Real-time bidding (RTB) is an important mechanism in online display advertising, where a proper bid for each page view plays an essential role for good marketing results. Budget constrained bidding is a typical scenario in RTB where the advertisers hope to maximize the total value of the winning impressions under a pre-set budget constraint. However, the optimal bidding strategy is hard to be derived due to the complexity and volatility of the auction environment. To address these challenges, in this paper, we formulate budget constrained bidding as a Markov Decision Process and propose a model-free reinforcement learning framework to resolve the optimization problem. Our analysis shows that the immediate reward from environment is misleading under a critical resource constraint. Therefore, we innovate a reward function design methodology for the reinforcement learning problems with constraints. Based on the new reward design, we employ a deep neural network to learn the appropriate reward so that the optimal policy can be learned effectively. Different from the prior model-based work, which suffers from the scalability problem, our framework is easy to be deployed in large-scale industrial applications. The experimental evaluations demonstrate the effectiveness of our framework on large-scale real datasets.

In this paper we present a new population based metaheuristic called the fixed set search (FSS). The proposed approach represents a method of adding a learning mechanism to the greedy randomized adaptive search procedure (GRASP). The basic concept of FSS is to avoid focusing on specific high quality solutions but on parts or elements that such solutions have. This is done through fixing a set of elements that exist in such solutions and dedicating computational effort to finding near optimal solutions for the underlying subproblem. The simplicity of implementing the proposed method is illustrated on the traveling salesman problem. Our computational experiments show that the FSS manages to find significantly better solutions than the GRASP it is based on and also the dynamic convexized method.

We consider the problem of inferring the directed, causal graph from observational data, assuming no hidden confounders. We take an information theoretic approach, and make three main contributions. First, we show how through algorithmic information theory we can obtain SCI, a highly robust, effective and computationally efficient test for conditional independence---and show it outperforms the state of the art when applied in constraint-based inference methods such as stable PC. Second, building upon on SCI, we show how to tell apart the parents and children of a given node based on the algorithmic Markov condition. We give the Climb algorithm to efficiently discover the directed, causal Markov blanket---and show it is at least as accurate as inferring the global network, while being much more efficient. Last, but not least, we detail how we can use the Climb score to direct those edges that state of the art causal discovery algorithms based on PC or GES leave undirected---and show this improves their precision, recall and F1 scores by up to 20%.

Recommendation algorithms are widely adopted in marketplaces to help users find the items they are looking for. The sparsity of the items by user matrix and the cold-start issue in marketplaces pose challenges for the off-the-shelf matrix factorization based recommender systems. To understand user intent and tailor recommendations to their needs, we use deep learning to explore various heterogeneous data available in marketplaces. This paper summarizes five lessons we learned from experimenting with state-of-the-art deep learning recommenders at the leading Norwegian marketplace \textit{FINN.no}. We design a hybrid recommender system that takes the user-generated contents of a marketplace (including text, images and meta attributes) and combines them with user behavior data such as page views and messages to provide recommendations for marketplace items. Among various tactics we experimented with, the following five show the best impact: staged training instead of end-to-end training, leveraging rich user behaviors beyond page views, using user behaviors as noisy labels to train embeddings, using transfer learning to solve the unbalanced data problem, and using attention mechanisms in the hybrid model. This system is currently running with around 20\% click-through-rate in production at \textit{FINN.no} and serves over one million visitors everyday.

Humans can easily describe, imagine, and, crucially, predict a wide variety of behaviors of liquids--splashing, squirting, gushing, sloshing, soaking, dripping, draining, trickling, pooling, and pouring--despite tremendous variability in their material and dynamical properties. Here we propose and test a computational model of how people perceive and predict these liquid dynamics, based on coarse approximate simulations of fluids as collections of interacting particles. Our model is analogous to a "game engine in the head", drawing on techniques for interactive simulations (as in video games) that optimize for efficiency and natural appearance rather than physical accuracy. In two behavioral experiments, we found that the model accurately captured people's predictions about how liquids flow among complex solid obstacles, and was significantly better than two alternatives based on simple heuristics and deep neural networks. Our model was also able to explain how people's predictions varied as a function of the liquids' properties (e.g., viscosity and stickiness). Together, the model and empirical results extend the recent proposal that human physical scene understanding for the dynamics of rigid, solid objects can be supported by approximate probabilistic simulation, to the more complex and unexplored domain of fluid dynamics.

