Sheng Zhang

CV
h-index7
4papers
44citations
Novelty51%
AI Score38

4 Papers

5.9CVAug 24, 2023Code
Towards Realistic Zero-Shot Classification via Self Structural Semantic Alignment

Sheng Zhang, Muzammal Naseer, Guangyi Chen et al.

Large-scale pre-trained Vision Language Models (VLMs) have proven effective for zero-shot classification. Despite the success, most traditional VLMs-based methods are restricted by the assumption of partial source supervision or ideal vocabularies, which rarely satisfy the open-world scenario. In this paper, we aim at a more challenging setting, Realistic Zero-Shot Classification, which assumes no annotation but instead a broad vocabulary. To address this challenge, we propose the Self Structural Semantic Alignment (S^3A) framework, which extracts the structural semantic information from unlabeled data while simultaneously self-learning. Our S^3A framework adopts a unique Cluster-Vote-Prompt-Realign (CVPR) algorithm, which iteratively groups unlabeled data to derive structural semantics for pseudo-supervision. Our CVPR process includes iterative clustering on images, voting within each cluster to identify initial class candidates from the vocabulary, generating discriminative prompts with large language models to discern confusing candidates, and realigning images and the vocabulary as structural semantic alignment. Finally, we propose to self-learn the CLIP image encoder with both individual and structural semantic alignment through a teacher-student learning strategy. Our comprehensive experiments across various generic and fine-grained benchmarks demonstrate that the S^3A method offers substantial improvements over existing VLMs-based approaches, achieving a more than 15% accuracy improvement over CLIP on average. Our codes, models, and prompts are publicly released at https://github.com/sheng-eatamath/S3A.

5.8AIDec 3, 2025
Multimodal Reinforcement Learning with Agentic Verifier for AI Agents

Reuben Tan, Baolin Peng, Zhengyuan Yang et al.

Agentic reasoning models trained with multimodal reinforcement learning (MMRL) have become increasingly capable, yet they are almost universally optimized using sparse, outcome-based rewards computed based on the final answers. Richer rewards computed from the reasoning tokens can improve learning significantly by providing more fine-grained guidance. However, it is challenging to compute more informative rewards in MMRL beyond those based on outcomes since different samples may require different scoring functions and teacher models may provide noisy reward signals too. In this paper, we introduce the Argos (Agentic Reward for Grounded & Objective Scoring), a principled reward agent to train multimodal reasoning models for agentic tasks. For each sample, Argos selects from a pool of teacher-model derived and rule-based scoring functions to simultaneously evaluate: (i) final response accuracy, (ii) spatiotemporal localization of referred entities and actions, and (iii) the quality of the reasoning process. We find that by leveraging our agentic verifier across both SFT data curation and RL training, our model achieves state-of-the-art results across multiple agentic tasks such as spatial reasoning, visual hallucination as well as robotics and embodied AI benchmarks. Critically, we demonstrate that just relying on SFT post-training on highly curated reasoning data is insufficient, as agents invariably collapse to ungrounded solutions during RL without our online verification. We also show that our agentic verifier can help to reduce reward-hacking in MMRL. Finally, we also provide a theoretical justification for the effectiveness of Argos through the concept of pareto-optimality.

9.7CPNov 1, 2024
A Review of Reinforcement Learning in Financial Applications

Yahui Bai, Yuhe Gao, Runzhe Wan et al.

In recent years, there has been a growing trend of applying Reinforcement Learning (RL) in financial applications. This approach has shown great potential to solve decision-making tasks in finance. In this survey, we present a comprehensive study of the applications of RL in finance and conduct a series of meta-analyses to investigate the common themes in the literature, such as the factors that most significantly affect RL's performance compared to traditional methods. Moreover, we identify challenges including explainability, Markov Decision Process (MDP) modeling, and robustness that hinder the broader utilization of RL in the financial industry and discuss recent advancements in overcoming these challenges. Finally, we propose future research directions, such as benchmarking, contextual RL, multi-agent RL, and model-based RL to address these challenges and to further enhance the implementation of RL in finance.

0.9CVNov 20, 2018
Learning to Detect Instantaneous Changes with Retrospective Convolution and Static Sample Synthesis

Chao Chen, Sheng Zhang, Cuibing Du

Change detection has been a challenging visual task due to the dynamic nature of real-world scenes. Good performance of existing methods depends largely on prior background images or a long-term observation. These methods, however, suffer severe degradation when they are applied to detection of instantaneously occurred changes with only a few preceding frames provided. In this paper, we exploit spatio-temporal convolutional networks to address this challenge, and propose a novel retrospective convolution, which features efficient change information extraction between the current frame and frames from historical observation. To address the problem of foreground-specific over-fitting in learning-based methods, we further propose a data augmentation method, named static sample synthesis, to guide the network to focus on learning change-cued information rather than specific spatial features of foreground. Trained end-to-end with complex scenarios, our framework proves to be accurate in detecting instantaneous changes and robust in combating diverse noises. Extensive experiments demonstrate that our proposed method significantly outperforms existing methods.