LGJan 9
AIConfigurator: Lightning-Fast Configuration Optimization for Multi-Framework LLM ServingTianhao Xu, Yiming Liu, Xianglong Lu et al.
Optimizing Large Language Model (LLM) inference in production systems is increasingly difficult due to dynamic workloads, stringent latency/throughput targets, and a rapidly expanding configuration space. This complexity spans not only distributed parallelism strategies (tensor/pipeline/expert) but also intricate framework-specific runtime parameters such as those concerning the enablement of CUDA graphs, available KV-cache memory fractions, and maximum token capacity, which drastically impact performance. The diversity of modern inference frameworks (e.g., TRT-LLM, vLLM, SGLang), each employing distinct kernels and execution policies, makes manual tuning both framework-specific and computationally prohibitive. We present AIConfigurator, a unified performance-modeling system that enables rapid, framework-agnostic inference configuration search without requiring GPU-based profiling. AIConfigurator combines (1) a methodology that decomposes inference into analytically modelable primitives - GEMM, attention, communication, and memory operations while capturing framework-specific scheduling dynamics; (2) a calibrated kernel-level performance database for these primitives across a wide range of hardware platforms and popular open-weights models (GPT-OSS, Qwen, DeepSeek, LLama, Mistral); and (3) an abstraction layer that automatically resolves optimal launch parameters for the target backend, seamlessly integrating into production-grade orchestration systems. Evaluation on production LLM serving workloads demonstrates that AIConfigurator identifies superior serving configurations that improve performance by up to 40% for dense models (e.g., Qwen3-32B) and 50% for MoE architectures (e.g., DeepSeek-V3), while completing searches within 30 seconds on average. Enabling the rapid exploration of vast design spaces - from cluster topology down to engine specific flags.
84.0AIMay 14
Herculean: An Agentic Benchmark for Financial IntelligenceXueqing Peng, Zhuohan Xie, Yupeng Cao et al.
As AI agents improve, the central question is no longer whether they can solve isolated well-defined financial tasks, but whether they can reliably carry out financial professional work. Existing financial benchmarks offer only a partial view of this ability, as they primarily evaluate static competencies such as question answering, retrieval, summarization, and classification. We introduce Herculean, the first skilled benchmark for agentic financial intelligence spanning four representative workflows, including Trading, Hedging, Market Insights, and Auditing. Each workflow is instantiated as a standardized MCP-based skill environment with its own tools, interaction dynamics, constraints, and success criteria, enabling consistent end-to-end assessment of heterogeneous agent systems. Across frontier agents, we find agents perform relatively well on Trading and Market Insights, but struggle substantially on Hedging and Auditing, where long-horizon coordination, state consistency, and structured verification are critical. Overall, our results point to a key gap in current agents in turning financial reasoning into dependable workflow execution in high-stakes financial workflows.
CLJun 16, 2025
MultiFinBen: Benchmarking Large Language Models for Multilingual and Multimodal Financial ApplicationXueqing Peng, Lingfei Qian, Yan Wang et al.
Real-world financial analysis involves information across multiple languages and modalities, from reports and news to scanned filings and meeting recordings. Yet most existing evaluations of LLMs in finance remain text-only, monolingual, and largely saturated by current models. To bridge these gaps, we present MultiFinBen, the first expert-annotated multilingual (five languages) and multimodal (text, vision, audio) benchmark for evaluating LLMs in realistic financial contexts. MultiFinBen introduces two new task families: multilingual financial reasoning, which tests cross-lingual evidence integration from filings and news, and financial OCR, which extracts structured text from scanned documents containing tables and charts. Rather than aggregating all available datasets, we apply a structured, difficulty-aware selection based on advanced model performance, ensuring balanced challenge and removing redundant tasks. Evaluating 21 leading LLMs shows that even frontier multimodal models like GPT-4o achieve only 46.01% overall, stronger on vision and audio but dropping sharply in multilingual settings. These findings expose persistent limitations in multilingual, multimodal, and expert-level financial reasoning. All datasets, evaluation scripts, and leaderboards are publicly released.
LGFeb 4, 2025
Causal bandits with backdoor adjustment on unknown Gaussian DAGsYijia Zhao, Qing Zhou
The causal bandit problem aims to sequentially learn the intervention that maximizes the expectation of a reward variable within a system governed by a causal graph. Most existing approaches assume prior knowledge of the graph structure, or impose unrealistically restrictive conditions on the graph. In this paper, we assume a Gaussian linear directed acyclic graph (DAG) over arms and the reward variable, and study the causal bandit problem when the graph structure is unknown. We identify backdoor adjustment sets for each arm using sequentially generated experimental and observational data during the decision process, which allows us to estimate causal effects and construct upper confidence bounds. By integrating estimates from both data sources, we develop a novel bandit algorithm, based on modified upper confidence bounds, to sequentially determine the optimal intervention. We establish both case-dependent and case-independent upper bounds on the cumulative regret for our algorithm, which improve upon the bounds of the standard multi-armed bandit algorithms. Our empirical study demonstrates its advantage over existing methods with respect to cumulative regret and computation time.