CVJul 27, 2022Code
Generator Knows What Discriminator Should Learn in Unconditional GANsGayoung Lee, Hyunsu Kim, Junho Kim et al.
Recent methods for conditional image generation benefit from dense supervision such as segmentation label maps to achieve high-fidelity. However, it is rarely explored to employ dense supervision for unconditional image generation. Here we explore the efficacy of dense supervision in unconditional generation and find generator feature maps can be an alternative of cost-expensive semantic label maps. From our empirical evidences, we propose a new generator-guided discriminator regularization(GGDR) in which the generator feature maps supervise the discriminator to have rich semantic representations in unconditional generation. In specific, we employ an U-Net architecture for discriminator, which is trained to predict the generator feature maps given fake images as inputs. Extensive experiments on mulitple datasets show that our GGDR consistently improves the performance of baseline methods in terms of quantitative and qualitative aspects. Code is available at https://github.com/naver-ai/GGDR
CVJun 5, 2023
User-friendly Image Editing with Minimal Text Input: Leveraging Captioning and Injection TechniquesSunwoo Kim, Wooseok Jang, Hyunsu Kim et al. · nvidia, utoronto
Recent text-driven image editing in diffusion models has shown remarkable success. However, the existing methods assume that the user's description sufficiently grounds the contexts in the source image, such as objects, background, style, and their relations. This assumption is unsuitable for real-world applications because users have to manually engineer text prompts to find optimal descriptions for different images. From the users' standpoint, prompt engineering is a labor-intensive process, and users prefer to provide a target word for editing instead of a full sentence. To address this problem, we first demonstrate the importance of a detailed text description of the source image, by dividing prompts into three categories based on the level of semantic details. Then, we propose simple yet effective methods by combining prompt generation frameworks, thereby making the prompt engineering process more user-friendly. Extensive qualitative and quantitative experiments demonstrate the importance of prompts in text-driven image editing and our method is comparable to ground-truth prompts.
CVDec 6, 2022
Diffusion Video Autoencoders: Toward Temporally Consistent Face Video Editing via Disentangled Video EncodingGyeongman Kim, Hajin Shim, Hyunsu Kim et al.
Inspired by the impressive performance of recent face image editing methods, several studies have been naturally proposed to extend these methods to the face video editing task. One of the main challenges here is temporal consistency among edited frames, which is still unresolved. To this end, we propose a novel face video editing framework based on diffusion autoencoders that can successfully extract the decomposed features - for the first time as a face video editing model - of identity and motion from a given video. This modeling allows us to edit the video by simply manipulating the temporally invariant feature to the desired direction for the consistency. Another unique strength of our model is that, since our model is based on diffusion models, it can satisfy both reconstruction and edit capabilities at the same time, and is robust to corner cases in wild face videos (e.g. occluded faces) unlike the existing GAN-based methods.
CVJan 22, 2023
BallGAN: 3D-aware Image Synthesis with a Spherical BackgroundMinjung Shin, Yunji Seo, Jeongmin Bae et al.
3D-aware GANs aim to synthesize realistic 3D scenes such that they can be rendered in arbitrary perspectives to produce images. Although previous methods produce realistic images, they suffer from unstable training or degenerate solutions where the 3D geometry is unnatural. We hypothesize that the 3D geometry is underdetermined due to the insufficient constraint, i.e., being classified as real image to the discriminator is not enough. To solve this problem, we propose to approximate the background as a spherical surface and represent a scene as a union of the foreground placed in the sphere and the thin spherical background. It reduces the degree of freedom in the background field. Accordingly, we modify the volume rendering equation and incorporate dedicated constraints to design a novel 3D-aware GAN framework named BallGAN. BallGAN has multiple advantages as follows. 1) It produces more reasonable 3D geometry; the images of a scene across different viewpoints have better photometric consistency and fidelity than the state-of-the-art methods. 2) The training becomes much more stable. 3) The foreground can be separately rendered on top of different arbitrary backgrounds.
CVFeb 13, 2023
3D-aware Blending with Generative NeRFsHyunsu Kim, Gayoung Lee, Yunjey Choi et al.
