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Shuo Sun

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13 papers

2 author rows

NeurIPS Conference 2025 Conference Paper

AGI-Elo: How Far Are We From Mastering A Task?

Shuo Sun
Yimin Zhao
Christina Lee
Jiawei Sun
Chengran Yuan
Zefan Huang
Dongen Li
Justin Yeoh

As the field progresses toward Artificial General Intelligence (AGI), there is a pressing need for more comprehensive and insightful evaluation frameworks that go beyond aggregate performance metrics. This paper introduces a unified rating system that jointly models the difficulty of individual test cases and the competency of AI models (or humans) across vision, language, and action domains. Unlike existing metrics that focus solely on models, our approach allows for fine-grained, difficulty-aware evaluations through competitive interactions between models and tasks, capturing both the long-tail distribution of real-world challenges and the competency gap between current models and full task mastery. We validate the generalizability and robustness of our system through extensive experiments on multiple established datasets and models across distinct AGI domains. The resulting rating distributions offer novel perspectives and interpretable insights into task difficulty, model progression, and the outstanding challenges that remain on the path to achieving full AGI task mastery. We have made our code and results publicly available at https: //ss47816. github. io/AGI-Elo/.

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AAAI Conference 2025 Conference Paper

Online MDP with Prototypes Information: A Robust Adaptive Approach

Shuo Sun
Meng Qi
Zuo-Jun Max Shen

In this work, we consider an online robust Markov Decision Process (MDP) where we have the information of finitely many prototypes of the underlying transition kernel. We consider an adaptively updated ambiguity set of the prototypes and propose an algorithm that efficiently identifies the true underlying transition kernel while guaranteeing the performance of the corresponding robust policy. To be more specific, we provide a sublinear regret of the subsequent optimal robust policy. We also provide an early stopping mechanism and a worst-case performance bound of the value function. In numerical experiments, we demonstrate that our method outperforms existing approaches, particularly in the early stage with limited data. This work contributes to robust MDPs by considering possible prior information about the underlying transition probability and online learning, offering both theoretical insights and practical algorithms for improved decision-making under uncertainty.

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ICRA Conference 2025 Conference Paper

RMP-YOLO: A Robust Motion Predictor for Partially Observable Scenarios Even if You Only Look Once

Jiawei Sun 0006
Jiahui Li
Tingchen Liu
Chengran Yuan
Shuo Sun
Zefan Huang
Anthony Wong
Keng Peng Tee

We introduce RMP-YOLO, a unified framework designed to provide robust motion predictions even with incomplete input data. Our key insight stems from the observation that complete and reliable historical trajectory data plays a pivotal role in ensuring accurate motion prediction. Therefore, we propose a new paradigm that prioritizes the reconstruction of intact historical trajectories before feeding them into the prediction modules. Our approach introduces a novel scene tokenization module to enhance the extraction and fusion of spatial and temporal features. Following this, our proposed recovery module reconstructs agents' incomplete historical trajectories by leveraging local map topology and interactions with nearby agents. The reconstructed, clean historical data is then integrated into the downstream prediction modules. Our framework is able to effectively handle missing data of varying lengths and remains robust against observation noise while maintaining high prediction accuracy. Furthermore, our recovery module is compatible with existing prediction models, ensuring seamless integration. Extensive experiments validate the effectiveness of our approach, and deployment in real-world autonomous vehicles confirms its practical utility. In the 2024 Waymo Motion Prediction Competition, our method, RMP-YOLO, achieves state-of-the-art performance, securing third place. Our code is open-source at https://github.com/ggosjw/RMP-YOLO.

