In many cases, it is difficult to generate highly accurate models for time series data using a known parametric model structure. In response, an increasing body of research focuses on using neural networks to model time series approximately. A common assumption in training neural networks on time series is that the errors at different time steps are uncorrelated. However, due to the temporality of the data, errors are actually autocorrelated in many cases, which makes such maximum likelihood estimation inaccurate. In this paper, we propose to learn the autocorrelation coefficient jointly with the model parameters in order to adjust for autocorrelated errors. For time series regression, large-scale experiments indicate that our method outperforms the Prais-Winsten method, especially when the autocorrelation is strong. Furthermore, we broaden our method to time series forecasting and apply it with various state-of-the-art models. Results across a wide range of real-world datasets show that our method enhances performance in almost all cases.

Cycling is a promising sustainable mode for commuting and leisure in cities, however, the fear of getting hit or fall reduces its wide expansion as a commuting mode. In this paper, we introduce a novel method called CyclingNet for detecting cycling near misses from video streams generated by a mounted frontal camera on a bike regardless of the camera position, the conditions of the built, the visual conditions and without any restrictions on the riding behaviour. CyclingNet is a deep computer vision model based on convolutional structure embedded with self-attention bidirectional long-short term memory (LSTM) blocks that aim to understand near misses from both sequential images of scenes and their optical flows. The model is trained on scenes of both safe rides and near misses. After 42 hours of training on a single GPU, the model shows high accuracy on the training, testing and validation sets. The model is intended to be used for generating information that can draw significant conclusions regarding cycling behaviour in cities and elsewhere, which could help planners and policy-makers to better understand the requirement of safety measures when designing infrastructure or drawing policies. As for future work, the model can be pipelined with other state-of-the-art classifiers and object detectors simultaneously to understand the causality of near misses based on factors related to interactions of road-users, the built and the natural environments.

Recent developments in Natural Language Processing (NLP) demonstrate that large-scale, self-supervised pre-training can be extremely beneficial for downstream tasks. These ideas have been adapted to other domains, including the analysis of the amino acid sequences of proteins. However, to date most attempts on protein sequences rely on direct masked language model style pre-training. In this work, we design a new, adversarial pre-training method for proteins, extending and specializing similar advances in NLP. We show compelling results in comparison to traditional MLM pre-training, though further development is needed to ensure the gains are worth the significant computational cost.

High-dimensional graphical models are often estimated using regularization that is aimed at reducing the number of edges in a network. In this work, we show how even simpler networks can be produced by aggregating the nodes of the graphical model. We develop a new convex regularized method, called the tree-aggregated graphical lasso or tag-lasso, that estimates graphical models that are both edge-sparse and node-aggregated. The aggregation is performed in a data-driven fashion by leveraging side information in the form of a tree that encodes node similarity and facilitates the interpretation of the resulting aggregated nodes. We provide an efficient implementation of the tag-lasso by using the locally adaptive alternating direction method of multipliers and illustrate our proposal's practical advantages in simulation and in applications in finance and biology.

Navigation problems under unknown varying conditions are among the most important and well-studied problems in the control field. Classic model-based adaptive control methods can be applied only when a convenient model of the plant or environment is provided. Recent model-free adaptive control methods aim at removing this dependency by learning the physical characteristics of the plant and/or process directly from sensor feedback. Although there have been prior attempts at improving these techniques, it remains an open question as to whether it is possible to cope with real-world uncertainties in a control system that is fully based on either paradigm. We propose a conceptually simple learning-based approach composed of a full state feedback controller, tuned robustly by a deep reinforcement learning framework based on the Soft Actor-Critic algorithm. We compare it, in realistic simulations, to a model-free controller that uses the same deep reinforcement learning framework for the control of a micro aerial vehicle under wind gust. The results indicate the great potential of learning-based adaptive control methods in modern dynamical systems.

