QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model

Autonomous agents based on Large Language Models (LLMs) that devise plans and tackle real-world challenges have gained prominence.However, tailoring these agents for specialized domains like quantitative investment remains a formidable task. The core challenge involves efficiently building and integrating a domain-specific knowledge base for the agent's learning process. This paper introduces a principled framework to address this challenge, comprising a two-layer loop.In the inner loop, the agent refines its responses by drawing from its knowledge base, while in the outer loop, these responses are tested in real-world scenarios to automatically enhance the knowledge base with new insights.We demonstrate that our approach enables the agent to progressively approximate optimal behavior with provable efficiency.Furthermore, we instantiate this framework through an autonomous agent for mining trading signals named QuantAgent. Empirical results showcase QuantAgent's capability in uncovering viable financial signals and enhancing the accuracy of financial forecasts.

Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment

One of the most important tasks in quantitative investment research is mining new alphas (effective trading signals or factors). Traditional alpha mining methods, either hand-crafted factor synthesizing or algorithmic factor mining (e.g., search with genetic programming), have inherent limitations, especially in implementing the ideas of quants. In this work, we propose a new alpha mining paradigm by introducing human-AI interaction, and a novel prompt engineering algorithmic framework to implement this paradigm by leveraging the power of large language models. Moreover, we develop Alpha-GPT, a new interactive alpha mining system framework that provides a heuristic way to ``understand'' the ideas of quant researchers and outputs creative, insightful, and effective alphas. We demonstrate the effectiveness and advantage of Alpha-GPT via a number of alpha mining experiments.

MP-Former: Mask-Piloted Transformer for Image Segmentation

We present a mask-piloted Transformer which improves masked-attention in Mask2Former for image segmentation. The improvement is based on our observation that Mask2Former suffers from inconsistent mask predictions between consecutive decoder layers, which leads to inconsistent optimization goals and low utilization of decoder queries. To address this problem, we propose a mask-piloted training approach, which additionally feeds noised ground-truth masks in masked-attention and trains the model to reconstruct the original ones. Compared with the predicted masks used in mask-attention, the ground-truth masks serve as a pilot and effectively alleviate the negative impact of inaccurate mask predictions in Mask2Former. Based on this technique, our \M achieves a remarkable performance improvement on all three image segmentation tasks (instance, panoptic, and semantic), yielding $+2.3$AP and $+1.6$mIoU on the Cityscapes instance and semantic segmentation tasks with a ResNet-50 backbone. Our method also significantly speeds up the training, outperforming Mask2Former with half of the number of training epochs on ADE20K with both a ResNet-50 and a Swin-L backbones. Moreover, our method only introduces little computation during training and no extra computation during inference. Our code will be released at \url{https://github.com/IDEA-Research/MP-Former}.

Lite DETR : An Interleaved Multi-Scale Encoder for Efficient DETR

Recent DEtection TRansformer-based (DETR) models have obtained remarkable performance. Its success cannot be achieved without the re-introduction of multi-scale feature fusion in the encoder. However, the excessively increased tokens in multi-scale features, especially for about 75\% of low-level features, are quite computationally inefficient, which hinders real applications of DETR models. In this paper, we present Lite DETR, a simple yet efficient end-to-end object detection framework that can effectively reduce the GFLOPs of the detection head by 60\% while keeping 99\% of the original performance. Specifically, we design an efficient encoder block to update high-level features (corresponding to small-resolution feature maps) and low-level features (corresponding to large-resolution feature maps) in an interleaved way. In addition, to better fuse cross-scale features, we develop a key-aware deformable attention to predict more reliable attention weights. Comprehensive experiments validate the effectiveness and efficiency of the proposed Lite DETR, and the efficient encoder strategy can generalize well across existing DETR-based models. The code will be available in \url{https://github.com/IDEA-Research/Lite-DETR}.

DA-BEV: Depth Aware BEV Transformer for 3D Object Detection

In this paper, we present DA-BEV, an implicit depth learning method for Transformer-based camera-only 3D object detection in bird's eye view (BEV). First, a Depth-Aware Spatial Cross-Attention (DA-SCA) module is proposed to take depth into consideration when querying image features to construct BEV features. Then, to make the BEV feature more depth-aware, we introduce an auxiliary learning task, called Depth-wise Contrastive Learning (DCL), by sampling positive and negative BEV features along each ray that connects an object and a camera. DA-SCA and DCL jointly improve the BEV representation and make it more depth-aware. We show that DA-BEV obtains significant improvement (+2.8 NDS) on nuScenes val under the same setting when compared with the baseline method BEVFormer. DA-BEV also achieves strong results of 60.0 NDS and 51.5mAP on nuScenes test with pre-trained VoVNet-99 as backbone. We will release our code.