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ICRA Conference 2024 Conference Paper

3QFP: Efficient neural implicit surface reconstruction using Tri-Quadtrees and Fourier feature Positional encoding

Shuo Sun
Malcolm Mielle
Achim J. Lilienthal
Martin Magnusson 0002

Neural implicit surface representations are currently receiving a lot of interest as a means to achieve high-fidelity surface reconstruction at a low memory cost, compared to traditional explicit representations. However, state-of-the-art methods still struggle with excessive memory usage and non-smooth surfaces. This is particularly problematic in large-scale applications with sparse inputs, as is common in robotics use cases. To address these issues, we first introduce a sparse structure, tri-quadtrees, which represents the environment using learnable features stored in three planar quadtree projections. Secondly, we concatenate the learnable features with a Fourier feature positional encoding. The combined features are then decoded into signed distance values through a small multilayer perceptron. We demonstrate that this approach facilitates smoother reconstruction with a higher completion ratio with fewer holes. Compared to two recent baselines, one implicit and one explicit, our approach requires only 10%–50% as much memory, while achieving competitive quality. The code is released on https://github.com/ljjTYJR/3QFP.

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AAAI Conference 2024 Conference Paper

EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading

Molei Qin
Shuo Sun
Wentao Zhang
Haochong Xia
Xinrun Wang
Bo An

High-frequency trading (HFT) is using computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market, (e.g., Bitcoin). Reinforcement learning (RL) in financial research has shown stellar performance on many quantitative trading tasks. However, most methods focus on low-frequency trading, e.g., day-level, which cannot be directly applied to HFT because of two challenges. First, RL for HFT involves dealing with extremely long trajectories (e.g., 2.4 million steps per month), which is hard to optimize and evaluate. Second, the dramatic price fluctuations and market trend changes of Crypto make existing algorithms fail to maintain satisfactory performances. To tackle these challenges, we propose an Efficient hieArchical Reinforcement learNing method for High Frequency Trading (EarnHFT), a novel three-stage hierarchical RL framework for HFT. In stage I, we compute a Q-teacher, i.e., the optimal action value based on dynamic programming, for enhancing the performance and training efficiency of second level RL agents. In stage II, we construct a pool of diverse RL agents for different market trends, distinguished by return rates, where hundreds of RL agents are trained with different preferences of return rates and only a tiny fraction of them will be selected into the pool based on their profitability. In stage III, we train a minute-level router which dynamically picks a second-level agent from the pool to achieve stable performance across different markets. Through extensive experiments in various market trends on Crypto markets in a high-fidelity simulation trading environment, we demonstrate that EarnHFT significantly outperforms 6 state-of-art baselines in 6 popular financial criteria, exceeding the runner-up by 30% in profitability.

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IROS Conference 2024 Conference Paper

High-Fidelity SLAM Using Gaussian Splatting with Rendering-Guided Densification and Regularized Optimization

Shuo Sun
Malcolm Mielle
Achim J. Lilienthal
Martin Magnusson 0002

We propose a dense RGBD SLAM system based on 3D Gaussian Splatting that provides metrically accurate pose tracking and visually realistic reconstruction. To this end, we first propose a Gaussian densification strategy based on the rendering loss to map unobserved areas and refine reobserved areas. Second, we introduce extra regularization parameters to alleviate the "forgetting" problem during contiunous mapping, where parameters tend to overfit the latest frame and result in decreasing rendering quality for previous frames. Both mapping and tracking are performed with Gaussian parameters by minimizing re-rendering loss in a differentiable way. Compared to recent neural and concurrently developed Gaussian splatting RGBD SLAM baselines, our method achieves state-of-the-art results on the synthetic dataset Replica and competitive results on the real-world dataset TUM. The code is released on https://github.com/ljjTYJR/HF-SLAM.

