<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:content="http://purl.org/rss/1.0/modules/content/"><channel><title>Technical on Yuchen Du</title><link>https://dudusoar.github.io/categories/technical/</link><description>Recent content in Technical on Yuchen Du</description><generator>Hugo -- 0.164.0</generator><language>en-us</language><lastBuildDate>Fri, 17 Jul 2026 00:00:00 +0000</lastBuildDate><atom:link href="https://dudusoar.github.io/categories/technical/index.xml" rel="self" type="application/rss+xml"/><item><title>Separate Schemas, Prompts, Tools, Workflows, and Memory in an LLM System</title><link>https://dudusoar.github.io/posts/llm-system-architecture/01-five-layer-llm-system/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/01-five-layer-llm-system/</guid><description>Why an LLM decision system needs five separable layers rather than one increasingly large prompt.</description></item><item><title>Where Stochastic Approximation Begins: Learning from a Noisy Target</title><link>https://dudusoar.github.io/posts/stochastic-approximation/01-learning-from-a-noisy-target/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/01-learning-from-a-noisy-target/</guid><description>Stochastic approximation begins when the true target is hidden and each update can use only a noisy estimate of it.</description></item><item><title>Model Error as Distance to the True Target</title><link>https://dudusoar.github.io/posts/stochastic-approximation/02-model-error-as-distance-to-target/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/02-model-error-as-distance-to-target/</guid><description>Why convergence should track distance to the true target rather than the size of the latest update.</description></item><item><title>Separate Offline Memory Extraction from Online Action Execution</title><link>https://dudusoar.github.io/posts/llm-system-architecture/02-offline-memory-online-action/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/02-offline-memory-online-action/</guid><description>A clean LLM architecture separates the production of reusable experience from its read-only use during online decisions.</description></item><item><title>Separate Facts from Model Judgment in LLM Schemas</title><link>https://dudusoar.github.io/posts/llm-system-architecture/03-schema-design-facts-and-judgment/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/03-schema-design-facts-and-judgment/</guid><description>A schema preserves the boundary between computed facts, model judgments, explicit rationale, and external feedback.</description></item><item><title>What a Noisy Iteration Needs in Order to Converge</title><link>https://dudusoar.github.io/posts/stochastic-approximation/03-what-convergence-requires/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/03-what-convergence-requires/</guid><description>A compact map of the step-size and noise assumptions behind stochastic-approximation convergence.</description></item><item><title>Separate Plausible Environments from LLM Task Distributions</title><link>https://dudusoar.github.io/posts/llm-system-architecture/04-environments-and-task-distributions/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/04-environments-and-task-distributions/</guid><description>Reliable evaluation separates plausible executable environments from meaningful LLM task distributions.</description></item><item><title>What the Step Size Really Means</title><link>https://dudusoar.github.io/posts/stochastic-approximation/04-what-the-step-size-means/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/04-what-the-step-size-means/</guid><description>The step size is simultaneously a movement ratio, a trust coefficient, and a weight on new information.</description></item><item><title>Treat the Prompt as a Decision Interface, Not a State Dump</title><link>https://dudusoar.github.io/posts/llm-system-architecture/05-prompt-as-decision-interface/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/05-prompt-as-decision-interface/</guid><description>A prompt follows the order of an actual decision and keeps facts, memory, tools, actions, and runtime logic in separate layers.</description></item><item><title>Why the Step Size Must Stay Below One under Noise</title><link>https://dudusoar.github.io/posts/stochastic-approximation/05-why-the-step-size-stays-below-one/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/05-why-the-step-size-stays-below-one/</guid><description>Step sizes between zero and one are the only range that combines monotone error contraction with attenuation of new noise.</description></item><item><title>Treat LLM Evidence Tools as Read-Only Interfaces</title><link>https://dudusoar.github.io/posts/llm-system-architecture/06-tools-as-read-only-evidence-interfaces/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/06-tools-as-read-only-evidence-interfaces/</guid><description>Evidence tools expose structured facts and deterministic calculations without making decisions on the model&amp;#39;s behalf.