Daily Papers

Deep hedging is a promising direction in quantitative finance, incorporating models and techniques from deep learning research. While giving excellent hedging strategies, models inherently requires careful treatment in designing architectures for neural networks. To mitigate such difficulties, we introduce SigFormer, a novel deep learning model that combines the power of path signatures and transformers to handle sequential data, particularly in cases with irregularities. Path signatures effectively capture complex data patterns, while transformers provide superior sequential attention. Our proposed model is empirically compared to existing methods on synthetic data, showcasing faster learning and enhanced robustness, especially in the presence of irregular underlying price data. Additionally, we validate our model performance through a real-world backtest on hedging the SP 500 index, demonstrating positive outcomes.

We present SegFormer, a simple, efficient yet powerful semantic segmentation framework which unifies Transformers with lightweight multilayer perception (MLP) decoders. SegFormer has two appealing features: 1) SegFormer comprises a novel hierarchically structured Transformer encoder which outputs multiscale features. It does not need positional encoding, thereby avoiding the interpolation of positional codes which leads to decreased performance when the testing resolution differs from training. 2) SegFormer avoids complex decoders. The proposed MLP decoder aggregates information from different layers, and thus combining both local attention and global attention to render powerful representations. We show that this simple and lightweight design is the key to efficient segmentation on Transformers. We scale our approach up to obtain a series of models from SegFormer-B0 to SegFormer-B5, reaching significantly better performance and efficiency than previous counterparts. For example, SegFormer-B4 achieves 50.3% mIoU on ADE20K with 64M parameters, being 5x smaller and 2.2% better than the previous best method. Our best model, SegFormer-B5, achieves 84.0% mIoU on Cityscapes validation set and shows excellent zero-shot robustness on Cityscapes-C. Code will be released at: github.com/NVlabs/SegFormer.

In recent years, transformer-based models have exhibited considerable potential in point cloud instance segmentation. Despite the promising performance achieved by existing methods, they encounter challenges such as instance query initialization problems and excessive reliance on stacked layers, rendering them incompatible with large-scale 3D scenes. This paper introduces a novel method, named SGIFormer, for 3D instance segmentation, which is composed of the Semantic-guided Mix Query (SMQ) initialization and the Geometric-enhanced Interleaving Transformer (GIT) decoder. Specifically, the principle of our SMQ initialization scheme is to leverage the predicted voxel-wise semantic information to implicitly generate the scene-aware query, yielding adequate scene prior and compensating for the learnable query set. Subsequently, we feed the formed overall query into our GIT decoder to alternately refine instance query and global scene features for further capturing fine-grained information and reducing complex design intricacies simultaneously. To emphasize geometric property, we consider bias estimation as an auxiliary task and progressively integrate shifted point coordinates embedding to reinforce instance localization. SGIFormer attains state-of-the-art performance on ScanNet V2, ScanNet200 datasets, and the challenging high-fidelity ScanNet++ benchmark, striking a balance between accuracy and efficiency. The code, weights, and demo videos are publicly available at https://rayyoh.github.io/sgiformer.

Panoptic segmentation involves a combination of joint semantic segmentation and instance segmentation, where image contents are divided into two types: things and stuff. We present Panoptic SegFormer, a general framework for panoptic segmentation with transformers. It contains three innovative components: an efficient deeply-supervised mask decoder, a query decoupling strategy, and an improved post-processing method. We also use Deformable DETR to efficiently process multi-scale features, which is a fast and efficient version of DETR. Specifically, we supervise the attention modules in the mask decoder in a layer-wise manner. This deep supervision strategy lets the attention modules quickly focus on meaningful semantic regions. It improves performance and reduces the number of required training epochs by half compared to Deformable DETR. Our query decoupling strategy decouples the responsibilities of the query set and avoids mutual interference between things and stuff. In addition, our post-processing strategy improves performance without additional costs by jointly considering classification and segmentation qualities to resolve conflicting mask overlaps. Our approach increases the accuracy 6.2\% PQ over the baseline DETR model. Panoptic SegFormer achieves state-of-the-art results on COCO test-dev with 56.2\% PQ. It also shows stronger zero-shot robustness over existing methods. The code is released at https://github.com/zhiqi-li/Panoptic-SegFormer.