Existing chunk-based Vision-Language-Action (VLA) models execute a fixed number of actions (i.e., execution horizon) before replanning, turning replanning into a task-agnostic periodic schedule that is independent of task progress. As a result, when no replanning boundary falls before a critical manipulation stage, it is executed from a stale chunk rather than a freshly replanned one. To address this limitation, we propose Bernoulli-Continuation Policy (BCP), a lightweight, plug-and-play framework for adaptive horizon execution that keeps the base VLA frozen. Given a fixed-length action chunk, its continuation head decomposes execution-horizon selection into a sequence of continue-or-replan decisions, which imposes an ordinal, prefix-sharing inductive bias over candidate horizons rather than treating them as independent classes. Since the optimal horizon for each chunk is not observable, we train this head with reinforcement learning from trajectory-level outcomes and introduce a Replanning-Efficiency Reward that jointly rewards task success and efficient VLA usage, discouraging the policy from collapsing to unnecessarily short horizons. On RoboTwin 2.0 with LingBot-VLA as the base policy, BCP improves the average success rate by +11.08% on 13 low-success tasks and from 89.88% to 93.94% (+4.06%) across all 50 tasks. Although trained only under the Clean setting, BCP generalizes to the Randomized setting, raising the average success rate by +4.06%. It also transfers to a different base policy $\pi_{0.5}$, achieving a better result on LIBERO (+1.7%) and, notably, on the harder LIBERO-PRO (+6.8%). On a real robot, BCP lifts success from 74% to 92% and from 44% to 84% on two manipulation tasks. Meanwhile, its negligible overhead, combined with higher success, makes BCP's overall runtime even lower than the fixed-horizon baselines.
Weichen Xu, Zhenhua Liu, Lin Luo et al.· 1 citation
In the quantitative finance area, particularly in order execution, reinforcement learning (RL) has shown great promise due to its ability to interact with market environments based on real data. However, traditional RL methods suffer from slow research speed and rely on static market assumptions, which do not consider the impact of the agent's execution action on the environment. To address these, we propose a Self-Evolutional single-agent/multi-agent Reinforcement Learning (SE-RL) framework. The framework utilizes a Large Language Model (LLM) to design various RL algorithm modules, such as agent model design, reward function, profiling, communication, and state imagination, by leveraging the LLM generating module output or code. SE-RL could continuously improve the accuracy of LLM-generated RL algorithms through a dual-enhancement kit at both high-level (prompt refinement) and low-level (parameter fine-tuning). Additionally, we use a multi-agent system to simulate dynamic financial markets, accounting for the impact of order executions on market dynamics. To further enhance training in such a dynamic market, we develop a hybrid environment training method that could rebalance each environment's loss weight. Comprehensive experiments on 200 realistic stock datasets demonstrate that our proposed framework outperforms current state-of-the-art baselines. Project page: https://kdd2026-se-rl.github.io/.
Vincent Fu, Xin-Xin Xu, Weichen Xu et al.· Proceedings of the 32nd ACM...· 0 citations
A Self-Evolutional single-agent/multi-agent Reinforcement Learning (SE-RL) framework that utilizes a Large Language Model (LLM) to design various RL algorithm modules, such as agent model design, reward function, profiling, communication, and state imagination, by leveraging the LLM generating module output or code.
Vincent Fu, Xinxin Xu, Weichen Xu et al.· Proceedings of the 32nd ACM...· 0 citations
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