RNN
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CBANet: A Compact Attention-Based CNN-BiLSTM Network for Aggressive Driving Event Detection
2026-05-22 10:30:28Hanadi Alhamdan, Ghadah Alosaimi, Amir Atapour-Abarghouei, Farshad ArvinAbstract
Aggressive driving is a major cause of traffic accidents and poses a serious threat to road safety. Although deep learning methods have shown promising results in detecting risky driving behaviours from vehicle sensor data, their performance in real-world conditions is often limited by severe data imbalance, large variability between drivers, and the lack of physically interpretable vehicle dynamics representations. In this paper, we propose an enhanced deep learning framework for aggressive driving detection using multivariate vehicle dynamics signals. Instead of relying solely on raw measurements, the proposed approach constructs engineered dynamic features that capture steering, acceleration, and braking behaviour. To address the extreme rarity of aggressive events in naturalistic driving data, we introduce a stable training strategy that combines controlled SMOTE-based oversampling with a class-weighted loss formulation, and evaluates focal loss variants for imbalance handling. Furthermore, a safety-oriented decision strategy based on class-specific threshold calibration is adopted to better reflect the asymmetric risks of missed detections and false alarms in real-world applications. The proposed framework is evaluated on a newly collected naturalistic driving dataset. Extensive experiments show that the proposed method consistently outperforms standard deep learning baselines with significant improvements in minority-class recall and safety-critical F-score metrics while maintaining practical computational efficiency. Code: \url {this https URL}
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https://arxiv.org/abs/2605.23471
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When to Communicate: Belief Distributions and KL Divergence for Principled Gating in Multi-Agent RL
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Effective communication in multi-agent reinforcement learning requires agents to decide not only \textit{what} to communicate, but when? Existing approaches either communicate at every timestep or learn a binary gate through REINFORCE policy gradients \cite{singh2019}, a high-variance signal that produces unstable and uninterpretable gating behavior. I propose a principled alternative: agents communicate only when the KL divergence between their learned belief distributions exceeds a fixed threshold. Each agent maintains a belief distribution over a latent world state computed as a softmax over its LSTM hidden state, and communicates only when belief disagreement is large enough to justify information exchange. I evaluate this approach on the Predator-Prey benchmark from IC3Net \cite{singh2019} across two environment sizes with 5 seeds each, and on MPE simple\_spread \cite{lowe2017}, comparing against IC3Net, CommNet, and an independent controller. On PP 10$\times$10, IC3Net outperforms KL-belief at all thresholds. On the harder PP 20$\times$20, a threshold ablation over $\varepsilon \in \{0.1, 0.3, 0.5, 1.0\}$ reveals an inverted U-shape: $\varepsilon=0.5$ achieves 73.84 average steps and 42\% success rate versus IC3Net's 75.31 steps and 31\%, a gap of 1.47 steps and 11 percentage points with tighter seed variance. On MPE, the belief head improves mean reward by 12 points and reduces variance by 26$\times$ even when gating is inactive, suggesting two orthogonal contributions: principled gating when beliefs can converge, and improved latent representations that benefit coordination regardless.
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https://arxiv.org/abs/2608.14559
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CLSP-REQA: A Real-Time Quality-Aware Closed-Loop Seizure Prediction Framework with Mamba-BiLSTM and Confidence-Gated Intervention
2026-05-21 16:44:40Mufeng Chen, Qi Wu, Bingchao Huang, Xiwen Lai, Zekai Chen, Xinge Ouyang, Quansheng RenAbstract
Reliable seizure prediction is a prerequisite for closed-loop neurostimulation therapy, yet existing methods rarely account for the variability in EEG signal quality encountered in real-world deployment, and the overwhelming majority adopt non-strict evaluation protocols that overestimate generalisation performance. We propose CLSP-REQA (Closed-Loop Seizure Prediction with Real-time EEG Quality Assessment), a unified framework that embeds a lightweight signal quality estimator directly within the prediction pipeline. A Real-time EEG Quality Assessment (REQA) module runs in parallel with a Mamba-BiLSTM backbone, producing a scalar quality score q in [0,1] that modulates output confidence through a tiered non-linear fusion function (ECLO). Under strict cross-patient evaluation on the CHB-MIT Scalp EEG Database (n = 23 subjects, 198 seizures), CLSP-REQA achieves an AUC-ROC of 0.7426 +- 0.0199, outperforming the unadapted cross-patient baseline of 0.69 reported by Jemal et al., using only 16 EEG channels compared to 23 in prior work, and without requiring any target-patient data or domain adaptation. On the SIENA Scalp EEG Database (n = 14 subjects, 47 seizures), CLSP-REQA achieves AUC 0.7012 +- 0.0249, substantially surpassing the best domain-adapted cross-patient result of 0.61 on the same dataset, demonstrating strong cross-dataset generalisation. The framework outputs a structured four-tuple (p, q, c, Phi_SHAP) directly compatible with closed-loop neurostimulator interfaces.
