Papers by Keyang Chen
Rethinking the Role of Entropy in Optimizing Tool-Use Behaviors for Large Language Model Agents (2026.acl-long)
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Zeping Li, Hongru Wang, Yiwen Zhao, Guanhua Chen, Yixia Li, Keyang Chen, Yixin Cao, Guangnan Ye, Hongfeng Chai, Zhenfei Yin
| Challenge: | Large language models excel in mathematical reasoning and multi-hop question answering tasks, but in long trajectories, agents often invoke tools excessively or inappropriately, increasing computation cost and derailing the reasoning process. |
| Approach: | They propose to use entropy reduction as a supervisory signal to reduce tool calls . they propose to design two reward strategies to address the needs of optimizing tool-use behavior. |
| Outcome: | The proposed reward strategies reduce tool calls by 72.07% and improve performance by 22.27%. |
Dataset Bias Mitigation in Multiple-Choice Visual Question Answering and Beyond (2023.findings-emnlp)
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Zhecan Wang, Long Chen, Haoxuan You, Keyang Xu, Yicheng He, Wenhao Li, Noel Codella, Kai-Wei Chang, Shih-Fu Chang
| Challenge: | Existing studies have examined dataset biases in VQA benchmarks with short-phrase answers Multiple-choice Question with the LONG Answers (VCR, VLEP, etc.) |
| Approach: | They propose to use Adversarial Data Synthesis (ADS) to generate synthetic training and debiased evaluation data and introduce Intra-sample Counterfactual Training (ICT) to assist models in utilizing synthesized training data. |
| Outcome: | The proposed approach improves model performance even in domain-shifted scenarios. |
Behavioral Consistency Validation for LLM Agents: An Analysis of Trading-Style Switching through Stock-Market Simulation (2026.findings-acl)
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Zeping Li, Guancheng Wan, Keyang Chen, Yu Chen, Yiwen Zhao, Philip Torr, Guangnan Ye, Zhenfei Yin, Hongfeng Chai
| Challenge: | Recent studies have applied Large Language Models (LLMs) as agents in financial stock market simulations to test if micro-level behaviors aggregate into macro-level phenomena. |
| Approach: | They propose four alignment metrics and use Mann–Whitney U tests to compare agents’ style-switching behavior with financial theory. |
| Outcome: | The proposed model is only partially consistent with financial theory. |