Image blending aims to combine multiple images seamlessly. It remains challenging for existing 2D-based methods, especially when input images are misaligned due to differences in 3D camera poses and object shapes. To tackle these issues, we propose a 3D-aware blending method using generative Neural Radiance Fields (NeRF), including two key components: 3D-aware alignment and 3D-aware blending. For 3D-aware alignment, we first estimate the camera pose of the reference image with respect to generative NeRFs and then perform 3D local alignment for each part. To further leverage 3D information of the generative NeRF, we propose 3D-aware blending that directly blends images on the NeRF's latent representation space, rather than raw pixel space. Collectively, our method outperforms existing 2D baselines, as validated by extensive quantitative and qualitative evaluations with FFHQ and AFHQ-Cat.
CVFeb 26, 2023
Learning Input-agnostic Manipulation Directions in StyleGAN with Text GuidanceYoonjeon Kim, Hyunsu Kim, Junho Kim et al.
With the advantages of fast inference and human-friendly flexible manipulation, image-agnostic style manipulation via text guidance enables new applications that were not previously available. The state-of-the-art text-guided image-agnostic manipulation method embeds the representation of each channel of StyleGAN independently in the Contrastive Language-Image Pre-training (CLIP) space, and provides it in the form of a Dictionary to quickly find out the channel-wise manipulation direction during inference time. However, in this paper we argue that this dictionary which is constructed by controlling single channel individually is limited to accommodate the versatility of text guidance since the collective and interactive relation among multiple channels are not considered. Indeed, we show that it fails to discover a large portion of manipulation directions that can be found by existing methods, which manually manipulates latent space without texts. To alleviate this issue, we propose a novel method that learns a Dictionary, whose entry corresponds to the representation of a single channel, by taking into account the manipulation effect coming from the interaction with multiple other channels. We demonstrate that our strategy resolves the inability of previous methods in finding diverse known directions from unsupervised methods and unknown directions from random text while maintaining the real-time inference speed and disentanglement ability.
LGAug 13, 2023
Probabilistic Imputation for Time-series Classification with Missing DataSeungHyun Kim, Hyunsu Kim, EungGu Yun et al.
Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values (zero, mean, values of adjacent time-steps) or learnable parameters. However, these simple strategies do not take the data generative process into account, and more importantly, do not effectively capture the uncertainty in prediction due to the multiple possibilities for the missing values. In this paper, we propose a novel probabilistic framework for classification with multivariate time series data with missing values. Our model consists of two parts; a deep generative model for missing value imputation and a classifier. Extending the existing deep generative models to better capture structures of time-series data, our deep generative model part is trained to impute the missing values in multiple plausible ways, effectively modeling the uncertainty of the imputation. The classifier part takes the time series data along with the imputed missing values and classifies signals, and is trained to capture the predictive uncertainty due to the multiple possibilities of imputations. Importantly, we show that naïvely combining the generative model and the classifier could result in trivial solutions where the generative model does not produce meaningful imputations. To resolve this, we present a novel regularization technique that can promote the model to produce useful imputation values that help classification. Through extensive experiments on real-world time series data with missing values, we demonstrate the effectiveness of our method.
LGJun 1, 2023
Regularizing Towards Soft Equivariance Under Mixed SymmetriesHyunsu Kim, Hyungi Lee, Hongseok Yang et al.
Datasets often have their intrinsic symmetries, and particular deep-learning models called equivariant or invariant models have been developed to exploit these symmetries. However, if some or all of these symmetries are only approximate, which frequently happens in practice, these models may be suboptimal due to the architectural restrictions imposed on them. We tackle this issue of approximate symmetries in a setup where symmetries are mixed, i.e., they are symmetries of not single but multiple different types and the degree of approximation varies across these types. Instead of proposing a new architectural restriction as in most of the previous approaches, we present a regularizer-based method for building a model for a dataset with mixed approximate symmetries. The key component of our method is what we call equivariance regularizer for a given type of symmetries, which measures how much a model is equivariant with respect to the symmetries of the type. Our method is trained with these regularizers, one per each symmetry type, and the strength of the regularizers is automatically tuned during training, leading to the discovery of the approximation levels of some candidate symmetry types without explicit supervision. Using synthetic function approximation and motion forecasting tasks, we demonstrate that our method achieves better accuracy than prior approaches while discovering the approximate symmetry levels correctly.
