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Sep 11

MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading

High-frequency trading (HFT) that executes algorithmic trading in short time scales, has recently occupied the majority of cryptocurrency market. Besides traditional quantitative trading methods, reinforcement learning (RL) has become another appealing approach for HFT due to its terrific ability of handling high-dimensional financial data and solving sophisticated sequential decision-making problems, e.g., hierarchical reinforcement learning (HRL) has shown its promising performance on second-level HFT by training a router to select only one sub-agent from the agent pool to execute the current transaction. However, existing RL methods for HFT still have some defects: 1) standard RL-based trading agents suffer from the overfitting issue, preventing them from making effective policy adjustments based on financial context; 2) due to the rapid changes in market conditions, investment decisions made by an individual agent are usually one-sided and highly biased, which might lead to significant loss in extreme markets. To tackle these problems, we propose a novel Memory Augmented Context-aware Reinforcement learning method On HFT, a.k.a. MacroHFT, which consists of two training phases: 1) we first train multiple types of sub-agents with the market data decomposed according to various financial indicators, specifically market trend and volatility, where each agent owns a conditional adapter to adjust its trading policy according to market conditions; 2) then we train a hyper-agent to mix the decisions from these sub-agents and output a consistently profitable meta-policy to handle rapid market fluctuations, equipped with a memory mechanism to enhance the capability of decision-making. Extensive experiments on various cryptocurrency markets demonstrate that MacroHFT can achieve state-of-the-art performance on minute-level trading tasks.

Att-Adapter: A Robust and Precise Domain-Specific Multi-Attributes T2I Diffusion Adapter via Conditional Variational Autoencoder

Text-to-Image (T2I) Diffusion Models have achieved remarkable performance in generating high quality images. However, enabling precise control of continuous attributes, especially multiple attributes simultaneously, in a new domain (e.g., numeric values like eye openness or car width) with text-only guidance remains a significant challenge. To address this, we introduce the Attribute (Att) Adapter, a novel plug-and-play module designed to enable fine-grained, multi-attributes control in pretrained diffusion models. Our approach learns a single control adapter from a set of sample images that can be unpaired and contain multiple visual attributes. The Att-Adapter leverages the decoupled cross attention module to naturally harmonize the multiple domain attributes with text conditioning. We further introduce Conditional Variational Autoencoder (CVAE) to the Att-Adapter to mitigate overfitting, matching the diverse nature of the visual world. Evaluations on two public datasets show that Att-Adapter outperforms all LoRA-based baselines in controlling continuous attributes. Additionally, our method enables a broader control range and also improves disentanglement across multiple attributes, surpassing StyleGAN-based techniques. Notably, Att-Adapter is flexible, requiring no paired synthetic data for training, and is easily scalable to multiple attributes within a single model.

UNIC-Adapter: Unified Image-instruction Adapter with Multi-modal Transformer for Image Generation

Recently, text-to-image generation models have achieved remarkable advancements, particularly with diffusion models facilitating high-quality image synthesis from textual descriptions. However, these models often struggle with achieving precise control over pixel-level layouts, object appearances, and global styles when using text prompts alone. To mitigate this issue, previous works introduce conditional images as auxiliary inputs for image generation, enhancing control but typically necessitating specialized models tailored to different types of reference inputs. In this paper, we explore a new approach to unify controllable generation within a single framework. Specifically, we propose the unified image-instruction adapter (UNIC-Adapter) built on the Multi-Modal-Diffusion Transformer architecture, to enable flexible and controllable generation across diverse conditions without the need for multiple specialized models. Our UNIC-Adapter effectively extracts multi-modal instruction information by incorporating both conditional images and task instructions, injecting this information into the image generation process through a cross-attention mechanism enhanced by Rotary Position Embedding. Experimental results across a variety of tasks, including pixel-level spatial control, subject-driven image generation, and style-image-based image synthesis, demonstrate the effectiveness of our UNIC-Adapter in unified controllable image generation.

Efficient Distillation of Classifier-Free Guidance using Adapters

While classifier-free guidance (CFG) is essential for conditional diffusion models, it doubles the number of neural function evaluations (NFEs) per inference step. To mitigate this inefficiency, we introduce adapter guidance distillation (AGD), a novel approach that simulates CFG in a single forward pass. AGD leverages lightweight adapters to approximate CFG, effectively doubling the sampling speed while maintaining or even improving sample quality. Unlike prior guidance distillation methods that tune the entire model, AGD keeps the base model frozen and only trains minimal additional parameters (sim2%) to significantly reduce the resource requirement of the distillation phase. Additionally, this approach preserves the original model weights and enables the adapters to be seamlessly combined with other checkpoints derived from the same base model. We also address a key mismatch between training and inference in existing guidance distillation methods by training on CFG-guided trajectories instead of standard diffusion trajectories. Through extensive experiments, we show that AGD achieves comparable or superior FID to CFG across multiple architectures with only half the NFEs. Notably, our method enables the distillation of large models (sim2.6B parameters) on a single consumer GPU with 24 GB of VRAM, making it more accessible than previous approaches that require multiple high-end GPUs. We will publicly release the implementation of our method.

AnimateLCM: Accelerating the Animation of Personalized Diffusion Models and Adapters with Decoupled Consistency Learning

Video diffusion models has been gaining increasing attention for its ability to produce videos that are both coherent and of high fidelity. However, the iterative denoising process makes it computationally intensive and time-consuming, thus limiting its applications. Inspired by the Consistency Model (CM) that distills pretrained image diffusion models to accelerate the sampling with minimal steps and its successful extension Latent Consistency Model (LCM) on conditional image generation, we propose AnimateLCM, allowing for high-fidelity video generation within minimal steps. Instead of directly conducting consistency learning on the raw video dataset, we propose a decoupled consistency learning strategy that decouples the distillation of image generation priors and motion generation priors, which improves the training efficiency and enhance the generation visual quality. Additionally, to enable the combination of plug-and-play adapters in stable diffusion community to achieve various functions (e.g., ControlNet for controllable generation). we propose an efficient strategy to adapt existing adapters to our distilled text-conditioned video consistency model or train adapters from scratch without harming the sampling speed. We validate the proposed strategy in image-conditioned video generation and layout-conditioned video generation, all achieving top-performing results. Experimental results validate the effectiveness of our proposed method. Code and weights will be made public. More details are available at https://github.com/G-U-N/AnimateLCM.

Omni-Video: Democratizing Unified Video Understanding and Generation

Notable breakthroughs in unified understanding and generation modeling have led to remarkable advancements in image understanding, reasoning, production and editing, yet current foundational models predominantly focus on processing images, creating a gap in the development of unified models for video understanding and generation. This report presents Omni-Video, an efficient and effective unified framework for video understanding, generation, as well as instruction-based editing. Our key insight is to teach existing multimodal large language models (MLLMs) to produce continuous visual clues that are used as the input of diffusion decoders, which produce high-quality videos conditioned on these visual clues. To fully unlock the potential of our system for unified video modeling, we integrate several technical improvements: 1) a lightweight architectural design that respectively attaches a vision head on the top of MLLMs and a adapter before the input of diffusion decoders, the former produce visual tokens for the latter, which adapts these visual tokens to the conditional space of diffusion decoders; and 2) an efficient multi-stage training scheme that facilitates a fast connection between MLLMs and diffusion decoders with limited data and computational resources. We empirically demonstrate that our model exhibits satisfactory generalization abilities across video generation, editing and understanding tasks.