Deep reinforcement learning (DRL) has revolutionized quantitative trading (Q-trading) by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL models are still ineffective in identifying the market trends, causing them to miss good trading opportunity or suffer from large drawdowns when encountering market crashes. To address this limitation, a natural approach is to incorporate human expert knowledge in identifying market trends. Whereas, such knowledge is abstract and hard to be quantified. In order to effectively leverage abstract human expert knowledge, in this paper, we propose a universal logic-guided deep reinforcement learning framework for Q-trading, called Logic-Q. In particular, Logic-Q adopts the program synthesis by sketching paradigm and introduces a logic-guided model design that leverages a lightweight, plug-and-play market trend-aware program sketch to determine the market trend and correspondingly adjusts the DRL policy in a post-hoc manner. Extensive evaluations of two popular quantitative trading tasks demonstrate that Logic-Q can significantly improve the performance of previous state-of-the-art DRL trading strategies.

Deep learning has introduced significant improvements in many software analysis tasks. Although the Large Language Models (LLMs) based neural code models demonstrate commendable performance when trained and tested within the intra-project independent and identically distributed (IID) setting, they often struggle to generalize effectively to real-world inter-project out-of-distribution (OOD) data. In this work, we show that this phenomenon is caused by the heavy reliance on project-specific shortcuts for prediction instead of ground-truth evidence. We propose a Cond-Idf measurement to interpret this behavior, which quantifies the relatedness of a token with a label and its project-specificness. The strong correlation between model behavior and the proposed measurement indicates that without proper regularization, models tend to leverage spurious statistical cues for prediction. Equipped with these observations, we propose a novel bias mitigation mechanism that regularizes the model’s learning behavior by leveraging latent logic relations among samples. Experimental results on two representative program analysis tasks indicate that our mitigation framework can improve both inter-project OOD generalization and adversarial robustness, while not sacrificing accuracy on intra-project IID data.

Reasoning is a fundamental ability towards artificial general intelligence (AGI). Fueled by the success of deep learning, the neural logic machines models (NLMs) have introduced novel neural-symbolic structures and demonstrate great performance and generalization on reasoning and decision-making tasks. However, the original training approaches of the NLMs are still far from perfect, the models would repeat similar mistakes during the training process which leads to sub-optimal performance. To mitigate this issue, we present a novel framework named Failure Reflection Guided Regularizer (FRGR). FRGR first dynamically identifies and summarizes the root cause if the model repeats similar mistakes during training. Then it penalizes the model if it makes similar mistakes in future training iterations. In this way, the model is expected to avoid repeating errors of similar root causes and converge faster to a better-performed optimum. Experimental results on multiple relational reasoning and decision-making tasks demonstrate the effectiveness of FRGR in improving performance, generalization, training efficiency, and data efficiency.