After challenging the validity of these assumptions in real-world applications, we propose ways to move forward when they are violated. First, we show that group fairness criteria purely based on statistical properties of observed data are fundamentally limited. Revisiting this limitation from a causal viewpoint we develop a more versatile conceptual framework, causal fairness criteria, and first algorithms to achieve them. We also provide tools to analyze how sensitive a believed-to-be causally fair algorithm is to misspecifications of the causal graph. Second, we overcome the assumption that sensitive data is readily available in practice. To this end we devise protocols based on secure multi-party computation to train, validate, and contest fair decision algorithms without requiring users to disclose their sensitive data or decision makers to disclose their models. Finally, we also accommodate the fact that outcome labels are often only observed when a certain decision has been made. We suggest a paradigm shift away from training predictive models towards directly learning decisions to relax the traditional assumption that labels can always be recorded. The main contribution of this thesis is the development of theoretically substantiated and practically feasible methods to move research on fair machine learning closer to real-world applications.

We have entered an era of a pandemic that has shaken the world with major impact to medical systems, economics and agriculture. Prominent computational and mathematical models have been unreliable due to the complexity of the spread of infections. Moreover, lack of data collection and reporting makes any such modelling attempts unreliable. Hence we need to re-look at the situation with the latest data sources and most comprehensive forecasting models. Deep learning models such as recurrent neural networks are well suited for modelling temporal sequences. In this paper, prominent recurrent neural networks, in particular \textit{long short term memory} (LSTMs) networks, bidirectional LSTM, and encoder-decoder LSTM models for multi-step (short-term) forecasting the spread of COVID-infections among selected states in India. We select states with COVID-19 hotpots in terms of the rate of infections and compare with states where infections have been contained or reached their peak and provide two months ahead forecast that shows that cases will slowly decline. Our results show that long-term forecasts are promising which motivates the application of the method in other countries or areas. We note that although we made some progress in forecasting, the challenges in modelling remain due to data and difficulty in capturing factors such as population density, travel logistics, and social aspects such culture and lifestyle.

Being able to parse code-switched (CS) utterances, such as Spanish+English or Hindi+English, is essential to democratize task-oriented semantic parsing systems for certain locales. In this work, we focus on Spanglish (Spanish+English) and release a dataset, CSTOP, containing 5800 CS utterances alongside their semantic parses. We examine the CS generalizability of various Cross-lingual (XL) models and exhibit the advantage of pre-trained XL language models when data for only one language is present. As such, we focus on improving the pre-trained models for the case when only English corpus alongside either zero or a few CS training instances are available. We propose two data augmentation methods for the zero-shot and the few-shot settings: fine-tune using translate-and-align and augment using a generation model followed by match-and-filter. Combining the few-shot setting with the above improvements decreases the initial 30-point accuracy gap between the zero-shot and the full-data settings by two thirds.

Active learning is a powerful tool when labelling data is expensive, but it introduces a bias because the training data no longer follows the population distribution. We formalize this bias and investigate the situations in which it can be harmful and sometimes even helpful. We further introduce novel corrective weights to remove bias when doing so is beneficial. Through this, our work not only provides a useful mechanism that can improve the active learning approach, but also an explanation of the empirical successes of various existing approaches which ignore this bias. In particular, we show that this bias can be actively helpful when training overparameterized models -- like neural networks -- with relatively little data.

This work is centred around the recently proposed product key memory structure \cite{large_memory}, implemented for a number of computer vision applications. The memory structure can be regarded as a simple computation primitive suitable to be augmented to nearly all neural network architectures. The memory block allows implementing sparse access to memory with square root complexity scaling with respect to the memory capacity. The latter scaling is possible due to the incorporation of Cartesian product space decomposition of the key space for the nearest neighbour search. We have tested the memory layer on the classification, image reconstruction and relocalization problems and found that for some of those, the memory layers can provide significant speed/accuracy improvement with the high utilization of the key-value elements, while others require more careful fine-tuning and suffer from dying keys. To tackle the later problem we have introduced a simple technique of memory re-initialization which helps us to eliminate unused key-value pairs from the memory and engage them in training again. We have conducted various experiments and got improvements in speed and accuracy for classification and PoseNet relocalization models. We showed that the re-initialization has a huge impact on a toy example of randomly labeled data and observed some gains in performance on the image classification task. We have also demonstrated the generalization property perseverance of the large memory layers on the relocalization problem, while observing the spatial correlations between the images and the selected memory cells.