We consider a variation on the classical finance problem of optimal portfolio design. In our setting, a large population of consumers is drawn from some distribution over risk tolerances, and each consumer must be assigned to a portfolio of lower risk than her tolerance. The consumers may also belong to underlying groups (for instance, of demographic properties or wealth), and the goal is to design a small number of portfolios that are fair across groups in a particular and natural technical sense. Our main results are algorithms for optimal and near-optimal portfolio design for both social welfare and fairness objectives, both with and without assumptions on the underlying group structure. We describe an efficient algorithm based on an internal two-player zero-sum game that learns near-optimal fair portfolios ex ante and show experimentally that it can be used to obtain a small set of fair portfolios ex post as well. For the special but natural case in which group structure coincides with risk tolerances (which models the reality that wealthy consumers generally tolerate greater risk), we give an efficient and optimal fair algorithm. We also provide generalization guarantees for the underlying risk distribution that has no dependence on the number of portfolios and illustrate the theory with simulation results.

Deep neural networks have successfully been trained in various application areas with stochastic gradient descent. However, there exists no rigorous mathematical explanation why this works so well. The training of neural networks with stochastic gradient descent has four different discretization parameters: (i) the network architecture; (ii) the size of the training data; (iii) the number of gradient steps; and (iv) the number of randomly initialized gradient trajectories. While it can be shown that the approximation error converges to zero if all four parameters are sent to infinity in the right order, we demonstrate in this paper that stochastic gradient descent fails to converge for rectified linear unit networks if their depth is much larger than their width and the number of random initializations does not increase to infinity fast enough.

In many machine learning applications one optimizes a non-convex loss function; this is often achieved using simple descending algorithms such as gradient descent or its stochastic variations. The positive results obtained in practice are often hard to justify from the theoretical point of view, and this apparent contradiction between non-convex landscapes and good performance of simple algorithms is a recurrent problem in machine learning. A successful line of research has studied the geometrical properties of the loss landscape, distinguishing between good minima - that lead to good generalization error - and spurious minima - associated with bad generalization error. The results showed that in some regimes, for several problems from matrix completion [1] to wide neural networks [2, 3], spurious minima disappear and consequently under weak assumptions [4] gradient descent will converge to good minima. However, these results do not justify numerous other results showing that good and spurious minima are present, but systematically gradient descent works [5, 6]. In [7] it was theoretically shown that in a toy model - the spiked matrix-tensor model - it is possible to find good minima with high probability in a regime where exponentially many spurious minima are provably present. In [8] it was shown that this is due to the presence of the so-called threshold states in the landscape, that play a key role in the dynamics of the gradient flow [9,10]: at first attracting it, and successively triggering the converge towards lower minima under certain conditions [11, 12]. However, the spiked matrix-tensor model is an unsupervised learning model and it remained open whether the picture put forward in [7, 8] happens also in learning with neural networks.

Catastrophic forgetting affects the training of neural networks, limiting their ability to learn multiple tasks sequentially. From the perspective of the well established plasticity-stability dilemma, neural networks tend to be overly plastic, lacking the stability necessary to prevent the forgetting of previous knowledge, which means that as learning progresses, networks tend to forget previously seen tasks. This phenomenon coined in the continual learning literature, has attracted much attention lately, and several families of approaches have been proposed with different degrees of success. However, there has been limited prior work extensively analyzing the impact that different training regimes -- learning rate, batch size, regularization method-- can have on forgetting. In this work, we depart from the typical approach of altering the learning algorithm to improve stability. Instead, we hypothesize that the geometrical properties of the local minima found for each task play an important role in the overall degree of forgetting. In particular, we study the effect of dropout, learning rate decay, and batch size, on forming training regimes that widen the tasks' local minima and consequently, on helping it not to forget catastrophically. Our study provides practical insights to improve stability via simple yet effective techniques that outperform alternative baselines.

This paper develops a novel two-layer hierarchical classifier that increases the accuracy of traditional transportation mode classification algorithms. This paper also enhances classification accuracy by extracting new frequency domain features. Many researchers have obtained these features from global positioning system data; however, this data was excluded in this paper, as the system use might deplete the smartphone's battery and signals may be lost in some areas. Our proposed two-layer framework differs from previous classification attempts in three distinct ways: 1) the outputs of the two layers are combined using Bayes' rule to choose the transportation mode with the largest posterior probability; 2) the proposed framework combines the new extracted features with traditionally used time domain features to create a pool of features; and 3) a different subset of extracted features is used in each layer based on the classified modes. Several machine learning techniques were used, including k-nearest neighbor, classification and regression tree, support vector machine, random forest, and a heterogeneous framework of random forest and support vector machine. Results show that the classification accuracy of the proposed framework outperforms traditional approaches. Transforming the time domain features to the frequency domain also adds new features in a new space and provides more control on the loss of information. Consequently, combining the time domain and the frequency domain features in a large pool and then choosing the best subset results in higher accuracy than using either domain alone. The proposed two-layer classifier obtained a maximum classification accuracy of 97.02%.

