Europe
Pomegranate: fast and flexible probabilistic modeling in python
We present pomegranate, an open source machine learning package for probabilistic modeling in Python. Probabilistic modeling encompasses a wide range of methods that explicitly describe uncertainty using probability distributions. Three widely used probabilistic models implemented in pomegranate are general mixture models, hidden Markov models, and Bayesian networks. A primary focus of pomegranate is to abstract away the complexities of training models from their definition. This allows users to focus on specifying the correct model for their application instead of being limited by their understanding of the underlying algorithms. An aspect of this focus involves the collection of additive sufficient statistics from data sets as a strategy for training models. This approach trivially enables many useful learning strategies, such as out-of-core learning, minibatch learning, and semi-supervised learning, without requiring the user to consider how to partition data or modify the algorithms to handle these tasks themselves. pomegranate is written in Cython to speed up calculations and releases the global interpreter lock to allow for built-in multithreaded parallelism, making it competitive with---or outperform---other implementations of similar algorithms. This paper presents an overview of the design choices in pomegranate, and how they have enabled complex features to be supported by simple code.
A Bayesian optimization approach to find Nash equilibria
Picheny, Victor, Binois, Mickael, Habbal, Abderrahmane
Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose a novel Gaussian-process based approach for solving games in this context. We follow a classical Bayesian optimization framework, with sequential sampling decisions based on acquisition functions. Two strategies are proposed, based either on the probability of achieving equilibrium or on the Stepwise Uncertainty Reduction paradigm. Practical and numerical aspects are discussed in order to enhance the scalability and reduce computation time. Our approach is evaluated on several synthetic game problems with varying number of players and decision space dimensions. We show that equilibria can be found reliably for a fraction of the cost (in terms of black-box evaluations) compared to classical, derivative-based algorithms. The method is available in the R package GPGame available on CRAN at https://cran.r-project.org/package=GPGame.
Reinforcement Mechanism Design for e-commerce
Cai, Qingpeng, Filos-Ratsikas, Aris, Tang, Pingzhong, Zhang, Yiwei
We study the problem of allocating impressions to sellers in e-commerce websites, such as Amazon, eBay or Taobao, aiming to maximize the total revenue generated by the platform. We employ a general framework of reinforcement mechanism design, which uses deep reinforcement learning to design efficient algorithms, taking the strategic behaviour of the sellers into account. Specifically, we model the impression allocation problem as a Markov decision process, where the states encode the history of impressions, prices, transactions and generated revenue and the actions are the possible impression allocations in each round. To tackle the problem of continuity and high-dimensionality of states and actions, we adopt the ideas of the DDPG algorithm to design an actor-critic policy gradient algorithm which takes advantage of the problem domain in order to achieve convergence and stability. We evaluate our proposed algorithm, coined IA(GRU), by comparing it against DDPG, as well as several natural heuristics, under different rationality models for the sellers - we assume that sellers follow well-known no-regret type strategies which may vary in their degree of sophistication. We find that IA(GRU) outperforms all algorithms in terms of the total revenue.
The Argument Reasoning Comprehension Task: Identification and Reconstruction of Implicit Warrants
Habernal, Ivan, Wachsmuth, Henning, Gurevych, Iryna, Stein, Benno
Reasoning is a crucial part of natural language argumentation. To comprehend an argument, one must analyze its warrant, which explains why its claim follows from its premises. As arguments are highly contextualized, warrants are usually presupposed and left implicit. Thus, the comprehension does not only require language understanding and logic skills, but also depends on common sense. In this paper we develop a methodology for reconstructing warrants systematically. We operationalize it in a scalable crowdsourcing process, resulting in a freely licensed dataset with warrants for 2k authentic arguments from news comments. On this basis, we present a new challenging task, the argument reasoning comprehension task. Given an argument with a claim and a premise, the goal is to choose the correct implicit warrant from two options. Both warrants are plausible and lexically close, but lead to contradicting claims. A solution to this task will define a substantial step towards automatic warrant reconstruction. However, experiments with several neural attention and language models reveal that current approaches do not suffice.
