Daily Papers

In the field of personalized image generation, the ability to create images preserving concepts has significantly improved. Creating an image that naturally integrates multiple concepts in a cohesive and visually appealing composition can indeed be challenging. This paper introduces "InstantFamily," an approach that employs a novel masked cross-attention mechanism and a multimodal embedding stack to achieve zero-shot multi-ID image generation. Our method effectively preserves ID as it utilizes global and local features from a pre-trained face recognition model integrated with text conditions. Additionally, our masked cross-attention mechanism enables the precise control of multi-ID and composition in the generated images. We demonstrate the effectiveness of InstantFamily through experiments showing its dominance in generating images with multi-ID, while resolving well-known multi-ID generation problems. Additionally, our model achieves state-of-the-art performance in both single-ID and multi-ID preservation. Furthermore, our model exhibits remarkable scalability with a greater number of ID preservation than it was originally trained with.

We propose a reinforcement learning (RL) framework that leverages multimodal data including historical stock prices, sentiment analysis, and topic embeddings from news articles, to optimize trading strategies for SP100 stocks. Building upon recent advancements in financial reinforcement learning, we aim to enhance the state space representation by integrating financial sentiment data from SEC filings and news headlines and refining the reward function to better align with portfolio performance metrics. Our methodology includes deep reinforcement learning with state tensors comprising price data, sentiment scores, and news embeddings, processed through advanced feature extraction models like CNNs and RNNs. By benchmarking against traditional portfolio optimization techniques and advanced strategies, we demonstrate the efficacy of our approach in delivering superior portfolio performance. Empirical results showcase the potential of our agent to outperform standard benchmarks, especially when utilizing combined data sources under profit-based reward functions.