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Recursive Multikernel Filters Exploiting Nonlinear Temporal Structure
Van Vaerenbergh, Steven, Scardapane, Simone, Santamaria, Ignacio
In kernel methods, temporal information on the data is commonly included by using time-delayed embeddings as inputs. Recently, an alternative formulation was proposed by defining a gamma-filter explicitly in a reproducing kernel Hilbert space, giving rise to a complex model where multiple kernels operate on different temporal combinations of the input signal. In the original formulation, the kernels are then simply combined to obtain a single kernel matrix (for instance by averaging), which provides computational benefits but discards important information on the temporal structure of the signal. Inspired by works on multiple kernel learning, we overcome this drawback by considering the different kernels separately. We propose an efficient strategy to adaptively combine and select these kernels during the training phase. The resulting batch and online algorithms automatically learn to process highly nonlinear temporal information extracted from the input signal, which is implicitly encoded in the kernel values. We evaluate our proposal on several artificial and real tasks, showing that it can outperform classical approaches both in batch and online settings.
Learning to Learn without Gradient Descent by Gradient Descent
Chen, Yutian, Hoffman, Matthew W., Colmenarejo, Sergio Gomez, Denil, Misha, Lillicrap, Timothy P., Botvinick, Matt, de Freitas, Nando
We learn recurrent neural network optimizers trained on simple synthetic functions by gradient descent. We show that these learned optimizers exhibit a remarkable degree of transfer in that they can be used to efficiently optimize a broad range of derivative-free black-box functions, including Gaussian process bandits, simple control objectives, global optimization benchmarks and hyper-parameter tuning tasks. Up to the training horizon, the learned optimizers learn to trade-off exploration and exploitation, and compare favourably with heavily engineered Bayesian optimization packages for hyper-parameter tuning.
The loss surface of deep and wide neural networks
While the optimization problem behind deep neural networks is highly non-convex, it is frequently observed in practice that training deep networks seems possible without getting stuck in suboptimal points. It has been argued that this is the case as all local minima are close to being globally optimal. We show that this is (almost) true, in fact almost all local minima are globally optimal, for a fully connected network with squared loss and analytic activation function given that the number of hidden units of one layer of the network is larger than the number of training points and the network structure from this layer on is pyramidal.
Multiplicative Normalizing Flows for Variational Bayesian Neural Networks
Louizos, Christos, Welling, Max
We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient and straightforward to improve the approximation by employing normalizing flows (Rezende & Mohamed, 2015) while still allowing for local reparametrizations (Kingma et al., 2015) and a tractable lower bound (Ranganath et al., 2015; Maalรธe et al., 2016). In experiments we show that with this new approximation we can significantly improve upon classical mean field for Bayesian neural networks on both predictive accuracy as well as predictive uncertainty.
Optimal resampling for the noisy OneMax problem
Liu, Jialin, Fairbank, Michael, Pรฉrez-Liรฉbana, Diego, Lucas, Simon M.
The OneMax problem is a standard benchmark optimisation problem for a binary search space. Recent work on applying a Bandit-Based Random Mutation Hill-Climbing algorithm to the noisy OneMax Problem showed that it is important to choose a good value for the resampling number to make a careful trade off between taking more samples in order to reduce noise, and taking fewer samples to reduce the total computational cost. This paper extends that observation, by deriving an analytical expression for the running time of the RMHC algorithm with resampling applied to the noisy OneMax problem, and showing both theoretically and empirically that the optimal resampling number increases with the number of dimensions in the search space.
Stabilising Experience Replay for Deep Multi-Agent Reinforcement Learning
Foerster, Jakob, Nardelli, Nantas, Farquhar, Gregory, Afouras, Triantafyllos, Torr, Philip H. S., Kohli, Pushmeet, Whiteson, Shimon
Many real-world problems, such as network packet routing and urban traffic control, are naturally modeled as multi-agent reinforcement learning (RL) problems. However, existing multi-agent RL methods typically scale poorly in the problem size. Therefore, a key challenge is to translate the success of deep learning on single-agent RL to the multi-agent setting. A major stumbling block is that independent Q-learning, the most popular multi-agent RL method, introduces nonstationarity that makes it incompatible with the experience replay memory on which deep Q-learning relies. This paper proposes two methods that address this problem: 1) using a multi-agent variant of importance sampling to naturally decay obsolete data and 2) conditioning each agent's value function on a fingerprint that disambiguates the age of the data sampled from the replay memory. Results on a challenging decentralised variant of StarCraft unit micromanagement confirm that these methods enable the successful combination of experience replay with multi-agent RL.
Characterization of an inconsistency ranking for pairwise comparison matrices
Pairwise comparisons between alternatives are a well-known method for measuring preferences of a decision-maker. Since these often do not exhibit consistency, a number of inconsistency indices has been introduced in order to measure the deviation from this ideal case. We axiomatically characterize the inconsistency ranking induced by the Koczkodaj inconsistency index: six independent properties are presented such that they determine a unique linear order on the set of all pairwise comparison matrices.
Big Data versus money laundering: Machine learning, applications and regulation in finance ZDNet
Predicting and acting upon financial fraud is one of the prime areas of application of advanced big data techniques like machine learning (ML). Earlier this week, a case of money laundering known as the Laundromat was uncovered by the Organized Crime and Corruption Reporting Project (OCCRP) involving a number of global banks active in the UK. Could ML help prevent such incidents? What progress is there on this front, how does it fit in the bigger picture, what are the roadblocks, and what may be the repercussions of adoption? The Internet of Things is creating serious new security risks.
Business Insider on Flipboard
Artificial intelligence is changing the world and doing it at breakneck speed. The promise is that intelligent machines will be able to do every task better and more cheaply than humans. Rightly or wrongly, one industry after another is falling under its spell, even though few have benefited significantly so far. And that raises an interesting question: when will artificial intelligence exceed human performance? More specifically, when will a machine do your job better than you? Today, we have an answer of sorts thanks to the work of Katja Grace at the Future of Humanity Institute at the University of Oxford and a few pals.
International Conference on Artificial Intelligence and Information
Proposals are welcome for the International Conference on Artificial Intelligence and Information, which will be held at the Faculty of Arts, University of Porto (Portugal) on December 5, 6 and 7, 2017. The official language is English. Graduate students, junior researchers and senior scholars are welcome to submit their work. Abstract submission: We invite submission for a 30 minute presentation (followed by 10 minute discussion). An extended abstract of approximately 250-500 words should be prepared for blind review and include a cover page with full name, institution, contact information and short bio.