this paper, we propose FPQC-SAC, an efficient and plug-and-play SAC variant that places a compact and bounded Parameterized Quantum Circuit (PQC) before the actor and critic networks to constrain feature propagation at the representation level, rather than filtering raw inputs or regularizing Q-values after bootstrapping. Notably, FPQC-SAC reduces the impact of extreme market fluctuations on Bellman target estimation, while trainable quantum entanglement preserves flexible cross-asset interactions. Empirical evaluations on real-world portfolio management tasks demonstrate that FPQC-SAC substantially enhances out-of-sample stability and cumulative returns by achieving a 66.89% relative gain in cumulative return over standard unconstrained SAC and outperforms the best continuous-control deep reinforcement learning baseline by approximately 27%. Open-source code is available at https://github.com/ZeyuLIU-UST/FPQC-SAC-main.