arXiv AI

Detecting Perspective Shifts in Multi-agent Systems

arXiv:2512. 05013v2 Announce Type: replace Abstract: Generative models augmented with external tools and update mechanisms (or \textit{agents}) have demonstrated capabilities beyond intelligent prompting of base models.

arXiv AI
Jun 16

LatentGym: A Testbed For Cross-Task Experiential Learning With Controllable Latent Structure

arXiv:2606. 15306v1 Announce Type: cross Abstract: We envision continually learning agentic systems that become more useful over time: as they encounter sequences of related tasks, they should infer the hidden structure shared across those tasks and use it to improve future decisions.

By Daksh Mittal, Tommaso Castellani, Thomson Yen, Naimeng Ye, Fangyu Wu, Minghui Chen, Tiffany Cai, Emmanouil Koukoumidis, William Zeng, Hongseok Namkoong
Hugging Face Trending Papers
1d ago

EvoTS-Agent: A Self-Evolving LLM Agent for Financial Time Series Change Point Detection

Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs consistently across assets and market regimes. Conventional workflows consequently depend heavily on expert-driven model selection, feature design, and hyperparameter tuning, limiting their scalability and adaptability.

Hugging Face Trending Papers
Jul 13

DeepBias: Adaptive In-depth Probing of Social Biases in LVLMs

While Large Vision-Language Models (LVLMs) demonstrate remarkable capabilities, they remain highly susceptible to embedded social biases. Existing bias evaluation protocols predominantly rely on static datasets, which provide only a superficial assessment, as their fixed test cases cannot adaptively evolve to measure the true depth and limits of model vulnerabilities.

arXiv AI
Jul 2

Can Agents Generalize to the Open World? Unveiling the Fragility of Static Training in Tool Use

arXiv:2607. 01084v1 Announce Type: new Abstract: While Large Language Model (LLM) agents demonstrate proficiency in static benchmarks, their deployment in real-world scenarios is hindered by the dynamic nature of user queries, tool sets, and interaction dynamics.

By Song-Lin Lv, Weiming Wu, Rui Zhu, Zi-Jian Cheng, Lan-Zhe Guo
arXiv AI
22h ago

EvoTS-Agent: A Self-Evolving LLM Agent for Financial Time Series Change Point Detection

arXiv:2608. 17933v1 Announce Type: new Abstract: Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs consistently across assets and market regimes.

By Lei Jiang, Ye Wei, Xinyu Xi, Jordan Langham-Lopez, Yifan Bao, Raad Khraishi, Yihao Ang, Anthony K. H. Tung, Lukasz Szpruch, Hao Ni