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https://arxiv.org/abs/2606.00074
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From TF-IDF to Transformers: A Comparative and Ensemble Approach to Sentiment Classification
2026-05-21 05:00:12Dip Biswas Shanto, Mitali Yadav, Prajwal Panth, Suresh Chandra SatapathyAbstract
Sentiment analysis, also referred to as opinion mining, primarily tries to extract opinion from any text-based data. In the context of movie reviews and critics, sentimental analysis can be a helpful tool to predict whether a movie review is generally positive or negative. It can be difficult for the ML models to understand the context or metaphysical sentiment accurately, as ML models rely largely on statistical word representations. The objective of this paper is to examine and categorise movie reviews into positive and negative sentiments. Diverse machine learning models are considered in doing so, and Natural Language Processing (NLP) methodologies are employed for data preprocessing and model assessment. The IMDb dataset is used. Specifically, Naive Bayes, Logistic Regression, Support Vector Machines (SVM), LightGBM, LSTM, and transformer-based models such as RoBERTa and DistilBERT were evaluated. After a lot of testing with accuracy, precision, recall, F1-score, and ROC-AUC, RoBERTa performed better than all the other models, with an accuracy of 93.02%. A soft voting ensemble that combined all the models also improved classification performance, showing that model ensembling works well for sentiment analysis.
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URL
https://arxiv.org/abs/2605.22003
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Auction-Consensus Algorithm with Learned Bidding Scheme for Multi-Robot Systems
2026-05-21 03:00:47Jose Rodriguez, Constantine Tarawneh, Sven Koenig, Wenjie Dong, Qi LuAbstract
Multi-Robot Task Allocation (MRTA) is a central challenge in decentralized multi-agent systems, where teams of robots must cooperatively assign and execute tasks under limited communication while optimizing global performance objectives. Auction-consensus algorithms, such as the Consensus-Based Bundle Algorithm (CBBA), provide scalable decentralized coordination with provable convergence, but rely on hand-crafted greedy scoring functions that often lead to suboptimal task allocations. This paper proposes a learning-enhanced auction-consensus framework in which CBBA's deterministic bidding mechanism is replaced by a neural bidding policy trained using reinforcement learning. Under a centralized training and decentralized execution paradigm, agents learn to compute task bids from partial local observations while retaining the standard auction and consensus phases for decentralized coordination. The learned bidding policy is trained using Proximal Policy Optimization with rewards shaped by proximity to globally optimal solutions obtained via mixed-integer linear programming. Multiple neural architectures are evaluated, including a Neural Additive Model, the Long Short-Term Memory (LSTM) model, and the Set Transformer Model. Experimental results across varying swarm sizes demonstrate that learned bidding policies can improve solution quality over classical CBBA while preserving decentralized execution. The proposed approach highlights the effectiveness of integrating reinforcement learning with classical distributed coordination algorithms, offering a scalable pathway toward higher-quality decentralized multi-robot task allocation.