</description></item><item><title>Why Alpha Cannot Equal One Under Persistent Noise</title><link>https://dudusoar.github.io/posts/stochastic-approximation/06-why-alpha-cannot-equal-one/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/06-why-alpha-cannot-equal-one/</guid><description>With alpha equal to one, every update discards history and inherits the full error of the latest noisy target.</description></item><item><title>The Same Step Size Behaves Differently with and without Noise</title><link>https://dudusoar.github.io/posts/stochastic-approximation/07-noiseless-versus-noisy-updates/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/07-noiseless-versus-noisy-updates/</guid><description>Alpha equal to one is optimal for an exact target but accepts the full disturbance when the target is noisy.</description></item><item><title>Use the Action Space to Anchor LLM System Design</title><link>https://dudusoar.github.io/posts/llm-system-architecture/07-action-space-as-design-anchor/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/07-action-space-as-design-anchor/</guid><description>Define what an LLM is allowed to change before designing its schemas, prompts, tools, workflows, and memory.</description></item><item><title>A Memoryless Update Is Not the Same as Markov Sufficiency</title><link>https://dudusoar.github.io/posts/stochastic-approximation/08-memoryless-updates-and-markov-sufficiency/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/08-memoryless-updates-and-markov-sufficiency/</guid><description>An update can erase the previous iterate without becoming Markov; Markov sufficiency is a property of the chosen state.</description></item><item><title>Establish Fact Ownership and Evidence Provenance in LLM Systems</title><link>https://dudusoar.github.io/posts/llm-system-architecture/08-fact-ownership-and-provenance/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/08-fact-ownership-and-provenance/</guid><description>Every fact, interpretation, proposal, and outcome in an LLM system needs a clear owner and a traceable evidence lineage.</description></item><item><title>Expectation and Variance Explain Why History Stabilizes an Update</title><link>https://dudusoar.github.io/posts/stochastic-approximation/09-expectation-and-variance-of-two-updates/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/09-expectation-and-variance-of-two-updates/</guid><description>A direct derivation compares memoryless and history-preserving updates under zero-mean finite-variance noise.</description></item><item><title>Share Only Modules Whose Meaning Survives a Method Change</title><link>https://dudusoar.github.io/posts/llm-system-architecture/09-share-only-stable-meaning/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/09-share-only-stable-meaning/</guid><description>Share code across LLM methods only when its meaning, lifecycle, failure handling, and tests remain unchanged.</description></item><item><title>Give Every Decision Point a Shared Information Boundary</title><link>https://dudusoar.github.io/posts/llm-system-architecture/10-shared-information-boundary/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/10-shared-information-boundary/</guid><description>Fair online comparison requires every method to decide from the same semantic snapshot and the same boundary on future information.</description></item><item><title>What the Noise Assumptions Actually Buy Us</title><link>https://dudusoar.github.io/posts/stochastic-approximation/10-what-noise-assumptions-buy-us/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/10-what-noise-assumptions-buy-us/</guid><description>Zero mean, finite variance, independence, and identical distribution each support a different part of noise averaging.</description></item><item><title>Alpha Equal to One Requires the Noise to Vanish</title><link>https://dudusoar.github.io/posts/stochastic-approximation/11-alpha-one-requires-vanishing-noise/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/11-alpha-one-requires-vanishing-noise/</guid><description>If every update fully replaces the current position, convergence requires the river-location judgment error itself to disappear.</description></item><item><title>Use Only Observable and Executable Training Targets</title><link>https://dudusoar.github.io/posts/llm-system-architecture/11-observable-and-executable-training-targets/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/llm-system-architecture/11-observable-and-executable-training-targets/</guid><description>A strong teacher result is a valid target only when the model can observe its basis and execute the same action.