Mengyu Wang, Ken Deng, Yftah Ziser, Shay B. Cohen, Tiejun Ma
原文摘要
The task of visual reasoning relative pose identification (VRRPI) has exposed critical weaknesses in the multi-view 3D spatial reasoning capabilities of modern vision-language models (VLMs). We present a systematic analysis of VLMs' behavior in VRRPI, uncovering stable output biases where VLMs disproportionately predict specific motion patterns regardless of visual evidence. To mitigate these inherent biases, we propose self knowledge re-expression with iterative debiasing (SKR-ID), an annotation-free pipeline that adapts VLMs for VRRPI using only randomly extracted unannotated image pairs. SKR-ID transitions VLMs' output mechanism from generic next-token prediction to task-optimized classification heads. The pipeline proceeds in two stages: (1) a cold-start initialization using debiasing object-centric prompts to anchor motion inference in 2D visual evidence; and (2) a recursive logit-ranking mechanism that enforces statistical parity by using the median logit value as a dynamic threshold. Experimental evaluation across frontier VLMs on standard benchmarks demonstrates that SKR-ID significantly mitigates systematic biases. Our method improves open-source VLMs' Macro-F1 scores from 35.0-45.4% to 53.7-58.0%, without using any annotated data. These results show that SKR-ID can effectively improve 3D reasoning performance from a severely collapsed baseline. The code is publicly available at https://github.com/astudentuser/Codes_of_SKR-ID.
Predicting stock returns requires modeling persistent company relations and time-varying market signals. Graph Neural Network (GNN) approaches combine static priors with dynamic relational graphs, but treat every extracted edge as a trustworthy binary fact, ignoring heterogeneous reliability across relational sources. We propose LENS (LLM-Extracted priors and News-driven Semantics), a static--dynamic graph framework for stock return prediction and ranking that models relational reliability as a first-class signal across the pipeline. On the static side, we extract a multi-relational company graph from a Large Language Model and aggregate it over multiple runs with confidence weighting to downweight low-consistency edges. On the dynamic side, we build a news-driven semantic graph with exponential-decay temporal aggregation to capture changing market context under uneven coverage. A context-dependent gated fusion module rebalances the two graphs at the per-stock, per-day level. On S&P 500, LENS improves AR@5 by 16.4% and SR@5 by 22.6% over the strongest baseline, and on NASDAQ 100 it achieves comparable improvements (15.5% and 20.9% respectively). Ablations isolate each component's contribution, and a human-validation study of sampled relations supports that the aggregation is grounded, providing evidence that reliability-aware LLM relations and news-based semantic graphs carry complementary information for graph-based financial prediction.