Zihao Zhang

h-index12
2papers
642citations

2 Papers

6.5CVDec 9, 2024
World-Consistent Data Generation for Vision-and-Language Navigation

Yu Zhong, Rui Zhang, Zihao Zhang et al.

Vision-and-Language Navigation (VLN) is a challenging task that requires an agent to navigate through photorealistic environments following natural-language instructions. One main obstacle existing in VLN is data scarcity, leading to poor generalization performance over unseen environments. Though data argumentation is a promising way for scaling up the dataset, how to generate VLN data both diverse and world-consistent remains problematic. To cope with this issue, we propose the world-consistent data generation (WCGEN), an efficacious data-augmentation framework satisfying both diversity and world-consistency, aimed at enhancing the generalization of agents to novel environments. Roughly, our framework consists of two stages, the trajectory stage which leverages a point-cloud based technique to ensure spatial coherency among viewpoints, and the viewpoint stage which adopts a novel angle synthesis method to guarantee spatial and wraparound consistency within the entire observation. By accurately predicting viewpoint changes with 3D knowledge, our approach maintains the world-consistency during the generation procedure. Experiments on a wide range of datasets verify the effectiveness of our method, demonstrating that our data augmentation strategy enables agents to achieve new state-of-the-art results on all navigation tasks, and is capable of enhancing the VLN agents' generalization ability to unseen environments.

25.6CPNov 22, 2019
Deep Reinforcement Learning for Trading

Zihao Zhang, Stefan Zohren, Stephen Roberts

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which scale trade positions based on market volatility. We test our algorithms on the 50 most liquid futures contracts from 2011 to 2019, and investigate how performance varies across different asset classes including commodities, equity indices, fixed income and FX markets. We compare our algorithms against classical time series momentum strategies, and show that our method outperforms such baseline models, delivering positive profits despite heavy transaction costs. The experiments show that the proposed algorithms can follow large market trends without changing positions and can also scale down, or hold, through consolidation periods.