Gaoyuan Du

Gaoyuan Du, Amit Ahlawat, Xiaoyang Liu et al.

Agent-based AutoML systems rely on large language models to make complex, multi-stage decisions across data processing, model selection, and evaluation. However, existing evaluation practices remain outcome-centric, focusing primarily on final task performance. Through a review of prior work, we find that none of the surveyed agentic AutoML systems report structured, decision-level evaluation metrics intended for post-hoc assessment of intermediate decision quality. To address this limitation, we propose an Evaluation Agent (EA) that performs decision-centric assessment of AutoML agents without interfering with their execution. The EA is designed as an observer that evaluates intermediate decisions along four dimensions: decision validity, reasoning consistency, model quality risks beyond accuracy, and counterfactual decision impact. Across four proof-of-concept experiments, we demonstrate that the EA can (i) detect faulty decisions with an F1 score of 0.919, (ii) identify reasoning inconsistencies independent of final outcomes, and (iii) attribute downstream performance changes to agent decisions, revealing impacts ranging from -4.9\% to +8.3\% in final metrics. These results illustrate how decision-centric evaluation exposes failure modes that are invisible to outcome-only metrics. Our work reframes the evaluation of agentic AutoML systems from an outcome-based perspective to one that audits agent decisions, offering a foundation for reliable, interpretable, and governable autonomous ML systems.

Ruizhe Zhou, Xiaoyang Liu, Gaoyuan Du et al.

Deploying machine learning in regulated financial environments -- credit risk, fraud detection, and anti-money laundering -- exposes critical vulnerabilities in algorithmic reproducibility. While early financial ML addressed statistical challenges such as backtest overfitting, deep neural networks and Generative AI have introduced mechanical nondeterminism rooted in hardware and architecture. This survey provides a systems perspective on reproducibility failures across three modalities now dominant in financial AI: tabular models (post-hoc explanation variance), graph networks (stochastic sampling and temporal asynchrony), and LLM-based agentic workflows (batch-dependent divergence and trajectory drift). We supplement the literature analysis with first-party experiments on public financial datasets -- quantifying explanation rank instability in credit scoring, prediction flip rates in GNN-based fraud detection, and tensor-parallel-induced output divergence in LLM entity extraction. We propose a layered evaluation framework linking modality-specific metrics (RBO, D_cos, TDI, PSD) to audit readiness, and empirically validate the complementarity of logit-level and semantic-level determinism measures.

Johnny R. Zhang, Gaoyuan Du, Qianyi Sun et al.

AI data centers are increasingly becoming tightly coupled compute--energy systems, where workload placement, cooling demand, electricity procurement, storage operation, and carbon emissions interact over time. This paper studies carbon-aware compute--power scheduling for geographically distributed AI data centers with microgrid prosumer capabilities. We propose a mixed-integer linear programming (MILP) framework that jointly schedules rigid training jobs, routes elastic inference workloads, dispatches local generation and battery storage, and manages bidirectional grid interaction under latency, continuity, power-balance, and carbon-budget constraints. The model captures two key features of emerging AI infrastructure: heterogeneous workload flexibility and site-level energy prosumer operation. Experiments on synthetic yet practically motivated instances show that the proposed joint MILP substantially improves total operational benefit over compute-only and energy-only baselines while reducing emissions. The results further indicate that inference-routing flexibility is a major source of value, battery storage provides useful temporal flexibility, and local-generation-rich settings are particularly favorable. The framework provides a tractable optimization abstraction for sustainable and grid-interactive AI data centers.

Johnny R. Zhang, Xiaomei Mi, Gaoyuan Du et al.

Stochastic optimization powers the scalability of modern artificial intelligence, spanning machine learning, deep learning, reinforcement learning, and large language model training. Yet, existing theory remains largely confined to Hilbert spaces, relying on inner-product frameworks and orthogonality. This paradigm fails to capture non-Euclidean settings, such as mirror descent on simplices, Bregman proximal methods for sparse learning, natural gradient descent in information geometry, or Kullback--Leibler-regularized language model training. Unlike Euclidean-based Hilbert-space methods, this approach embraces general Banach spaces. This work introduces a pioneering Banach--Bregman framework for stochastic iterations, establishing Bregman geometry as a foundation for next-generation optimization. It (i) provides a unified template via Bregman projections and Bregman--Fejer monotonicity, encompassing stochastic approximation, mirror descent, natural gradient, adaptive methods, and mirror-prox; (ii) establishes super-relaxations ($λ> 2$) in non-Hilbert settings, enabling flexible geometries and elucidating their acceleration effect; and (iii) delivers convergence theorems spanning almost-sure boundedness to geometric rates, validated on synthetic and real-world tasks. Empirical studies across machine learning (UCI benchmarks), deep learning (e.g., Transformer training), reinforcement learning (actor--critic), and large language models (WikiText-2 with distilGPT-2) show up to 20% faster convergence, reduced variance, and enhanced accuracy over classical baselines. These results position Banach--Bregman geometry as a cornerstone unifying optimization theory and practice across core AI paradigms.