Yueyue Deng

2papers

2 Papers

CLFeb 5Code
AriadneMem: Threading the Maze of Lifelong Memory for LLM Agents

Wenhui Zhu, Xiwen Chen, Zhipeng Wang et al.

Long-horizon LLM agents require memory systems that remain accurate under fixed context budgets. However, existing systems struggle with two persistent challenges in long-term dialogue: (i) \textbf{disconnected evidence}, where multi-hop answers require linking facts distributed across time, and (ii) \textbf{state updates}, where evolving information (e.g., schedule changes) creates conflicts with older static logs. We propose AriadneMem, a structured memory system that addresses these failure modes via a decoupled two-phase pipeline. In the \textbf{offline construction phase}, AriadneMem employs \emph{entropy-aware gating} to filter noise and low-information message before LLM extraction and applies \emph{conflict-aware coarsening} to merge static duplicates while preserving state transitions as temporal edges. In the \textbf{online reasoning phase}, rather than relying on expensive iterative planning, AriadneMem executes \emph{algorithmic bridge discovery} to reconstruct missing logical paths between retrieved facts, followed by \emph{single-call topology-aware synthesis}. On LoCoMo experiments with GPT-4o, AriadneMem improves \textbf{Multi-Hop F1 by 15.2\%} and \textbf{Average F1 by 9.0\%} over strong baselines. Crucially, by offloading reasoning to the graph layer, AriadneMem reduces \textbf{total runtime by 77.8\%} using only \textbf{497} context tokens. The code is available at https://github.com/LLM-VLM-GSL/AriadneMem.

85.5LGMay 7
SHARP: A Self-Evolving Human-Auditable Rubric Policy for Financial Trading Agents

Xiwen Chen, Wenhui Zhu, Songzhu Zheng et al.

Large language models (LLMs) are increasingly deployed for autonomous financial trading, a domain requiring continuous adaptation to noisy, non-stationary markets. Existing self-improving agents typically address this through unbounded free-form prompt optimization. However, in low signal-to-noise environments with delayed scalar rewards (P\&L), this unstructured approach exacerbates the fundamental credit assignment problem: optimizers cannot reliably distinguish systematic logic flaws from stochastic market variance, inevitably leading to policy drift. To overcome this bottleneck, we introduce the Self-Evolving Human-Auditable Rubric Policy (SHARP), a neuro-symbolic framework that replaces unconstrained text mutation with structured, symbolic policy optimization. SHARP confines the agent's reasoning to a bounded, human-readable rubric of explicit condition-action rules. When sub-optimal trades occur, an attribution agent employs cross-sample reasoning across multiple samples to isolate specific rule failures. This enables targeted, atomic policy edits that are subsequently regularized through strict walk-forward validation. Evaluated across three diverse equity sectors and four LLM backbones, SHARP consistently transforms generic initial heuristics into highly robust strategies, lifting the empirical performance of compact models by 10 to 20 percentage points on average (e.g., GPT-4o-mini). Ultimately, SHARP demonstrates that LLMs can achieve dynamic and efficient adaptation while significantly enhancing the structural transparency and auditability demanded by institutional finance.