The US is using methods of violence against domestic protests it has repeatedly used in its imperial adventures abroad. As the world was gripped by the shocking scenes of police brutality against the Black community in the United States and the aggressive posture adopted by President Donald Trump against the protestors, an important development was missed by many observers. On May 29, the US Customs and Border Protection (CBP) agency flew a Predator drone, the machine used to kill suspected terrorists around the world, over the protestors in Minneapolis. The use of the drone led to immediate condemnations from civil rights groups on the ground, as the city of Minneapolis lies outside the 100-air-mile border zone where the CBP has jurisdiction. The incident is significant because it reflects the willingness of the US authorities to use technology developed to propagate imperial designs abroad against their own citizens.

Learning-enabled controllers used in cyber-physical systems (CPS) are known to be susceptible to adversarial attacks. Such attacks manifest as perturbations to the states generated by the controller's environment in response to its actions. We consider state perturbations that encompass a wide variety of adversarial attacks and describe an attack scheme for discovering adversarial states. To be useful, these attacks need to be natural, yielding states in which the controller can be reasonably expected to generate a meaningful response. We consider shield-based defenses as a means to improve controller robustness in the face of such perturbations. Our defense strategy allows us to treat the controller and environment as black-boxes with unknown dynamics. We provide a two-stage approach to construct this defense and show its effectiveness through a range of experiments on realistic continuous control domains such as the navigation control-loop of an F16 aircraft and the motion control system of humanoid robots.

Celiac Disease (CD) and Environmental Enteropathy (EE) are common causes of malnutrition and adversely impact normal childhood development. Both conditions require a tissue biopsy for diagnosis and a major challenge of interpreting clinical biopsy images to differentiate between these gastrointestinal diseases is striking histopathologic overlap between them. In the current study, we propose four diagnosis techniques for these diseases and address their limitations and advantages. First, the diagnosis between CD, EE, and Normal biopsies is considered, but the main challenge with this diagnosis technique is the staining problem. The dataset used in this research is collected from different centers with different staining standards. To solve this problem, we use color balancing in order to train our model with a varying range of colors. Random Multimodel Deep Learning (RMDL) architecture has been used as another approach to mitigate the effects of the staining problem. RMDL combines different architectures and structures of deep learning and the final output of the model is based on the majority vote. CD is a chronic autoimmune disease that affects the small intestine genetically predisposed children and adults. Typically, CD rapidly progress from Marsh I to IIIa. Marsh III is sub-divided into IIIa (partial villus atrophy), Marsh IIIb (subtotal villous atrophy), and Marsh IIIc (total villus atrophy) to explain the spectrum of villus atrophy along with crypt hypertrophy and increased intraepithelial lymphocytes. In the second part of this study, we proposed two ways for diagnosing different stages of CD. Finally, in the third part of this study, these two steps are combined as Hierarchical Medical Image Classification (HMIC) to have a model to diagnose the disease data hierarchically.

We introduce and study the model of list learning with attribute noise. Learning with attribute noise was introduced by Shackelford and Volper (COLT 1988) as a variant of PAC learning, in which the algorithm has access to noisy examples and uncorrupted labels, and the goal is to recover an accurate hypothesis. Sloan (COLT 1988) and Goldman and Sloan (Algorithmica 1995) discovered information-theoretic limits to learning in this model, which have impeded further progress. In this article we extend the model to that of list learning, drawing inspiration from the list-decoding model in coding theory, and its recent variant studied in the context of learning. On the positive side, we show that sparse conjunctions can be efficiently list learned under some assumptions on the underlying ground-truth distribution. On the negative side, our results show that even in the list-learning model, efficient learning of parities and majorities is not possible regardless of the representation used.

Logged forests cover four million square kilometres of the tropics and restoring these forests is essential if we are to avoid the worst impacts of climate change, yet monitoring recovery is challenging. Tracking the abundance of visually identifiable, early-successional species enables successional status and thereby restoration progress to be evaluated. Here we present a new pipeline, SLIC-UAV, for processing Unmanned Aerial Vehicle (UAV) imagery to map early-successional species in tropical forests. The pipeline is novel because it comprises: (a) a time-efficient approach for labelling crowns from UAV imagery; (b) machine learning of species based on spectral and textural features within individual tree crowns, and (c) automatic segmentation of orthomosaiced UAV imagery into 'superpixels', using Simple Linear Iterative Clustering (SLIC). Creating superpixels reduces the dataset's dimensionality and focuses prediction onto clusters of pixels, greatly improving accuracy. To demonstrate SLIC-UAV, support vector machines and random forests were used to predict the species of hand-labelled crowns in a restoration concession in Indonesia. Random forests were most accurate at discriminating species for whole crowns, with accuracy ranging from 79.3% when mapping five common species, to 90.5% when mapping the three most visually-distinctive species. In contrast, support vector machines proved better for labelling automatically segmented superpixels, with accuracy ranging from 74.3% to 91.7% for the same species. Models were extended to map species across 100 hectares of forest. The study demonstrates the power of SLIC-UAV for mapping characteristic early-successional tree species as an indicator of successional stage within tropical forest restoration areas. Continued effort is needed to develop easy-to-implement and low-cost technology to improve the affordability of project management.