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https://arxiv.org/abs/2605.21932
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Sutra: Tensor-Op RNNs as a Compilation Target for Vector Symbolic Architectures
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Sutra is a typed, purely functional programming language whose compiled forward pass is a PyTorch neural network. The compiler beta-reduces the whole program -- primitives, control flow, string I/O -- to one fused tensor-op graph over a frozen embedding substrate. Rotation binding, unbind, bundle, polynomial Kleene three-valued logic, and tail-recursive loops all lower to tensor operations; the Kleene connectives are Lagrange-interpolated polynomials exact on the {-1, 0, +1} truth grid. Validation is one fact tested two ways. (1) The same program runs on four frozen embeddings spanning two modalities -- three text encoders (nomic-embed-text, all-minilm, mxbai-embed-large) and one protein language model (ESM-2) -- and decodes bundles at 100% accuracy through width k=8 on every substrate, where the textbook Hadamard product has already collapsed (2.5% on mxbai-embed-large, 7.5% on all-minilm). (2) PyTorch autograd flows through the actually compiled graph: a fuzzy-rule classifier written in .su trains from random init (18.7 +/- 9.5%; chance = 20%, five classes) to 100.0 +/- 0.0% (three seeds) by backpropagating through the emitted graph, the symbolic source unmodified. A weighted variant additionally trains a scalar cosine gain and writes it back into the .su source as a numeric literal; recompiling reproduces the trained behaviour to ~2e-7 per logit, so the trained model is itself legible, recompilable code. The same artifact is therefore both a logic program and a trainable neural network.
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https://arxiv.org/abs/2605.20919
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Graph Autoencoder for Process Monitoring
2026-05-20 06:06:28Xiangrui ZhangAbstract
To improve the reliability and interpretability of industrial process monitoring, this article proposes a Causal Graph Spatial-Temporal Autoencoder (CGSTAE). The network architecture of CGSTAE combines two components: a correlation graph structure learning module based on spatial self-attention mechanism (SSAM) and a spatial-temporal encoder-decoder module utilizing graph convolutional long-short term memory (GCLSTM). The SSAM learns correlation graphs by capturing dynamic relationships between variables, while a novel three-step causal graph structure learning algorithm is introduced to derive a causal graph from these correlation graphs. The algorithm leverages a reverse perspective of causal invariance principle to uncover the invariant causal graph from varying correlations. The spatial-temporal encoder-decoder, built with GCLSTM units, reconstructs time-series process data within a sequence-to-sequence framework. The proposed CGSTAE enables effective process monitoring and fault detection through two statistics in the feature space and residual space. Finally, we validate the effectiveness of CGSTAE in process monitoring through the Tennessee Eastman process and a real-world air separation process.
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https://arxiv.org/abs/2602.03004
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SpineContextResUNet: A Computationally Efficient Residual UNet for Spine CT Segmentation
2026-05-20 06:00:23K S Nithurshen, Saurabh J. ShigwanAbstract
Automated segmentation of the vertebral column in Computed Tomography (CT) scans is a prerequisite for pathological assessment and surgical planning. However, state-of-the-art methods, particularly those based on Transformers or large-scale ensembles, demand substantial GPU resources, creating a barrier for clinical adoption in resource-constrained environments or on edge devices. To address this, we introduce SpineContextResUNet, a computationally efficient 3D Residual U-Net designed for rapid spinal localization. Our architecture integrates a lightweight Context Block that employs parallel multi-dilated convolutions to capture long-range anatomical dependencies without the high latency of Recurrent Neural Networks (RNNs) or the memory overhead of Self-Attention mechanisms. Extensive validation on two public benchmarks, VerSe2020 and CTSpine1K, demonstrates that our model achieves a Dice score of 88.17% and 88.13% respectively. To evaluate performance under strict hardware constraints, we compared our model against a bottlenecked SwinUNETR scaled to match our ~1.7M hardware footprint. While the constrained Transformer suffers severe performance degradation due to a lack of spatial inductive biases in a limited-data regime, our CNN-based approach successfully maintains high accuracy. Crucially, heavy baselines like TotalSegmentator fail due to memory exhaustion on commodity hardware (Intel Core i5, 8GB RAM), our model performs robust inference, making it a viable solution for point-of-care diagnostics and deployment on edge platforms like the Nvidia Jetson Orin Nano.