CVJul 4, 2022
Memory Efficient Patch-based Training for INR-based GANsNamwoo Lee, Hyunsu Kim, Gayoung Lee et al.
Recent studies have shown remarkable progress in GANs based on implicit neural representation (INR) - an MLP that produces an RGB value given its (x, y) coordinate. They represent an image as a continuous version of the underlying 2D signal instead of a 2D array of pixels, which opens new horizons for GAN applications (e.g., zero-shot super-resolution, image outpainting). However, training existing approaches require a heavy computational cost proportional to the image resolution, since they compute an MLP operation for every (x, y) coordinate. To alleviate this issue, we propose a multi-stage patch-based training, a novel and scalable approach that can train INR-based GANs with a flexible computational cost regardless of the image resolution. Specifically, our method allows to generate and discriminate by patch to learn the local details of the image and learn global structural information by a novel reconstruction loss to enable efficient GAN training. We conduct experiments on several benchmark datasets to demonstrate that our approach enhances baseline models in GPU memory while maintaining FIDs at a reasonable level.
CVOct 2, 2023
Sequential Data Generation with Groupwise Diffusion ProcessSangyun Lee, Gayoung Lee, Hyunsu Kim et al.
We present the Groupwise Diffusion Model (GDM), which divides data into multiple groups and diffuses one group at one time interval in the forward diffusion process. GDM generates data sequentially from one group at one time interval, leading to several interesting properties. First, as an extension of diffusion models, GDM generalizes certain forms of autoregressive models and cascaded diffusion models. As a unified framework, GDM allows us to investigate design choices that have been overlooked in previous works, such as data-grouping strategy and order of generation. Furthermore, since one group of the initial noise affects only a certain group of the generated data, latent space now possesses group-wise interpretable meaning. We can further extend GDM to the frequency domain where the forward process sequentially diffuses each group of frequency components. Dividing the frequency bands of the data as groups allows the latent variables to become a hierarchical representation where individual groups encode data at different levels of abstraction. We demonstrate several applications of such representation including disentanglement of semantic attributes, image editing, and generating variations.
LGOct 29, 2024Code
Learning Infinitesimal Generators of Continuous Symmetries from DataGyeonghoon Ko, Hyunsu Kim, Juho Lee
Exploiting symmetry inherent in data can significantly improve the sample efficiency of a learning procedure and the generalization of learned models. When data clearly reveals underlying symmetry, leveraging this symmetry can naturally inform the design of model architectures or learning strategies. Yet, in numerous real-world scenarios, identifying the specific symmetry within a given data distribution often proves ambiguous. To tackle this, some existing works learn symmetry in a data-driven manner, parameterizing and learning expected symmetry through data. However, these methods often rely on explicit knowledge, such as pre-defined Lie groups, which are typically restricted to linear or affine transformations. In this paper, we propose a novel symmetry learning algorithm based on transformations defined with one-parameter groups, continuously parameterized transformations flowing along the directions of vector fields called infinitesimal generators. Our method is built upon minimal inductive biases, encompassing not only commonly utilized symmetries rooted in Lie groups but also extending to symmetries derived from nonlinear generators. To learn these symmetries, we introduce a notion of a validity score that examine whether the transformed data is still valid for the given task. The validity score is designed to be fully differentiable and easily computable, enabling effective searches for transformations that achieve symmetries innate to the data. We apply our method mainly in two domains: image data and partial differential equations, and demonstrate its advantages. Our codes are available at \url{https://github.com/kogyeonghoon/learning-symmetry-from-scratch.git}.
CVMar 27
GLINT: Modeling Scene-Scale Transparency via Gaussian Radiance TransportYoungju Na, Jaeseong Yun, Soohyun Ryu et al.