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AAAI Conference 2024 Conference Paper

Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context

Haochong Xia
Shuo Sun
Xinrun Wang
Bo An

Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making. Despite the development of financial market simulation methodologies, existing frameworks often struggle with adapting to specialized simulation context. We pinpoint the challenges as i) current financial datasets do not contain context labels; ii) current techniques are not designed to generate financial data with context as control, which demands greater precision compared to other modalities; iii) the inherent difficulties in generating context-aligned, high-fidelity data given the non-stationary, noisy nature of financial data. To address these challenges, our contributions are: i) we proposed the Contextual Market Dataset with market dynamics, stock ticker, and history state as context, leveraging a market dynamics modeling method that combines linear regression and clustering to extract market dynamics; ii) we present Market-GAN, a novel architecture incorporating a Generative Adversarial Networks (GAN) for the controllable generation with context, an autoencoder for learning low-dimension features, and supervisors for knowledge transfer; iii) we introduce a two-stage training scheme to ensure that Market-GAN captures the intrinsic market distribution with multiple objectives. In the pertaining stage, with the use of the autoencoder and supervisors, we prepare the generator with a better initialization for the adversarial training stage. We propose a set of holistic evaluation metrics that consider alignment, fidelity, data usability on downstream tasks, and market facts. We evaluate Market-GAN with the Dow Jones Industrial Average data from 2000 to 2023 and showcase superior performance in comparison to 4 state-of-the-art time-series generative models.

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IROS Conference 2023 Conference Paper

FISS+: Efficient and Focused Trajectory Generation and Refinement Using Fast Iterative Search and Sampling Strategy

Shuo Sun
Jie Chen
Jiawei Sun 0006
Chengran Yuan
Yuanchen Li
Tangyike Zhang
Marcelo H. Ang

Trajectory planning plays a crucial role in autonomous driving systems, as it is tasked to generate feasible trajectories under highly dynamic scenarios within the time constraint. This paper proposes a novel two-stage coarse-to-fine framework for efficient sampling-based trajectory planning. The proposed method is designed to iteratively generate new trajectory samples focused on the low-cost regions in the sampling space. Two trajectory exploration algorithms are well-designed for efficient search in discretized coarse global space and continuous fine local space, respectively. Experimental results on the first-of-its-kind planning benchmark tool CommonRoad show that our method significantly outperforms the baseline methods both in optimality and computational efficiency. Overall, our approach offers a promising solution for efficient and effective trajectory planning in more autonomous vehicle applications.

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TMLR Journal 2023 Journal Article

PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets

Shuo Sun
Molei Qin
Xinrun Wang
Bo An

The financial markets, which involve more than $90 trillion market capitals, attract the attention of innumerable investors around the world. Recently, reinforcement learning in financial markets (FinRL) has emerged as a promising direction to train agents for making profitable investment decisions. However, the evaluation of most FinRL methods only focuses on profit-related measures and ignores many critical axes, which are far from satisfactory for financial practitioners to deploy these methods into real-world financial markets. Therefore, we introduce PRUDEX-Compass, which has 6 axes, i.e., Profitability, Risk-control, Universality, Diversity, rEliability, and eXplainability, with a total of 17 measures for a systematic evaluation. Specifically, i) we propose AlphaMix+ as a strong FinRL baseline, which leverages mixture-of-experts (MoE) and risk-sensitive approaches to make diversified risk-aware investment decisions, ii) we evaluate 8 FinRL methods in 4 long-term real-world datasets of influential financial markets to demonstrate the usage of our PRUDEX-Compass, iii) PRUDEX-Compass together with 4 real-world datasets, standard implementation of 8 FinRL methods and a portfolio management environment is released as public resources to facilitate the design and comparison of new FinRL methods. We hope that PRUDEX-Compass can not only shed light on future FinRL research to prevent untrustworthy results from stagnating FinRL into successful industry deployment but also provide a new challenging algorithm evaluation scenario for the reinforcement learning (RL) community.