Lenient Multi-Agent Deep Reinforcement Learning
Palmer, Gregory, Tuyls, Karl, Bloembergen, Daan, Savani, Rahul
Much of the success of single agent deep reinforcement learning (DRL) in recent years can be attributed to the use of experience replay memories (ERM), which allow Deep Q-Networks (DQNs) to be trained efficiently through sampling stored state transitions. However, care is required when using ERMs for multi-agent deep reinforcement learning (MA-DRL), as stored transitions can become outdated because agents update their policies in parallel [11]. In this work we apply leniency [23] to MA-DRL. Lenient agents map state-action pairs to decaying temperature values that control the amount of leniency applied towards negative policy updates that are sampled from the ERM. This introduces optimism in the value-function update, and has been shown to facilitate cooperation in tabular fully-cooperative multi-agent reinforcement learning problems. We evaluate our Lenient-DQN (LDQN) empirically against the related Hysteretic-DQN (HDQN) algorithm [22] as well as a modified version we call scheduled-HDQN, that uses average reward learning near terminal states. Evaluations take place in extended variations of the Coordinated Multi-Agent Object Transportation Problem (CMOTP) [8] which include fully-cooperative sub-tasks and stochastic rewards. We find that LDQN agents are more likely to converge to the optimal policy in a stochastic reward CMOTP compared to standard and scheduled-HDQN agents.
Multi-task Learning of Pairwise Sequence Classification Tasks Over Disparate Label Spaces
Augenstein, Isabelle, Ruder, Sebastian, Søgaard, Anders
We combine multi-task learning and semi-supervised learning by inducing a joint embedding space between disparate label spaces and learning transfer functions between label embeddings, enabling us to jointly leverage unlabelled data and auxiliary, annotated datasets. We evaluate our approach on a variety of sequence classification tasks with disparate label spaces. We outperform strong single and multi-task baselines and achieve a new state-of-the-art for aspect- and topic-based sentiment analysis.
Discovering Bayesian Market Views for Intelligent Asset Allocation
Xing, Frank Z., Cambria, Erik, Malandri, Lorenzo, Vercellis, Carlo
Along with the advance of opinion mining techniques, public mood has been found to be a key element for stock market prediction. However, in what manner the market participants are affected by public mood has been rarely discussed. As a result, there has been little progress in leveraging public mood for the asset allocation problem, as the application is preferred in a trusted and interpretable way. In order to address the issue of incorporating public mood analyzed from social media, we propose to formalize it into market views that can be integrated into the modern portfolio theory. In this framework, the optimal market views will maximize returns in each period with a Bayesian asset allocation model. We train two neural models to generate the market views, and benchmark the performance of our model using market views on other popular asset allocation strategies. Our experimental results suggest that the formalization of market views significantly increases the profitability (5% to 10%) of the simulated portfolio at a given risk level.
Human-in-the-Loop Synthesis for Partially Observable Markov Decision Processes
Carr, Steven, Jansen, Nils, Wimmer, Ralf, Fu, Jie, Topcu, Ufuk
We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such problems. Because of the potentially huge or even infinite belief space in POMDPs, synthesis with safety guarantees is, in general, computationally intractable. We propose an approach that aims to circumvent this difficulty: in scenarios that can be partially or fully simulated in a virtual environment, we actively integrate a human user to control an agent. While the user repeatedly tries to safely guide the agent in the simulation, we collect data from the human input. Via behavior cloning, we translate the data into a strategy for the POMDP. The strategy resolves all nondeterminism and non-observability of the POMDP, resulting in a discrete-time Markov chain (MC). The efficient verification of this MC gives quantitative insights into the quality of the inferred human strategy by proving or disproving given system specifications. For the case that the quality of the strategy is not sufficient, we propose a refinement method using counterexamples presented to the human. Experiments show that by including humans into the POMDP verification loop we improve the state of the art by orders of magnitude in terms of scalability.
Multilingual Adaptation of RNN Based ASR Systems
Müller, Markus, Stüker, Sebastian, Waibel, Alex
In this work, we focus on multilingual systems based on recurrent neural networks (RNNs), trained using the Connectionist Temporal Classification (CTC) loss function. Using a multilingual set of acoustic units poses difficulties. To address this issue, we proposed Language Feature Vectors (LFVs) to train language adaptive multilingual systems. Language adaptation, in contrast to speaker adaptation, needs to be applied not only on the feature level, but also to deeper layers of the network. In this work, we therefore extended our previous approach by introducing a novel technique which we call "modulation". Based on this method, we modulated the hidden layers of RNNs using LFVs. We evaluated this approach in both full and low resource conditions, as well as for grapheme and phone based systems. Lower error rates throughout the different conditions could be achieved by the use of the modulation.
#33 - Max Chiodo - Embedded AI and how it will improve your life... or not
Artificial Intelligence and Robotics are entering more and more aspects of our lives, sometimes in ways that we don't even suspect. There is a lot of hype about AI, but what is AI really? How does is compare to human intelligence? How are AI technologies impacting our lives now, and what can we expect for the future? Max Chiodo Massimiliano (Max) Chiodo is systems and software engineer who has worked for several companies both in Italy and Silicon Valley for more than 30 years.