We extend the theory of PAC learning in a way which allows to model a rich variety of learning tasks where the data satisfy special properties that ease the learning process. For example, tasks where the distance of the data from the decision boundary is bounded away from zero. The basic and simple idea is to consider partial concepts: these are functions that can be undefined on certain parts of the space. When learning a partial concept, we assume that the source distribution is supported only on points where the partial concept is defined. This way, one can naturally express assumptions on the data such as lying on a lower dimensional surface or margin conditions. In contrast, it is not at all clear that such assumptions can be expressed by the traditional PAC theory. In fact we exhibit easy-to-learn partial concept classes which provably cannot be captured by the traditional PAC theory. This also resolves a question posed by Attias, Kontorovich, and Mansour 2019. We characterize PAC learnability of partial concept classes and reveal an algorithmic landscape which is fundamentally different than the classical one. For example, in the classical PAC model, learning boils down to Empirical Risk Minimization (ERM). In stark contrast, we show that the ERM principle fails in explaining learnability of partial concept classes. In fact, we demonstrate classes that are incredibly easy to learn, but such that any algorithm that learns them must use an hypothesis space with unbounded VC dimension. We also find that the sample compression conjecture fails in this setting. Thus, this theory features problems that cannot be represented nor solved in the traditional way. We view this as evidence that it might provide insights on the nature of learnability in realistic scenarios which the classical theory fails to explain.

All the sessions from Transform 2021 are available on-demand now. Over the next two years, 75% of finance professionals believe their day jobs will significantly change, and 83% said they will have to learn new skills for AI and related technologies, according to a survey of finance processionals around the world from Unit4, a cloud leader in enterprise software. Above: More technical knowledge may be helpful, but the survey shows a surprising lack of emphasis on strategic leadership skills; only a quarter say interpersonal and influencing will be essential for future finance professionals. And only 21% think story telling will be important. In the next 12 months, more than four fifths of respondents are expecting to focus this upskilling on AI, machine learning, coding, analytics and data science capabilities, but a third of respondents accept that their organizations will need to grow their teams to fully implement the new technology, Unit4 said.

Prostate cancer is the most diagnosed cancer and a leading cause of death by cancer in Australian men. Early detection is key to successful treatment but men often dodge the doctor, avoiding diagnosis tests until it's too late. Now an artificial intelligence (AI) program developed at RMIT University could catch the disease earlier, allowing for incidental detection through routine computed tomography (CT) scans. The tech, developed in collaboration with clinicians at St Vincent's Hospital Melbourne, works by analysing CT scans for tell-tale signs of prostate cancer, something even a well-trained human eye struggles to do. CT imaging is not suitable for regular cancer screening because of the high radiation doses involved, but the AI solution could be used to run a cancer check whenever men have their abdomen or pelvis scanned for other issues.

Physiological motion, such as cardiac and respiratory motion, during Magnetic Resonance (MR) image acquisition can cause image artifacts. Motion correction techniques have been proposed to compensate for these types of motion during thoracic scans, relying on accurate motion estimation from undersampled motion-resolved reconstruction. A particular interest and challenge lie in the derivation of reliable non-rigid motion fields from the undersampled motion-resolved data. Motion estimation is usually formulated in image space via diffusion, parametric-spline, or optical flow methods. However, image-based registration can be impaired by remaining aliasing artifacts due to the undersampled motion-resolved reconstruction. In this work, we describe a formalism to perform non-rigid registration directly in the sampled Fourier space, i.e. k-space. We propose a deep-learning based approach to perform fast and accurate non-rigid registration from the undersampled k-space data. The basic working principle originates from the Local All-Pass (LAP) technique, a recently introduced optical flow-based registration. The proposed LAPNet is compared against traditional and deep learning image-based registrations and tested on fully-sampled and highly-accelerated (with two undersampling strategies) 3D respiratory motion-resolved MR images in a cohort of 40 patients with suspected liver or lung metastases and 25 healthy subjects. The proposed LAPNet provided consistent and superior performance to image-based approaches throughout different sampling trajectories and acceleration factors.