</description></item><item><title>The Robbins–Monro Conditions Balance Learning and Noise</title><link>https://dudusoar.github.io/posts/stochastic-approximation/12-robbins-monro-conditions/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/12-robbins-monro-conditions/</guid><description>The step sizes must remain large enough to keep correcting error and become small enough to suppress accumulated noise.</description></item><item><title>Why the Step Sizes Must Sum to Infinity</title><link>https://dudusoar.github.io/posts/stochastic-approximation/13-why-step-sizes-must-sum-to-infinity/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/13-why-step-sizes-must-sum-to-infinity/</guid><description>A finite total step size can make an iteration stop moving before its error has disappeared.</description></item><item><title>Why the Squared Step Sizes Must Be Summable</title><link>https://dudusoar.github.io/posts/stochastic-approximation/14-why-squared-step-sizes-must-be-summable/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/14-why-squared-step-sizes-must-be-summable/</guid><description>For a changing step-size sequence, square summability bounds the total variance injected by noisy observations.</description></item><item><title>Dvoretzky's Theorem Turns Noisy Contraction into Pathwise Convergence</title><link>https://dudusoar.github.io/posts/stochastic-approximation/15-dvoretzky-convergence-theorem/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/15-dvoretzky-convergence-theorem/</guid><description>Dvoretzky generalizes the stochastic-approximation error recursion and gives conditions for almost-sure convergence.</description></item><item><title>Square the Error to Turn Convergence into Energy Dissipation</title><link>https://dudusoar.github.io/posts/stochastic-approximation/16-square-error-as-energy/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/16-square-error-as-energy/</guid><description>The Dvoretzky proof tracks squared error, shows that its positive drift is summable, and rules out a positive limiting energy.</description></item><item><title>A Second Proof Route Starts from Expectation and Variance</title><link>https://dudusoar.github.io/posts/stochastic-approximation/17-expectation-variance-proof-route/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/17-expectation-variance-proof-route/</guid><description>Expanding the recursion explains how initial error and historical noise decay, but usually yields convergence in probability rather than almost-sure convergence.</description></item><item><title>Expand the Error into Initial Bias and Historical Noise</title><link>https://dudusoar.github.io/posts/stochastic-approximation/18-expanding-the-error-recursion/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/18-expanding-the-error-recursion/</guid><description>The explicit error formula separates the residual initial condition from the weighted sum of all past disturbances.</description></item><item><title>How the Initial Error Disappears in Expectation</title><link>https://dudusoar.github.io/posts/stochastic-approximation/19-how-initial-error-disappears-in-expectation/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/19-how-initial-error-disappears-in-expectation/</guid><description>Zero-mean noise removes the disturbance terms from the expectation, leaving a product that vanishes when the step sizes sum to infinity.</description></item><item><title>How Historical Noise Is Attenuated</title><link>https://dudusoar.github.io/posts/stochastic-approximation/20-how-noise-variance-decays/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/20-how-noise-variance-decays/</guid><description>Each disturbance is controlled twice: by its entry coefficient and by every contraction that follows it.</description></item><item><title>Why Mean-Square Analysis Stops at Convergence in Probability</title><link>https://dudusoar.github.io/posts/stochastic-approximation/21-why-mean-square-analysis-stops-at-probability/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/21-why-mean-square-analysis-stops-at-probability/</guid><description>Vanishing expectation and variance control each time slice, but they do not directly control the shape of an infinite sample path.</description></item><item><title>Two Proof Routes Explain Different Levels of Convergence</title><link>https://dudusoar.github.io/posts/stochastic-approximation/22-two-proof-routes-to-dvoretzky-convergence/</link><pubDate>Fri, 17 Jul 2026 00:00:00 +0000</pubDate><guid>https://dudusoar.github.io/posts/stochastic-approximation/22-two-proof-routes-to-dvoretzky-convergence/</guid><description>Expectation and variance explain distributional concentration; the energy and martingale route proves almost-sure convergence.</description></item></channel></rss>