Closed-Loop Transcription via Convolutional Sparse Coding

Autoencoding has achieved great empirical success as a framework for learning generative models for natural images. Autoencoders often use generic deep networks as the encoder or decoder, which are difficult to interpret, and the learned representations lack clear structure. In this work, we make the explicit assumption that the image distribution is generated from a multi-stage sparse deconvolution. The corresponding inverse map, which we use as an encoder, is a multi-stage convolution sparse coding (CSC), with each stage obtained from unrolling an optimization algorithm for solving the corresponding (convexified) sparse coding program. To avoid computational difficulties in minimizing distributional distance between the real and generated images, we utilize the recent closed-loop transcription (CTRL) framework that optimizes the rate reduction of the learned sparse representations. Conceptually, our method has high-level connections to score-matching methods such as diffusion models. Empirically, our framework demonstrates competitive performance on large-scale datasets, such as ImageNet-1K, compared to existing autoencoding and generative methods under fair conditions. Even with simpler networks and fewer computational resources, our method demonstrates high visual quality in regenerated images. More surprisingly, the learned autoencoder performs well on unseen datasets. Our method enjoys several side benefits, including more structured and interpretable representations, more stable convergence, and scalability to large datasets. Our method is arguably the first to demonstrate that a concatenation of multiple convolution sparse coding/decoding layers leads to an interpretable and effective autoencoder for modeling the distribution of large-scale natural image datasets.

Mask DINO: Towards A Unified Transformer-based Framework for Object Detection and Segmentation

In this paper we present Mask DINO, a unified object detection and segmentation framework. Mask DINO extends DINO (DETR with Improved Denoising Anchor Boxes) by adding a mask prediction branch which supports all image segmentation tasks (instance, panoptic, and semantic). It makes use of the query embeddings from DINO to dot-product a high-resolution pixel embedding map to predict a set of binary masks. Some key components in DINO are extended for segmentation through a shared architecture and training process. Mask DINO is simple, efficient, scalable, and benefits from joint large-scale detection and segmentation datasets. Our experiments show that Mask DINO significantly outperforms all existing specialized segmentation methods, both on a ResNet-50 backbone and a pre-trained model with SwinL backbone. Notably, Mask DINO establishes the best results to date on instance segmentation (54.5 AP on COCO), panoptic segmentation (59.4 PQ on COCO), and semantic segmentation (60.8 mIoU on ADE20K). Code will be avaliable at \url{https://github.com/IDEACVR/MaskDINO}.

DINO: DETR with Improved DeNoising Anchor Boxes for End-to-End Object Detection

We present DINO (\textbf{D}ETR with \textbf{I}mproved de\textbf{N}oising anch\textbf{O}r boxes), a state-of-the-art end-to-end object detector. % in this paper. DINO improves over previous DETR-like models in performance and efficiency by using a contrastive way for denoising training, a mixed query selection method for anchor initialization, and a look forward twice scheme for box prediction. DINO achieves $48.3$AP in $12$ epochs and $51.0$AP in $36$ epochs on COCO with a ResNet-50 backbone and multi-scale features, yielding a significant improvement of $\textbf{+4.9}$\textbf{AP} and $\textbf{+2.4}$\textbf{AP}, respectively, compared to DN-DETR, the previous best DETR-like model. DINO scales well in both model size and data size. Without bells and whistles, after pre-training on the Objects365 dataset with a SwinL backbone, DINO obtains the best results on both COCO \texttt{val2017} ($\textbf{63.2}$\textbf{AP}) and \texttt{test-dev} (\textbf{$\textbf{63.3}$AP}). Compared to other models on the leaderboard, DINO significantly reduces its model size and pre-training data size while achieving better results. Our code will be available at \url{https://github.com/IDEACVR/DINO}.

DN-DETR: Accelerate DETR Training by Introducing Query DeNoising

We present in this paper a novel denoising training method to speedup DETR (DEtection TRansformer) training and offer a deepened understanding of the slow convergence issue of DETR-like methods. We show that the slow convergence results from the instability of bipartite graph matching which causes inconsistent optimization goals in early training stages. To address this issue, except for the Hungarian loss, our method additionally feeds ground-truth bounding boxes with noises into Transformer decoder and trains the model to reconstruct the original boxes, which effectively reduces the bipartite graph matching difficulty and leads to a faster convergence. Our method is universal and can be easily plugged into any DETR-like methods by adding dozens of lines of code to achieve a remarkable improvement. As a result, our DN-DETR results in a remarkable improvement ($+1.9$AP) under the same setting and achieves the best result (AP $43.4$ and $48.6$ with $12$ and $50$ epochs of training respectively) among DETR-like methods with ResNet-$50$ backbone. Compared with the baseline under the same setting, DN-DETR achieves comparable performance with $50\%$ training epochs. Code is available at \url{https://github.com/FengLi-ust/DN-DETR}.