While 3D Gaussian splatting has emerged as a powerful paradigm, it fundamentally fails to model transparency such as glass panels. The core challenge lies in decoupling the intertwined radiance contributions from transparent interfaces and the transmitted geometry observed through the glass. We present GLINT, a framework that models scene-scale transparency through explicit decomposed Gaussian representation. GLINT reconstructs the primary interface and models reflected and transmitted radiance separately, enabling consistent radiance transport. During optimization, GLINT bootstraps transparency localization from geometry-separation cues induced by the decomposition, together with geometry and material priors from a pre-trained video relighting model. Extensive experiments demonstrate consistent improvements over prior methods for reconstructing complex transparent scenes.
LGApr 24, 2024Code
Fast Ensembling with Diffusion Schrödinger BridgeHyunsu Kim, Jongmin Yoon, Juho Lee
Deep Ensemble (DE) approach is a straightforward technique used to enhance the performance of deep neural networks by training them from different initial points, converging towards various local optima. However, a limitation of this methodology lies in its high computational overhead for inference, arising from the necessity to store numerous learned parameters and execute individual forward passes for each parameter during the inference stage. We propose a novel approach called Diffusion Bridge Network (DBN) to address this challenge. Based on the theory of the Schrödinger bridge, this method directly learns to simulate an Stochastic Differential Equation (SDE) that connects the output distribution of a single ensemble member to the output distribution of the ensembled model, allowing us to obtain ensemble prediction without having to invoke forward pass through all the ensemble models. By substituting the heavy ensembles with this lightweight neural network constructing DBN, we achieved inference with reduced computational cost while maintaining accuracy and uncertainty scores on benchmark datasets such as CIFAR-10, CIFAR-100, and TinyImageNet. Our implementation is available at https://github.com/kim-hyunsu/dbn.
CVApr 30, 2021Code
Exploiting Spatial Dimensions of Latent in GAN for Real-time Image EditingHyunsu Kim, Yunjey Choi, Junho Kim et al.
Generative adversarial networks (GANs) synthesize realistic images from random latent vectors. Although manipulating the latent vectors controls the synthesized outputs, editing real images with GANs suffers from i) time-consuming optimization for projecting real images to the latent vectors, ii) or inaccurate embedding through an encoder. We propose StyleMapGAN: the intermediate latent space has spatial dimensions, and a spatially variant modulation replaces AdaIN. It makes the embedding through an encoder more accurate than existing optimization-based methods while maintaining the properties of GANs. Experimental results demonstrate that our method significantly outperforms state-of-the-art models in various image manipulation tasks such as local editing and image interpolation. Last but not least, conventional editing methods on GANs are still valid on our StyleMapGAN. Source code is available at https://github.com/naver-ai/StyleMapGAN.
CVJul 5, 2024
Variational Partial Group Convolutions for Input-Aware Partial Equivariance of Rotations and Color-ShiftsHyunsu Kim, Yegon Kim, Hongseok Yang et al.
Group Equivariant CNNs (G-CNNs) have shown promising efficacy in various tasks, owing to their ability to capture hierarchical features in an equivariant manner. However, their equivariance is fixed to the symmetry of the whole group, limiting adaptability to diverse partial symmetries in real-world datasets, such as limited rotation symmetry of handwritten digit images and limited color-shift symmetry of flower images. Recent efforts address this limitation, one example being Partial G-CNN which restricts the output group space of convolution layers to break full equivariance. However, such an approach still fails to adjust equivariance levels across data. In this paper, we propose a novel approach, Variational Partial G-CNN (VP G-CNN), to capture varying levels of partial equivariance specific to each data instance. VP G-CNN redesigns the distribution of the output group elements to be conditioned on input data, leveraging variational inference to avoid overfitting. This enables the model to adjust its equivariance levels according to the needs of individual data points. Additionally, we address training instability inherent in discrete group equivariance models by redesigning the reparametrizable distribution. We demonstrate the effectiveness of VP G-CNN on both toy and real-world datasets, including MNIST67-180, CIFAR10, ColorMNIST, and Flowers102. Our results show robust performance, even in uncertainty metrics.
