Bingde Liu

Bingde Liu, John Cartlidge

We approach the problem of designing an automated trading strategy that can consistently profit by adapting to changing market conditions. This challenge can be framed as a Nonstationary Continuum-Armed Bandit (NCAB) problem. To solve the NCAB problem, we propose PRBO, a novel trading algorithm that uses Bayesian optimization and a ``bandit-over-bandit'' framework to dynamically adjust strategy parameters in response to market conditions. We use Bristol Stock Exchange (BSE) to simulate financial markets containing heterogeneous populations of automated trading agents and compare PRBO with PRSH, a reference trading strategy that adapts strategy parameters through stochastic hill-climbing. Results show that PRBO generates significantly more profit than PRSH, despite having fewer hyperparameters to tune. The code for PRBO and performing experiments is available online open-source (https://github.com/HarmoniaLeo/PRZI-Bayesian-Optimisation).

Yu Lei, Bingde Liu, Qingsong Xie et al.

Text-to-3D generation based on score distillation of pre-trained 2D diffusion models has gained increasing interest, with variational score distillation (VSD) as a remarkable example. VSD proves that vanilla score distillation can be improved by introducing an extra score-based model, which characterizes the distribution of images rendered from 3D models, to correct the distillation gradient. Despite the theoretical foundations, VSD, in practice, is likely to suffer from slow and sometimes ill-posed convergence. In this paper, we perform an in-depth investigation of the interplay between the introduced score model and the 3D model, and find that there exists a mismatching problem between LoRA and 3D distributions in practical implementation. We can simply adjust their optimization order to improve the generation quality. By doing so, the score model looks ahead to the current 3D state and hence yields more reasonable corrections. Nevertheless, naive lookahead VSD may suffer from unstable training in practice due to the potential over-fitting. To address this, we propose to use a linearized variant of the model for score distillation, giving rise to the Linearized Lookahead Variational Score Distillation ($L^2$-VSD). $L^2$-VSD can be realized efficiently with forward-mode autodiff functionalities of existing deep learning libraries. Extensive experiments validate the efficacy of $L^2$-VSD, revealing its clear superiority over prior score distillation-based methods. We also show that our method can be seamlessly incorporated into any other VSD-based text-to-3D framework.