AI in finance broadly refers to the applications of AI techniques in financial businesses. This area has been lasting for decades with both classic and modern AI techniques applied to increasingly broader areas of finance, economy and society. In contrast to either discussing the problems, aspects and opportunities of finance that have benefited from specific AI techniques and in particular some new-generation AI and data science (AIDS) areas or reviewing the progress of applying specific techniques to resolving certain financial problems, this review offers a comprehensive and dense roadmap of the overwhelming challenges, techniques and opportunities of AI research in finance over the past decades. The landscapes and challenges of financial businesses and data are firstly outlined, followed by a comprehensive categorization and a dense overview of the decades of AI research in finance. We then structure and illustrate the data-driven analytics and learning of financial businesses and data. The comparison, criticism and discussion of classic vs. modern AI techniques for finance are followed. Lastly, open issues and opportunities address future AI-empowered finance and finance-motivated AI research.

A desirable property of autonomous agents is the ability to both solve long-horizon problems and generalize to unseen tasks. Recent advances in data-driven skill learning have shown that extracting behavioral priors from offline data can enable agents to solve challenging long-horizon tasks with reinforcement learning. However, generalization to tasks unseen during behavioral prior training remains an outstanding challenge. To this end, we present Few-shot Imitation with Skill Transition Models (FIST), an algorithm that extracts skills from offline data and utilizes them to generalize to unseen tasks given a few downstream demonstrations. FIST learns an inverse skill dynamics model, a distance function, and utilizes a semi-parametric approach for imitation. We show that FIST is capable of generalizing to new tasks and substantially outperforms prior baselines in navigation experiments requiring traversing unseen parts of a large maze and 7-DoF robotic arm experiments requiring manipulating previously unseen objects in a kitchen.

Predictive process analytics often apply machine learning to predict the future states of a running business process. However, the internal mechanisms of many existing predictive algorithms are opaque and a human decision-maker is unable to understand \emph{why} a certain activity was predicted. Recently, counterfactuals have been proposed in the literature to derive human-understandable explanations from predictive models. Current counterfactual approaches consist of finding the minimum feature change that can make a certain prediction flip its outcome. Although many algorithms have been proposed, their application to the sequence and multi-dimensional data like event logs has not been explored in the literature. In this paper, we explore the use of a recent, popular model-agnostic counterfactual algorithm, DiCE, in the context of predictive process analytics. The analysis reveals that the algorithm is limited when being applied to derive explanations of process predictions, due to (1) process domain knowledge not being taken into account, (2) long traces that often tend to be less understandable, and (3) difficulties in optimising the counterfactual search with categorical variables. We design an extension of DiCE that can generate counterfactuals for process predictions, and propose an approach that supports deriving milestone-aware counterfactuals at different stages of a trace to promote interpretability. We apply our approach to BPIC2012 event log and the analysis results demonstrate the effectiveness of the proposed approach.

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I explain Artificial Intelligence terms and news to non-experts. Wildfires are more and more present in modern society, mainly caused by heat waves, lightning, droughts, climate change, or even human actions like car fires, or cigarette butts. We've seen it everywhere recently Brazil, Australia, United States, Canada, etc., destroying plant, human, and animal life, property damage, and contributing to global warming through the high amount of CO2 produced. But thanks to AI, we may be able to spot these fires much sooner and take action sooner. Here's how artificial intelligence can be used to reduce fire detection time from an average of 40 minutes to less than five minutes!

Fairness is crucial for neural networks which are used in applications with important societal implication. Recently, there have been multiple attempts on improving fairness of neural networks, with a focus on fairness testing (e.g., generating individual discriminatory instances) and fairness training (e.g., enhancing fairness through augmented training). In this work, we propose an approach to formally verify neural networks against fairness, with a focus on independence-based fairness such as group fairness. Our method is built upon an approach for learning Markov Chains from a user-provided neural network (i.e., a feed-forward neural network or a recurrent neural network) which is guaranteed to facilitate sound analysis. The learned Markov Chain not only allows us to verify (with Probably Approximate Correctness guarantee) whether the neural network is fair or not, but also facilities sensitivity analysis which helps to understand why fairness is violated. We demonstrate that with our analysis results, the neural weights can be optimized to improve fairness. Our approach has been evaluated with multiple models trained on benchmark datasets and the experiment results show that our approach is effective and efficient.