Yekun Xu

h-index6
2papers

2 Papers

CLMay 19, 2025
Transparent and Robust RAG: Adaptive-Reward Reinforcement Learning for Decision Traceability

Jingyi Ren, Yekun Xu, Xiaolong Wang et al.

Retrieval-Augmented Generation (RAG) delivers substantial value in knowledge-intensive applications. Many recent works use reinforcement learning (RL) to elicit strong reasoning in RAG generators. However, two key challenges remain unresolved: (1) Transparency: most prior methods do not explicitly indicate which references are actually used during the reasoning that leads to the final answer, limiting interpretability and visibility; (2) Stability: the KL divergence estimator used in existing RL-based approaches may cause gradient spikes, leading to unstable training. To address these challenges, we propose Adaptive-Rewarded Evidence Navigation Agent (ARENA), a transparent and robust RAG generator framework trained via RL with designed rewards. Based on our structured protocol, KL divergence stabilization, and adaptive reward calculation modules, ARENA enables the RAG generator to identify key evidence, perform structured reasoning, and generate answers with interpretable decision traces. Applied to Qwen2.5-7B-Instruct and Llama3.1-8B-Instruct, extensive experiments across multiple baselines show 10-30% accuracy improvements on three multi-hop QA datasets, comparable to advanced closed-source LLMs (e.g., OpenAI o1, DeepSeek R1). Further analyses show that ARENA generalizes well to unseen datasets and tasks. Our models and codes are publicly released.

LGOct 16, 2020
Quantum-Inspired Classical Algorithm for Principal Component Regression

Daniel Chen, Yekun Xu, Betis Baheri et al.

This paper presents a sublinear classical algorithm for principal component regression. The algorithm uses quantum-inspired linear algebra, an idea developed by Tang. Using this technique, her algorithm for recommendation systems achieved runtime only polynomially slower than its quantum counterpart. Her work was quickly adapted to solve many other problems in sublinear time complexity. In this work, we developed an algorithm for principal component regression that runs in time polylogarithmic to the number of data points, an exponential speed up over the state-of-the-art algorithm, under the mild assumption that the input is given in some data structure that supports a norm-based sampling procedure. This exponential speed up allows for potential applications in much larger data sets.