Yi Jing

3papers

3 Papers

11.7LGJul 6
CompactionRL: Reinforcement Learning with Context Compaction for Long-Horizon Agents

Yujiang Li, Zhenyu Hou, Yi Jing et al.

Long-horizon agentic LLMs are increasingly limited by finite context windows, as extended interaction trajectories can exceed the maximum context length before a task is completed. Context compaction offers a natural solution by summarizing previous interaction states and continuing the rollout under a compressed context, but incorporating compaction into reinforcement learning remains underexplored. We propose CompactionRL, a reinforcement learning strategy to train long-horizon agentic LLMs with context compaction. Our approach jointly optimizes task execution and summary generation with token-level loss normalization and cross-trajectory generalized advantage estimation. This design enables the LLM agents to learn from compacted long-horizon trajectories. We train CompactionRL on top of open models and observe consistent performance gains on agentic coding tasks. CompactionRL enables the open GLM-4.5-Air model (106B-A30B) to achieve Pass@1 scores of 66.8% on SWE-bench Verified and 24.5% on Terminal-Bench 2.0, with absolute gains of 7.0 and 3.1 points, respectively. Built upon GLM-4.7-Flash (30B-A3B), CompactionRL improves Pass@1 by 5.5 and 6.8 points, reaching 56.0% on SWE-bench Verified and 20.2% on Terminal-Bench 2.0, respectively. CompactionRL is thus deployed in the RL pipeline for training the open GLM-5.2 model (750B-A40B).

14.1LGMay 26
Guiding LLM Post-training Data Engineering with Model Internals from Sparse Autoencoders

Yi Jing, Zao Dai, Jinwu Hu et al.

Model internals encode rich information about how a large language model (LLM) processes its training data; however, post-training data engineering largely relies on external signals and ignores rich intrinsic signals lying in model internals. We propose SAERL, a data engineering framework for LLM reinforcement learning (RL). It models three intrinsic data properties: diversity, difficulty, and quality, using model internals extracted with Sparse Autoencoder (SAE), an advanced mechanistic interpretability tool. Each property grounds a concrete data engineering operation: SAE-space clustering with moderate batch mixing for batch diversity control, a difficulty proxy for easy-to-hard curriculum ordering, and a quality probe for data filtering. SAERL improves average accuracy by 3.00% over vanilla GRPO and reaches target accuracy with 20% fewer training steps on Qwen2.5-Math-1.5B, with consistent gains across model scales and RL algorithms. Experiments show that SAE transfers effectively across model families and scales, serving as a lightweight and reusable data engineering tool. These results demonstrate that model internals are a powerful and practical source of signals for post-training data engineering.

2.4AIFeb 25
FIRE: A Comprehensive Benchmark for Financial Intelligence and Reasoning Evaluation

Xiyuan Zhang, Huihang Wu, Jiayu Guo et al.

We introduce FIRE, a comprehensive benchmark designed to evaluate both the theoretical financial knowledge of LLMs and their ability to handle practical business scenarios. For theoretical assessment, we curate a diverse set of examination questions drawn from widely recognized financial qualification exams, enabling evaluation of LLMs deep understanding and application of financial knowledge. In addition, to assess the practical value of LLMs in real-world financial tasks, we propose a systematic evaluation matrix that categorizes complex financial domains and ensures coverage of essential subdomains and business activities. Based on this evaluation matrix, we collect 3,000 financial scenario questions, consisting of closed-form decision questions with reference answers and open-ended questions evaluated by predefined rubrics. We conduct comprehensive evaluations of state-of-the-art LLMs on the FIRE benchmark, including XuanYuan 4.0, our latest financial-domain model, as a strong in-domain baseline. These results enable a systematic analysis of the capability boundaries of current LLMs in financial applications. We publicly release the benchmark questions and evaluation code to facilitate future research.