DN-DETR: Accelerate DETR Training by Introducing Query DeNoisingFeng Li, Hao Zhang, Shilong Liu et al. · tsinghua
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}.
Sentiment-Aware Word and Sentence Level Pre-training for Sentiment AnalysisShuai Fan, Chen Lin, Haonan Li et al.
Most existing pre-trained language representation models (PLMs) are sub-optimal in sentiment analysis tasks, as they capture the sentiment information from word-level while under-considering sentence-level information. In this paper, we propose SentiWSP, a novel Sentiment-aware pre-trained language model with combined Word-level and Sentence-level Pre-training tasks. The word level pre-training task detects replaced sentiment words, via a generator-discriminator framework, to enhance the PLM's knowledge about sentiment words. The sentence level pre-training task further strengthens the discriminator via a contrastive learning framework, with similar sentences as negative samples, to encode sentiments in a sentence. Extensive experimental results show that SentiWSP achieves new state-of-the-art performance on various sentence-level and aspect-level sentiment classification benchmarks. We have made our code and model publicly available at https://github.com/XMUDM/SentiWSP.
16.3CVMar 3, 2022
Vision-Language Intelligence: Tasks, Representation Learning, and Large ModelsFeng Li, Hao Zhang, Yi-Fan Zhang et al.
This paper presents a comprehensive survey of vision-language (VL) intelligence from the perspective of time. This survey is inspired by the remarkable progress in both computer vision and natural language processing, and recent trends shifting from single modality processing to multiple modality comprehension. We summarize the development in this field into three time periods, namely task-specific methods, vision-language pre-training (VLP) methods, and larger models empowered by large-scale weakly-labeled data. We first take some common VL tasks as examples to introduce the development of task-specific methods. Then we focus on VLP methods and comprehensively review key components of the model structures and training methods. After that, we show how recent work utilizes large-scale raw image-text data to learn language-aligned visual representations that generalize better on zero or few shot learning tasks. Finally, we discuss some potential future trends towards modality cooperation, unified representation, and knowledge incorporation. We believe that this review will be of help for researchers and practitioners of AI and ML, especially those interested in computer vision and natural language processing.
2.3CPApr 24, 2025
QuantBench: Benchmarking AI Methods for Quantitative InvestmentSaizhuo Wang, Hao Kong, Jiadong Guo et al.
The field of artificial intelligence (AI) in quantitative investment has seen significant advancements, yet it lacks a standardized benchmark aligned with industry practices. This gap hinders research progress and limits the practical application of academic innovations. We present QuantBench, an industrial-grade benchmark platform designed to address this critical need. QuantBench offers three key strengths: (1) standardization that aligns with quantitative investment industry practices, (2) flexibility to integrate various AI algorithms, and (3) full-pipeline coverage of the entire quantitative investment process. Our empirical studies using QuantBench reveal some critical research directions, including the need for continual learning to address distribution shifts, improved methods for modeling relational financial data, and more robust approaches to mitigate overfitting in low signal-to-noise environments. By providing a common ground for evaluation and fostering collaboration between researchers and practitioners, QuantBench aims to accelerate progress in AI for quantitative investment, similar to the impact of benchmark platforms in computer vision and natural language processing.
13.0LGMar 26, 2025
CSPO: Cross-Market Synergistic Stock Price Movement Forecasting with Pseudo-volatility OptimizationSida Lin, Yankai Chen, Yiyan Qi et al.
The stock market, as a cornerstone of the financial markets, places forecasting stock price movements at the forefront of challenges in quantitative finance. Emerging learning-based approaches have made significant progress in capturing the intricate and ever-evolving data patterns of modern markets. With the rapid expansion of the stock market, it presents two characteristics, i.e., stock exogeneity and volatility heterogeneity, that heighten the complexity of price forecasting. Specifically, while stock exogeneity reflects the influence of external market factors on price movements, volatility heterogeneity showcases the varying difficulty in movement forecasting against price fluctuations. In this work, we introduce the framework of Cross-market Synergy with Pseudo-volatility Optimization (CSPO). Specifically, CSPO implements an effective deep neural architecture to leverage external futures knowledge. This enriches stock embeddings with cross-market insights and thus enhances the CSPO's predictive capability. Furthermore, CSPO incorporates pseudo-volatility to model stock-specific forecasting confidence, enabling a dynamic adaptation of its optimization process to improve accuracy and robustness. Our extensive experiments, encompassing industrial evaluation and public benchmarking, highlight CSPO's superior performance over existing methods and effectiveness of all proposed modules contained therein.