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TIST Journal 2023 Journal Article

Reinforcement Learning for Quantitative Trading

Shuo Sun
Rundong Wang
Bo An

Quantitative trading (QT), which refers to the usage of mathematical models and data-driven techniques in analyzing the financial market, has been a popular topic in both academia and financial industry since 1970s. In the last decade, reinforcement learning (RL) has garnered significant interest in many domains such as robotics and video games, owing to its outstanding ability on solving complex sequential decision making problems. RL’s impact is pervasive, recently demonstrating its ability to conquer many challenging QT tasks. It is a flourishing research direction to explore RL techniques’ potential on QT tasks. This paper aims at providing a comprehensive survey of research efforts on RL-based methods for QT tasks. More concretely, we devise a taxonomy of RL-based QT models, along with a comprehensive summary of the state of the art. Finally, we discuss current challenges and propose future research directions in this exciting field.

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NeurIPS Conference 2023 Conference Paper

TradeMaster: A Holistic Quantitative Trading Platform Empowered by Reinforcement Learning

Shuo Sun
Molei Qin
Wentao Zhang
Haochong Xia
Chuqiao Zong
Jie Ying
Yonggang Xie
Lingxuan Zhao

The financial markets, which involve over \$90 trillion market capitals, attract the attention of innumerable profit-seeking investors globally. Recent explosion of reinforcement learning in financial trading (RLFT) research has shown stellar performance on many quantitative trading tasks. However, it is still challenging to deploy reinforcement learning (RL) methods into real-world financial markets due to the highly composite nature of this domain, which entails design choices and interactions between components that collect financial data, conduct feature engineering, build market environments, make investment decisions, evaluate model behaviors and offers user interfaces. Despite the availability of abundant financial data and advanced RL techniques, a remarkable gap still exists between the potential and realized utilization of RL in financial trading. In particular, orchestrating an RLFT project lifecycle poses challenges in engineering (i. e. hard to build), benchmarking (i. e. hard to compare) and usability (i. e. hard to optimize, maintain and use). To overcome these challenges, we introduce TradeMaster, a holistic open-source RLFT platform that serves as a i) software toolkit, ii) empirical benchmark, and iii) user interface. Our ultimate goal is to provide infrastructures for transparent and reproducible RLFT research and facilitate their real-world deployment with industry impact. TradeMaster will be updated continuously and welcomes contributions from both RL and finance communities.

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AIJ Journal 2023 Journal Article

Value functions for depth-limited solving in zero-sum imperfect-information games

Vojtěch Kovařík
Dominik Seitz
Viliam Lisý
Jan Rudolf
Shuo Sun
Karel Ha

We provide a formal definition of depth-limited games together with an accessible and rigorous explanation of the underlying concepts, both of which were previously missing in imperfect-information games. The definition works for an arbitrary (perfect recall) extensive-form game and is not tied to any specific game-solving algorithm. Moreover, this framework unifies and significantly extends three approaches to depth-limited solving that previously existed in extensive-form games and multiagent reinforcement learning but were not known to be compatible. A key ingredient of these depth-limited games is value functions. Focusing on two-player zero-sum imperfect-information games, we show how to obtain optimal value functions and prove that public information provides both necessary and sufficient context for computing them. We provide a domain-independent encoding of the domains that allows for approximating value functions even by simple feed-forward neural networks, which are then able to generalize to unseen parts of the game. We use the resulting value network to implement a depth-limited version of counterfactual regret minimization. In three distinct domains, we show that the algorithm's exploitability is roughly linearly dependent on the value network's quality and that it is not difficult to train a value network with which depth-limited CFR's performance is as good as that of CFR with access to the full game.

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IS Journal 2022 Journal Article

Deep Reinforcement Learning for Quantitative Trading: Challenges and Opportunities

Bo An
Shuo Sun
Rundong Wang

Quantitative trading (QT) has been a popular topic in both academia and the financial industry since the 1970s. In the last decade, deep reinforcement learning (DRL) has garnered significant research interest with stellar performance in solving complex sequential decision-making problems, such as Go and video games. The impact of DRL is pervasive, recently demonstrating its ability to conquer some challenging QT tasks. In this article, we outline several key challenges and opportunities that manifest in DRL-based QT to shed light on future research in this field.

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