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https://arxiv.org/abs/2605.20760
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Weight Decay Regimes in Grokking Transformers: Cheap Online Diagnostics
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Transformers trained on modular arithmetic exhibit sharp transitions between memorization, generalization, and collapse. We show that weight decay acts as a scalar empirical control parameter for these regimes, and introduce two cheap online diagnostics, mean pairwise attention-head cosine similarity and entropy standard deviation, that track training dynamics from attention activations alone and complement loss-landscape diagnostics at lower compute cost. Across eleven experimental conditions and three model scales (0.82M to 85M parameters), the weight-decay axis separates memorization, developmental grokking, and collapse. A near-transition logistic fit localizes the memorization-to-developmental boundary at $\lambda_c=0.0158$ (95% CI [0.0109, 0.0200], N=210); a power-law fit gives an empirical exponent $\nu=0.757$ (CI [0.725, 0.799]). Reference exponents $\nu=1/2$ and 3D Ising $\nu \approx 0.63$ lie outside this empirical CI under our four-bin grid, so we report $\nu$ as empirical and defer universality-class identification to denser finite-size-scaling work. A horizon-matched multi-task replication (n=280, four modular operations) preserves the weight-decay control pattern; a paired attention-head re-initialization experiment at $\lambda=0.05$ changes Phase-2 amplitude (Cohen's $d=-1.190$, n=10, $p_t=4.5 \times 10^{-3}$), while matched weight-norm clipping does not. Three cross-architecture probes (4L MLP, 4L LSTM, and 4L Mamba; each n=70) replicate the weight-decay-controlled transition with architecture-specific $\lambda_c$ values. Main diagnostic claims are scoped to modular arithmetic in small transformer attention models; the non-attention experiments are scope probes, and architecture-wide, language-model, and universality-class claims are out of scope.
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URL
https://arxiv.org/abs/2605.20441
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Synchronization and Turn-Taking in Full-Duplex Speech Dialogue Models
2026-05-19 18:11:03Pablo Riera, Pablo Brusco, Cristina Kuo, Marcelo Sancinetti, S. R. K. BranavanAbstract
Full-duplex spoken dialogue models (SDMs) can listen and speak simultaneously, enabling interaction dynamics closer to human conversation than turn-based systems. Inspired by neural coupling in human communication, we study how such models coordinate their internal representations during interaction. We simulate full-duplex dialogues between two instances of the pretrained \textit{Moshi} model under controlled conditions, manipulating channel noise and decoding bias. Synchronization is measured using Centered Kernel Alignment (CKA) across temporal lags, while anticipatory turn-taking cues are probed from delayed internal activations using causal LSTM models, from both speaker and listener perspectives. We find strong representational synchronization under no noise conditions, peaking near zero lag and degrading with noise, and we show that internal states encode anticipatory information that supports turn-taking prediction ahead of time.
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https://arxiv.org/abs/2605.20356
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CogScale: Scalable Benchmark for Sequence Processing
2026-05-19 12:32:52Yannis Bendi-Ouis (Mnemosyne), Romain de Coudenhove (ENS-PSL), Xavier Hinaut (Mnemosyne)Abstract
The ability to maintain and manipulate information over time is a fundamental aspect of living beings and Artificial Intelligence. While modern models have achieved remarkable success in tasks like natural language processing, evaluating the capacity of novel architectures to process sequential information remains computationally expensive and time-consuming. Testing a new architecture often requires scaling up to massive datasets and models, leading to vast computational costs and slow iteration cycles. In this paper, we propose CogScale, a benchmark of 14 scalable synthetic tasks designed to isolate and evaluate specific cognitive and memory abilities at different parametrizable scales. By providing a standardized, lightweight framework, CogScale allows researchers to rapidly validate architectural innovations before committing to large-scale training. To establish a solid baseline, we evaluate seven distinct architectures: Gated Recurrent Unit (GRU), Long Short-Term Memory (LSTM), xLSTM, Echo State Network (ESN), Mamba, Transformer Decoder, and Transformer Encoder-Decoder. These evaluations are conducted under strict parameter budgets (1k, 10k, and 100k) and across different difficulty levels and scales. Our results show that while classical RNNs and Echo State Networks excel at basic retention within strict parameter budgets, only attention mechanisms and modern state-space models consistently maintain high performance as reasoning complexity and task difficulty scale.