GRJul 8, 2025
LighthouseGS: Indoor Structure-aware 3D Gaussian Splatting for Panorama-Style Mobile CapturesSeungoh Han, Jaehoon Jang, Hyunsu Kim et al.
Recent advances in 3D Gaussian Splatting (3DGS) have enabled real-time novel view synthesis (NVS) with impressive quality in indoor scenes. However, achieving high-fidelity rendering requires meticulously captured images covering the entire scene, limiting accessibility for general users. We aim to develop a practical 3DGS-based NVS framework using simple panorama-style motion with a handheld camera (e.g., mobile device). While convenient, this rotation-dominant motion and narrow baseline make accurate camera pose and 3D point estimation challenging, especially in textureless indoor scenes. To address these challenges, we propose LighthouseGS, a novel framework inspired by the lighthouse-like sweeping motion of panoramic views. LighthouseGS leverages rough geometric priors, such as mobile device camera poses and monocular depth estimation, and utilizes the planar structures often found in indoor environments. We present a new initialization method called plane scaffold assembly to generate consistent 3D points on these structures, followed by a stable pruning strategy to enhance geometry and optimization stability. Additionally, we introduce geometric and photometric corrections to resolve inconsistencies from motion drift and auto-exposure in mobile devices. Tested on collected real and synthetic indoor scenes, LighthouseGS delivers photorealistic rendering, surpassing state-of-the-art methods and demonstrating the potential for panoramic view synthesis and object placement.
LGNov 22, 2025
Active Learning with Selective Time-Step Acquisition for PDEsYegon Kim, Hyunsu Kim, Gyeonghoon Ko et al.
Accurately solving partial differential equations (PDEs) is critical to understanding complex scientific and engineering phenomena, yet traditional numerical solvers are computationally expensive. Surrogate models offer a more efficient alternative, but their development is hindered by the cost of generating sufficient training data from numerical solvers. In this paper, we present a novel framework for active learning (AL) in PDE surrogate modeling that reduces this cost. Unlike the existing AL methods for PDEs that always acquire entire PDE trajectories, our approach strategically generates only the most important time steps with the numerical solver, while employing the surrogate model to approximate the remaining steps. This dramatically reduces the cost incurred by each trajectory and thus allows the active learning algorithm to try out a more diverse set of trajectories given the same budget. To accommodate this novel framework, we develop an acquisition function that estimates the utility of a set of time steps by approximating its resulting variance reduction. We demonstrate the effectiveness of our method on several benchmark PDEs, including the Burgers' equation, Korteweg-De Vries equation, Kuramoto-Sivashinsky equation, the incompressible Navier-Stokes equation, and the compressible Navier-Stokes equation. Experiments show that our approach improves performance by large margins over the best existing method. Our method not only reduces average error but also the 99\%, 95\%, and 50\% quantiles of error, which is rare for an AL algorithm. All in all, our approach offers a data-efficient solution to surrogate modeling for PDEs.
LGOct 15, 2025
Axial Neural Networks for Dimension-Free Foundation ModelsHyunsu Kim, Jonggeon Park, Joan Bruna et al.
The advent of foundation models in AI has significantly advanced general-purpose learning, enabling remarkable capabilities in zero-shot inference and in-context learning. However, training such models on physics data, including solutions to partial differential equations (PDEs), poses a unique challenge due to varying dimensionalities across different systems. Traditional approaches either fix a maximum dimension or employ separate encoders for different dimensionalities, resulting in inefficiencies. To address this, we propose a dimension-agnostic neural network architecture, the Axial Neural Network (XNN), inspired by parameter-sharing structures such as Deep Sets and Graph Neural Networks. XNN generalizes across varying tensor dimensions while maintaining computational efficiency. We convert existing PDE foundation models into axial neural networks and evaluate their performance across three training scenarios: training from scratch, pretraining on multiple PDEs, and fine-tuning on a single PDE. Our experiments show that XNNs perform competitively with original models and exhibit superior generalization to unseen dimensions, highlighting the importance of multidimensional pretraining for foundation models.
