arXiv AI
Oct 2

Finetuning with Sampling: SFT Learns Better Than You Think

The paper introduces a Markov chain Monte Carlo (MCMC) sampling algorithm that transforms off‑policy traces into more on‑policy data for supervised finetuning (SFT). By tailoring the data distribution rather than changing the learning objective, the method allows SFT to match or surpass traditional post‑training techniques such as reinforcement learning across tasks like scientific skill acquisition, mathematical reasoning, and open‑ended expertise. The resulting models generalize better, forget less, and exhibit strong distributional performance, demonstrating that sampling can serve as a model‑native operator for broader post‑training applications.

By Aayush Karan, Sitan Chen, Yilun Du