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https://arxiv.org/abs/2605.19758
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Learning-Accelerated Optimization-based Trajectory Planning for Cooperative Aerial-Ground Handover Missions
2026-05-19 09:07:59Jingshan Chen, Bochen Yu, Henrik Ebel, Peter EberhardAbstract
This paper presents a learning-augmented trajectory planning framework for cooperative unmanned aerial vehicle (UAV) and unmanned ground vehicle (UGV) handover missions. While centralized trajectory optimization ensures dynamic feasibility and task optimality, its high computational cost limits real-time applicability. We propose a neural surrogate planner utilizing decoupled encoder-decoder long short-term memory (LSTM) networks to generate coordinated handover trajectory predictions from the task specifications. These predictions serve as informed warm starts for the downstream centralized optimizer, thereby accelerating convergence to dynamically feasible solutions. Benchmark evaluations demonstrate that the learning-augmented planning framework achieves more than a threefold speedup and 100% optimization success rate compared to cold start optimization. The results indicate that combining data-driven inference with model-based refinement enables fast and reliable trajectory generation for heterogeneous multi-robot systems.
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URL
https://arxiv.org/abs/2605.19562
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Remote sensing data imputation using deep learning for multispectral imagery
2026-05-19 05:31:09Shuang Liua, Fiona Johnson, Rohitash ChandraAbstract
Remote sensing techniques have been increasingly utilised in aquatic applications in recent years. A common challenge in using optical satellite data is the presence of missing observations due to cloud cover. These data gaps can lead to missed detection of critical events, such as algal blooms, in lakes of high interest to water authorities. As a result, enhancing the completeness of optical satellite datasets is crucial for improving the monitoring and prediction of algal blooms. In this study, we compared a traditional data imputation method (i.e., linear interpolation) with deep learning models for reconstructing missing spectral bands across four lakes with historical records of algal blooms. The deep learning models adopted include CNN-based architectures (i.e., CNN, Inception Resnet, and Autoencoder) and CNN-LSTM-based architectures (i.e., CNN-LSTM, Resnet-LSTM, and Autoencoder-LSTM). Our results demonstrated that deep learning models substantially outperformed the baseline linear interpolation method in imputing spectral band values within artificially masked regions. Among these models, CNN delivered the best performance across most lakes. Furthermore, we evaluated the performance of algal bloom indices (i.e., Green/Red and NDCI) derived from the imputed imagery by comparing them with the observed data. Our results demonstrate that deep learning models are effective for imputing missing data in PlanetScope SuperDove imagery, enabling more reliable applications in water monitoring.
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URL
https://arxiv.org/abs/2605.24003
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MMoA: An AI-Agent framework with recurrence for Memoried Mixure-of-Agent
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The Mixture-of-Agents (MoA) framework has shown promise in improving large language model (LLM) performance by aggregating outputs from multiple agents. However, existing MoA systems often rely on static routers that do not fully capture temporal and contextual dependencies across aggregation layers. To address this limitation, we propose MMoA, a recurrent MoA architecture that integrates LSTM-based gating into the agent selection process. The recurrence router adaptively modulates agent contributions based on both current inputs and historical routing decisions, enabling more context-aware aggregation. We evaluate MMoA on standard instruction-following benchmarks, including AlpacaEval 2.0, MT-Bench, and Arena-Hard. The results show that MMoA achieves comparable accuracy to traditional MoA while reducing computational overhead by dynamically activating fewer agents. For example, on AlpacaEval 2.0, MMoA achieves a win rate of 58.0%, compared with 59.8% for MoA, while improving runtime efficiency by up to 4.6%. These results suggest that MMoA provides a scalable and efficient approach for adaptive multi-agent LLM systems.