LGMar 2, 2025
Parameter Expanded Stochastic Gradient Markov Chain Monte CarloHyunsu Kim, Giung Nam, Chulhee Yun et al.
Bayesian Neural Networks (BNNs) provide a promising framework for modeling predictive uncertainty and enhancing out-of-distribution robustness (OOD) by estimating the posterior distribution of network parameters. Stochastic Gradient Markov Chain Monte Carlo (SGMCMC) is one of the most powerful methods for scalable posterior sampling in BNNs, achieving efficiency by combining stochastic gradient descent with second-order Langevin dynamics. However, SGMCMC often suffers from limited sample diversity in practice, which affects uncertainty estimation and model performance. We propose a simple yet effective approach to enhance sample diversity in SGMCMC without the need for tempering or running multiple chains. Our approach reparameterizes the neural network by decomposing each of its weight matrices into a product of matrices, resulting in a sampling trajectory that better explores the target parameter space. This approach produces a more diverse set of samples, allowing faster mixing within the same computational budget. Notably, our sampler achieves these improvements without increasing the inference cost compared to the standard SGMCMC. Extensive experiments on image classification tasks, including OOD robustness, diversity, loss surface analyses, and a comparative study with Hamiltonian Monte Carlo, demonstrate the superiority of the proposed approach.
IVDec 5, 2024
Aberration Correcting Vision Transformers for High-Fidelity Metalens ImagingByeonghyeon Lee, Youbin Kim, Yongjae Jo et al.
Metalens is an emerging optical system with an irreplaceable merit in that it can be manufactured in ultra-thin and compact sizes, which shows great promise in various applications. Despite its advantage in miniaturization, its practicality is constrained by spatially varying aberrations and distortions, which significantly degrade the image quality. Several previous arts have attempted to address different types of aberrations, yet most of them are mainly designed for the traditional bulky lens and ineffective to remedy harsh aberrations of the metalens. While there have existed aberration correction methods specifically for metalens, they still fall short of restoration quality. In this work, we propose a novel aberration correction framework for metalens-captured images, harnessing Vision Transformers (ViT) that have the potential to restore metalens images with non-uniform aberrations. Specifically, we devise a Multiple Adaptive Filters Guidance (MAFG), where multiple Wiener filters enrich the degraded input images with various noise-detail balances and a cross-attention module reweights the features considering the different degrees of aberrations. In addition, we introduce a Spatial and Transposed self-Attention Fusion (STAF) module, which aggregates features from spatial self-attention and transposed self-attention modules to further ameliorate aberration correction. We conduct extensive experiments, including correcting aberrated images and videos, and clean 3D reconstruction. The proposed method outperforms the previous arts by a significant margin. We further fabricate a metalens and verify the practicality of our method by restoring the images captured with the manufactured metalens. Code and pre-trained models are available at https://benhenryl.github.io/Metalens-Transformer.
CVMay 30, 2023
Context-Preserving Two-Stage Video Domain Translation for Portrait StylizationDoyeon Kim, Eunji Ko, Hyunsu Kim et al.
Portrait stylization, which translates a real human face image into an artistically stylized image, has attracted considerable interest and many prior works have shown impressive quality in recent years. However, despite their remarkable performances in the image-level translation tasks, prior methods show unsatisfactory results when they are applied to the video domain. To address the issue, we propose a novel two-stage video translation framework with an objective function which enforces a model to generate a temporally coherent stylized video while preserving context in the source video. Furthermore, our model runs in real-time with the latency of 0.011 seconds per frame and requires only 5.6M parameters, and thus is widely applicable to practical real-world applications.
CVFeb 21, 2022
Generating Videos with Dynamics-aware Implicit Generative Adversarial NetworksSihyun Yu, Jihoon Tack, Sangwoo Mo et al.