Automatic speech recognition can potentially benefit from the lip motion patterns, complementing acoustic speech to improve the overall recognition performance, particularly in noise. In this paper we propose an audio-visual fusion strategy that goes beyond simple feature concatenation and learns to automatically align the two modalities, leading to enhanced representations which increase the recognition accuracy in both clean and noisy conditions. We test our strategy on the TCD-TIMIT and LRS2 datasets, designed for large vocabulary continuous speech recognition, applying three types of noise at different power ratios. We also exploit state of the art Sequence-to-Sequence architectures, showing that our method can be easily integrated. Results show relative improvements from 7% up to 30% on TCD-TIMIT over the acoustic modality alone, depending on the acoustic noise level. We anticipate that the fusion strategy can easily generalise to many other multimodal tasks which involve correlated modalities.

As opposed to mainstream qualitative assessments these absolute physical quantities can be used for tissue or pathology identification independent of the scanner or scanning sequences. Unlike conventional quantitative approaches MRF uses i) short and often complicated excitation pulses which encode many NMR parameters simultaneously, and ii) significantly undersampled k-space data. To overcome the lack of sufficient spatiotemporal information MRF incorporates a physical model based on exhaustively simulating a large dictionary of magnetic responses (fingerprints) for all combinations of the quantized NMR parameters. This dictionary is then used for matched-filtering in a model-based reconstruction scheme e.g.

We present a novel regularization approach to train neural networks that enjoys better generalization and test error than standard stochastic gradient descent. Our approach is based on the principles of cross-validation, where a validation set is used to limit the model overfitting. We formulate such principles as a bilevel optimization problem. This formulation allows us to define the optimization of a cost on the validation set subject to another optimization on the training set. The overfitting is controlled by introducing weights on each mini-batch in the training set and by choosing their values so that they minimize the error on the validation set. In practice, these weights define mini-batch learning rates in a gradient descent update equation that favor gradients with better generalization capabilities. Because of its simplicity, this approach can be integrated with other regularization methods and training schemes. We evaluate extensively our proposed algorithm on several neural network architectures and datasets, and find that it consistently improves the generalization of the model, especially when labels are noisy.

In this paper, we propose a spoofing detection system for replay attack using replay noise. In many previous studies across various domains, noise has been reduced. However, in replay attack, we hypothesize that noise is the prominent feature which is different with original signal and it can be one of the keys to find whether a signal has been spoofed. We define the noise that is caused by the replay attack as replay noise. Specifically, the noise of playback devices, recording environments, and recording devices, is included in the replay noise. We explore the effectiveness of training a deep neural network simultaneously for replay attack spoofing detection and replay noise classification. Multi-task learning was exploited to embed spoofing detection and replay noise classification in the code layer. The experiment results on the ASVspoof2017 datasets demonstrate that the performance of our proposed system is relatively improved 30% on the evaluation set.

Quadratic discriminant analysis (QDA) is a standard tool for classification due to its simplicity and flexibility. Because the number of its parameters scales quadratically with the number of the variables, QDA is not practical, however, when the dimensionality is relatively large. To address this, we propose a novel procedure named DA-QDA for QDA in analyzing high-dimensional data. Formulated in a simple and coherent framework, DA-QDA aims to directly estimate the key quantities in the Bayes discriminant function including quadratic interactions and a linear index of the variables for classification. Under appropriate sparsity assumptions, we establish consistency results for estimating the interactions and the linear index, and further demonstrate that the misclassification rate of our procedure converges to the optimal Bayes risk, even when the dimensionality is exponentially high with respect to the sample size. An efficient algorithm based on the alternating direction method of multipliers (ADMM) is developed for finding interactions, which is much faster than its competitor in the literature. The promising performance of DA-QDA is illustrated via extensive simulation studies and the analysis of four real datasets.