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URL
https://arxiv.org/abs/2605.19194
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Improving Spatio-Temporal Residual Error Propagation by Mitigating Over-Squashing
2026-05-18 08:51:33Seyed Mohamad Moghadas, Esther Rodrigo Bonet, Bruno Cornelis, Adrian MunteanuAbstract
Residual error propagation remains a fundamental problem in recurrent models, where small prediction inaccuracies compound over time and degrade long-horizon performance. Accurately modeling the correlation structure of such residuals is critical for reliable uncertainty quantification in probabilistic multivariate timeseries forecasting. While recent time-series deep models efficiently parametrize time-varying contemporaneous correlations, they often assume temporal independence of errors and neglect spatial correlation across the observed network. In this paper, we introduce Teger, a structured uncertainty module that overcomes the spa- tial and temporal limitations of error-correlated autoregressive forecasting. Teger proposes a spatial curvature-aware graph rewiring mechanism explicitly strengthening information-bottleneck edges identified by discrete Forman curvature. The component is integrated into a low-rank-plus-diagonal covariance head, preserving tractable inference via the Woodbury identity. Teger is backbone-agnostic, requiring only the latent state produced by any autoregressive encoder. We provide theoretical evidence of Teger, and experimentally evaluate it on LSTM, Transformer, and xLSTM backbones across four real-world spatio-temporal datasets, showing consistent improvement in Continuous Ranked Probability Score (CRPS). We further provide a formal theoretical analysis connecting curvature-aware rewiring to (i) oversquashing alleviation, (ii) improved spectral connectivity, (iii) reduced effective resistance, and (iv) improved covariance calibration bounds
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https://arxiv.org/abs/2605.18068
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Protection Is All You Need: Structural Protection Dominates Scoring in Globally Capped KV Eviction
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We study KV cache eviction under a shared globally capped decode-time harness. Seven policies (LRU, H2O, SnapKV, StreamingLLM, Ada-KV, QUEST, Random) share a prompt-boundary vulnerability: without structural protection, they collapse to near-zero quality on six pure-transformer models (F1$\leq$0.064). Reserving 10\% of cache at each boundary recovers 69--90\% of the $C{=}2{,}048$ reference-ceiling quality on seven LongBench models at $C{=}256$ (13\% retention); a ten-model panel spans 68--98\%. An attention-mass pilot (Qwen2.5-3B, $N{=}30$) suggests why: the position-0 sink holds ${\sim}75\%$ of prefix mass, while other boundary tokens sit near ${\sim}0.41{\times}$ uniform expectation, so attention scorers retain the sink but still drop structurally critical tokens. With protection, simplified score-isolation variants are TOST-equivalent to LRU at $K{=}32$ ($\Delta{=}0.02$); at $K{=}8$, attention policies pairwise converge yet beat LRU by 0.011--0.021 F1 across $C{=}256$ and $C{=}512$. Faithful Ada-KV/QUEST add ${\sim}0.03$--$0.04$ F1 on Mistral-7B and Phi-3.5 beyond simplified variants. A NIAH-32K regime-transfer pilot on Qwen3-4B (decode vs.\ prefill, $C{\in}\{512,2048\}$) shows near-identical protection lifts (ratio 0.99--1.00). At 64K, protection helps but recovery is modest; faithful per-head scoring matches full-cache ceiling on Gemma-3-4B at 6.3\% retention only when the model already supports strong 64K retrieval without eviction. Overall: protection dominates; scoring differences are secondary once boundaries are guarded; per-head allocation gives a further modest gain.
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URL
https://arxiv.org/abs/2605.18053
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MATE: Solving Contextual Markov Decision Processes with Memory of Accumulated Transition Embeddings
2026-05-17 12:52:54Himchan Hwang, Hyeokju Jeong, Gene Chung, Seungyeon Kim, Sangwoong Yoon, Frank Chongwoo ParkAbstract
We propose MATE, a simple yet effective memory architecture for solving Contextual Markov Decision Processes (CMDPs), a family of MDPs parameterized by an unobserved context. In CMDPs, an optimal agent can adapt online by maintaining the posterior belief over contexts. MATE replaces this intractable posterior with a sum-aggregated memory, leveraging the posterior's permutation invariance to retain provably sufficient expressiveness. Compared to prior memory architectures, MATE avoids the growing per-step rollout cost of Transformers and the gradient issues commonly associated with Recurrent Neural Networks (RNNs). Extensive evaluations across diverse benchmarks demonstrate that MATE provides clear computational advantages while achieving performance comparable to standard sequence-model baselines.