In the deep learning era, long video generation of high-quality still remains challenging due to the spatio-temporal complexity and continuity of videos. Existing prior works have attempted to model video distribution by representing videos as 3D grids of RGB values, which impedes the scale of generated videos and neglects continuous dynamics. In this paper, we found that the recent emerging paradigm of implicit neural representations (INRs) that encodes a continuous signal into a parameterized neural network effectively mitigates the issue. By utilizing INRs of video, we propose dynamics-aware implicit generative adversarial network (DIGAN), a novel generative adversarial network for video generation. Specifically, we introduce (a) an INR-based video generator that improves the motion dynamics by manipulating the space and time coordinates differently and (b) a motion discriminator that efficiently identifies the unnatural motions without observing the entire long frame sequences. We demonstrate the superiority of DIGAN under various datasets, along with multiple intriguing properties, e.g., long video synthesis, video extrapolation, and non-autoregressive video generation. For example, DIGAN improves the previous state-of-the-art FVD score on UCF-101 by 30.7% and can be trained on 128 frame videos of 128x128 resolution, 80 frames longer than the 48 frames of the previous state-of-the-art method.
CPMar 5, 2021
Deep Hedging, Generative Adversarial Networks, and BeyondHyunsu Kim
This paper introduces a potential application of deep learning and artificial intelligence in finance, particularly its application in hedging. The major goal encompasses two objectives. First, we present a framework of a direct policy search reinforcement agent replicating a simple vanilla European call option and use the agent for the model-free delta hedging. Through the first part of this paper, we demonstrate how the RNN-based direct policy search RL agents can perform delta hedging better than the classic Black-Scholes model in Q-world based on parametrically generated underlying scenarios, particularly minimizing tail exposures at higher values of the risk aversion parameter. In the second part of this paper, with the non-parametric paths generated by time-series GANs from multi-variate temporal space, we illustrate its delta hedging performance on various values of the risk aversion parameter via the basic RNN-based RL agent introduced in the first part of the paper, showing that we can potentially achieve higher average profits with a rather evident risk-return trade-off. We believe that this RL-based hedging framework is a more efficient way of performing hedging in practice, addressing some of the inherent issues with the classic models, providing promising/intuitive hedging results, and rendering a flexible framework that can be easily paired with other AI-based models for many other purposes.
CVAug 16, 2019
Tag2Pix: Line Art Colorization Using Text Tag With SECat and Changing LossHyunsu Kim, Ho Young Jhoo, Eunhyeok Park et al.
Line art colorization is expensive and challenging to automate. A GAN approach is proposed, called Tag2Pix, of line art colorization which takes as input a grayscale line art and color tag information and produces a quality colored image. First, we present the Tag2Pix line art colorization dataset. A generator network is proposed which consists of convolutional layers to transform the input line art, a pre-trained semantic extraction network, and an encoder for input color information. The discriminator is based on an auxiliary classifier GAN to classify the tag information as well as genuineness. In addition, we propose a novel network structure called SECat, which makes the generator properly colorize even small features such as eyes, and also suggest a novel two-step training method where the generator and discriminator first learn the notion of object and shape and then, based on the learned notion, learn colorization, such as where and how to place which color. We present both quantitative and qualitative evaluations which prove the effectiveness of the proposed method.
DBApr 22, 2019
Data Cleaning for Accurate, Fair, and Robust Models: A Big Data - AI Integration ApproachKi Hyun Tae, Yuji Roh, Young Hun Oh et al.
The wide use of machine learning is fundamentally changing the software development paradigm (a.k.a. Software 2.0) where data becomes a first-class citizen, on par with code. As machine learning is used in sensitive applications, it becomes imperative that the trained model is accurate, fair, and robust to attacks. While many techniques have been proposed to improve the model training process (in-processing approach) or the trained model itself (post-processing), we argue that the most effective method is to clean the root cause of error: the data the model is trained on (pre-processing). Historically, there are at least three research communities that have been separately studying this problem: data management, machine learning (model fairness), and security. Although a significant amount of research has been done by each community, ultimately the same datasets must be preprocessed, and there is little understanding how the techniques relate to each other and can possibly be integrated. We contend that it is time to extend the notion of data cleaning for modern machine learning needs. We identify dependencies among the data preprocessing techniques and propose MLClean, a unified data cleaning framework that integrates the techniques and helps train accurate and fair models. This work is part of a broader trend of Big data -- Artificial Intelligence (AI) integration.