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Zhenhan Huang

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2 published item(s)

preprint2026arXiv

Intermediate Representations are Strong AI-Generated Image Detectors

The rapid advancement in generative AI models has enabled the creation of photorealistic images. At the same time, there are growing concerns about the potential misuse and dangers of generated content, as well as a pressing need for effective AI-generated image detectors. However, current training-based detection techniques are typically computationally costly and can hardly be generalized to unseen data domains, while training-free methods fall short in detection performance. To bridge this gap, we propose a search-based method employing data embedding sensitivity in intermediate layers to detect AI-generated images. Given a set of real and AI-generated images, our method examines the similarity between original image embeddings and perturbed image embeddings, and detects AI-generated images based on the similarity. We examine the proposed method on two comprehensive benchmarks: GenImage and Forensics Small. Our method exhibits improved performance across different datasets compared to both training-free and training-based state-of-the-art methods. On average, our method achieves the largest performance gain on the Forensics Small benchmark by 39.61% compared to the best training-free method and 5.14% compared to the best training-based method in AUROC score.

preprint2022arXiv

MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management

Financial portfolio management (PM) is one of the most applicable problems in reinforcement learning (RL) owing to its sequential decision-making nature. However, existing RL-based approaches rarely focus on scalability or reusability to adapt to the ever-changing markets. These approaches are rigid and unscalable to accommodate the varying number of assets of portfolios and increasing need for heterogeneous data. Also, RL agents in the existing systems are ad-hoc trained and hardly reusable for different portfolios. To confront the above problems, a modular design is desired for the systems to be compatible with reusable asset-dedicated agents. In this paper, we propose a multi-agent RL-based system for PM (MSPM). MSPM involves two types of asynchronously-updated modules: Evolving Agent Module (EAM) and Strategic Agent Module (SAM). An EAM is an information-generating module with a DQN agent, and it receives heterogeneous data and generates signal-comprised information for a particular asset. An SAM is a decision-making module with a PPO agent for portfolio optimization, and it connects to EAMs to reallocate the assets in a portfolio. Trained EAMs can be connected to any SAM at will. With its modularized architecture, the multi-step condensation of volatile market information, and the reusable design of EAM, MSPM simultaneously addresses the two challenges in RL-based PM: scalability and reusability. Experiments on 8-year U.S. stock market data prove the effectiveness of MSPM in profit accumulation by its outperformance over five baselines in terms of accumulated rate of return (ARR), daily rate of return, and Sortino ratio. MSPM improves ARR by at least 186.5% compared to CRP, a widely-used PM strategy. To validate the indispensability of EAM, we back-test and compare MSPMs on four portfolios. EAM-enabled MSPMs improve ARR by at least 1341.8% compared to EAM-disabled MSPMs.