microsoft/RD-Agent

MLE-bench is a comprehensive benchmark evaluating the performance of AI agents on machine learning engineering tasks. Utilizing datasets from 75 Kaggle competitions, MLE-bench provides robust assessments of AI systems' capabilities in real-world ML engineering scenarios.

R&D-Agent currently leads as the top-performing machine learning engineering agent on MLE-bench:

You can inspect the detailed runs of the above results online.

For running R&D-Agent on MLE-bench, refer to MLE-bench Guide: Running ML Engineering via MLE-bench

R&D-Agent for Quantitative Finance, in short RD-Agent(Q), is the first data-centric, multi-agent framework designed to automate the full-stack research and development of quantitative strategies via coordinated factor-model co-optimization.

Extensive experiments in real stock markets show that, at a cost under $10, RD-Agent(Q) achieves approximately 2× higher ARR than benchmark factor libraries while using over 70% fewer factors. It also surpasses state-of-the-art deep time-series models under smaller resource budgets. Its alternating factor–model optimization further delivers excellent trade-off between predictive accuracy and strategy robustness.

You can learn more details about RD-Agent(Q) through the paper and reproduce it through the documentation.