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https://arxiv.org/abs/2605.17431
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A Distribution Matching Approach to Neural Piano Transcription with Optimal Transport
2026-05-17 12:01:44Weixing Wei, Raynaldi Lalang, Dichucheng Li, Kazuyoshi YoshiiAbstract
This paper describes a novel paradigm that formalizes automatic piano transcription (APT) as an optimal transport (OT) problem, not as a frame-level multi-label binary classification problem. Our method learns to minimize the cost of transporting a predicted distribution of note events to the ground-truth distribution over time and frequency. The OT loss can thus accommodate temporal misalignment, leading to perceptually relevant optimization. We also propose a convolutional recurrent neural network (CRNN) with a harmonics-aware attention mechanism to capture the spectro-temporal dependencies inherent in this http URL experiments using the MAESTRO dataset showed that our method attained a state-of-the-art performance in onset detection. We confirmed the versatility of the OT loss in application to existing models.
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https://arxiv.org/abs/2605.17405
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Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets
2026-05-17 07:50:37Kamil Kashif, Robert \'SlepaczukAbstract
This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision Process, incorporating transaction costs, turnover penalties, and diversification constraints into the reward function. Five model configurations are compared, varying in reward formulation, policy structure (flat versus hierarchical Dirichlet), portfolio constraints, and temporal encoder (LSTM versus Transformer), and evaluated via walk-forward optimization across sixteen out-of-sample folds spanning 2003-2026 on the Nasdaq-100, Nikkei 225, and Euro Stoxx 50. Results show that RL strategies achieve competitive risk-adjusted performance primarily in the Euro Stoxx 50, where statistically significant abnormal returns are observed, but the central hypothesis is only partially confirmed: no strategy achieves statistically significant excess returns relative to Buy and Hold under HAC-robust inference across all markets. Regime analysis reveals that RL adds the most value during periods of elevated uncertainty, while ensemble aggregation across markets improves risk-adjusted performance and confirms the benefits of geographic diversification.
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https://arxiv.org/abs/2605.17307
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PhysioSeq2Seq: A Hybrid Physiological Digital Twin and Sequence-to-Sequence LSTM for Long-Horizon Glucose Forecasting in Type 1 Diabetes
2026-05-16 07:50:00Phat Tran, Neville Mehta, Clara Mosquera-Lopez, Robert H. Dodier, Lizhong Chen, Peter G. JacobsAbstract
Accurate long-horizon glucose forecasting is critical for automated insulin delivery systems, which help people with type 1 diabetes (T1D) manage their glucose and avoid dangerous hypoglycemia. However, standard recursive long short-term memory (LSTM) networks suffer from systematic negative bias at longer horizons due to error compounding, while purely mechanistic ordinary differential equation (ODE) models fail to generalize across individuals when parameterized at the population level. We propose PhysioSeq2Seq, a hybrid architecture that combines patient-specific physiological modeling with a sequence-to-sequence (Seq2Seq) LSTM. For each glucose segment, twin matching searches a population of 300 parameterized digital twins to identify the best-fitting physiological match from a 3-hour continuous glucose monitoring (CGM) history. The 10 internal ODE state variables of the matched twin are injected as exogenous covariates into both the encoder and decoder of the Seq2Seq LSTM. This simultaneous 48-step prediction strategy eliminates recursive error compounding, while the ODE features provide a physics-grounded constraint that bounds long-horizon drift within physiologically plausible ranges. PhysioSeq2Seq was trained on CGM and insulin data from 348 participants in the Type 1 Diabetes Exercise Initiative (T1DEXI) dataset and evaluated on 74 held-out participants. At the 240-minute horizon, PhysioSeq2Seq achieves a mean absolute error of 39.28 mg/dL and a mean error of -10.62 mg/dL, reducing bias by 13.89 mg/dL over the recursive LSTM and reducing mean absolute error by 28.62 mg/dL over the ODE-based digital twin. These results show that eliminating architectural feedback and injecting patient-matched physiological states is an effective and clinically meaningful strategy for long-horizon glucose forecasting in T1D.
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URL
https://arxiv.org/abs/2605.16860
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