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Jun 3

Reinforcement Unlearning via Group Relative Policy Optimization

During pretraining, LLMs inadvertently memorize sensitive or copyrighted data, posing significant compliance challenges under legal frameworks like the GDPR and the EU AI Act. Fulfilling these mandates demands techniques that can remove information from a deployed model without retraining from scratch. Existing unlearning approaches attempt to address this need, but often leak the very data they aim to erase, sacrifice fluency and robustness, or depend on costly external reward models. We introduce PURGE (Policy Unlearning through Relative Group Erasure), a novel method grounded in the Group Relative Policy Optimization framework that formulates unlearning as a verifiable problem. PURGE uses an intrinsic reward signal that penalizes any mention of forbidden concepts, allowing safe and consistent unlearning. Our approach achieves up to x46 lower token usage per target than state-of-the-art methods, while improving fluency by +5.48% and adversarial robustness by +12.02% over the base model. Extensive evaluation on the Real World Knowledge Unlearning (RWKU) benchmark shows that PURGE reaches 11% unlearning effectiveness while preserving 98% of original utility. PURGE shows that framing LLM unlearning as a verifiable task enables more reliable, efficient, and scalable forgetting, suggesting a promising new direction for unlearning research that combines theoretical guarantees, improved safety, and practical deployment efficiency.

  • 3 authors
·
Mar 19

Uncovering Drivers of EU Carbon Futures with Bayesian Networks

The European Union Emissions Trading System (EU ETS) is a key policy tool for reducing greenhouse gas emissions and advancing toward a net-zero economy. Under this scheme, tradeable carbon credits, European Union Allowances (EUAs), are issued to large emitters, who can buy and sell them on regulated markets. We investigate the influence of financial, economic, and energy-related factors on EUA futures prices using discrete and dynamic Bayesian networks to model both contemporaneous and time-lagged dependencies. The analysis is based on daily data spanning the third and fourth ETS trading phases (2013-2025), incorporating a wide range of indicators including energy commodities, equity indices, exchange rates, and bond markets. Results reveal that EUA pricing is most influenced by energy commodities, especially coal and oil futures, and by the performance of the European energy sector. Broader market sentiment, captured through stock indices and volatility measures, affects EUA prices indirectly via changes in energy demand. The dynamic model confirms a modest next-day predictive influence from oil markets, while most other effects remain contemporaneous. These insights offer regulators, institutional investors, and firms subject to ETS compliance a clearer understanding of the interconnected forces shaping the carbon market, supporting more effective hedging, investment strategies, and policy design.

  • 2 authors
·
May 15, 2025