The National Highway Traffic Safety Administration (NHTSA) has launched a new initiative that will give you access to more information on automotive vehicle tests conducted by various companies. It's a voluntary effort called Automated Vehicle Transparency and Engagement for Safe Testing (c) Initiative, which aims to increase transparency in the industry. The program will also enable Federal, State, and local government "to coordinate and share information in a standard way." At the moment, the project counts nine companies and eight states as participants. Beep, Cruise, Fiat Chrysler Automobiles, Local Motors, Navya, Nuro, Toyota, Uber and Waymo have signed on to be part of the program.

Apple says that most of the money being "facilitated" by its App Store does not go through the company, as it unveiled new research into the scale of the digital economy. The App Store helped facilitate some $519 billion in billings and sales last year, new analysis showed. Most of that money did not go through App Store purchases or in-app payments, it said, but rather simply relied on software for Apple's platforms to make goods and services available. In its announcements about the App Store in the past, Apple has focused primarily on the amount of money it has paid to developers directly, through sales of apps and in-app purchases on its platforms. But the new report attempts to highlight the broader impact on the economy that its digital store has, by giving an account of how many sales are "facilitated" through those apps more broadly.

We're proud to make history today with FDA's decision,

A facial recognition company recorded data on tens of thousands of fans at this year's Rose Bowl game in Pasadena. Tech company VSBLTY set up four cameras around the stadium, specifically targeting areas where'Fan Fest' activities were taking place, and logged the identity of more than 30,000 fans that passed by. The company used an AI-driven product called Vector, which features a digital display with a domed camera placed beneath it that VSBLTY says embodies'the intersection of marketing and security.' Facial recognition company VSBLTY tested its new product called Vector at the 2020 Rose Bowl game in Pasadena, using video monitors placed in the'Fan Fest' area outside the stadium with cameras discretely placed underneath The displays can be programmed to show replays or commercials meant to attract the eye of passersby, something that also conveniently encourages people to give the camera a less obstructed view of their face.

This paper proposes simple, data-driven, optimal rate-adaptive inferences on a structural function in semi-nonparametric conditional moment restrictions. We consider two types of hypothesis tests based on leave-one-out sieve estimators. A structure-space test (ST) uses a quadratic distance between the structural functions of endogenous variables; while an image-space test (IT) uses a quadratic distance of the conditional moment from zero. For both tests, we analyze their respective classes of nonparametric alternative models that are separated from the null hypothesis by the minimax rate of testing. That is, the sum of the type I and the type II errors of the test, uniformly over the class of nonparametric alternative models, cannot be improved by any other test. Our new minimax rate of ST differs from the known minimax rate of estimation in nonparametric instrumental variables (NPIV) models. We propose computationally simple and novel exponential scan data-driven choices of sieve regularization parameters and adjusted chi-squared critical values. The resulting tests attain the minimax rate of testing, and hence optimally adapt to the unknown smoothness of functions and are robust to the unknown degree of ill-posedness (endogeneity). Data-driven confidence sets are easily obtained by inverting the adaptive ST. Monte Carlo studies demonstrate that our adaptive ST has good size and power properties in finite samples for testing monotonicity or equality restrictions in NPIV models. Empirical applications to nonparametric multi-product demands with endogenous prices are presented.

Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the transition probabilities significantly increases the computational complexity of solving robust MDPs, which severely limits their scalability. This paper describes new efficient algorithms for solving the common class of robust MDPs with s- and sa-rectangular ambiguity sets defined by weighted $L_1$ norms. We propose partial policy iteration, a new, efficient, flexible, and general policy iteration scheme for robust MDPs. We also propose fast methods for computing the robust Bellman operator in quasi-linear time, nearly matching the linear complexity the non-robust Bellman operator. Our experimental results indicate that the proposed methods are many orders of magnitude faster than the state-of-the-art approach which uses linear programming solvers combined with a robust value iteration.

Originating from condensed matter physics, tensor networks are compact representations of high-dimensional tensors. In this paper, the prowess of tensor networks is demonstrated on the particular task of one-class anomaly detection. We exploit the memory and computational efficiency of tensor networks to learn a linear transformation over a space with dimension exponential in the number of original features. The linearity of our model enables us to ensure a tight fit around training instances by penalizing the model's global tendency to a predict normality via its Frobenius norm---a task that is infeasible for most deep learning models. Our method outperforms deep and classical algorithms on tabular datasets and produces competitive results on image datasets, despite not exploiting the locality of images.

In this paper, we proposed a pipeline for inferring the relationship of each class in support set and a query sample using forget-update module. We first propose a novel architectural module called "channel vector sequence construction module", which boosts the performance of sequence-prediction-model-based few-shot classification methods by collecting the overall information of all support samples and a query sample. The channel vector sequence generated by this module is organized in a way that each time step of the sequence contains the information from the corresponding channel of all support samples and the query sample to be inferred. Channel vector sequence is obtained by a convolutional neural network and a fully connected network, and the spliced channel vector sequence is spliced of the corresponding channel vectors of support samples and a query sample in the original channel order. Also, we propose a forget-update module consisting of stacked forget-update blocks. The forget block modify the original information with the learned weights and the update block establishes a dense connection for the model. The proposed pipeline, which consists of channel vector sequence construction module and forget-update module, can infer the relationship between the query sample and support samples in few-shot classification scenario. Experimental results show that the pipeline can achieve state-of-the-art results on miniImagenet, CUB dataset, and cross-domain scenario.

We study the problem of least squares linear regression where the data-points are dependent and are sampled from a Markov chain. We establish sharp information theoretic minimax lower bounds for this problem in terms of $\tau_{\mathsf{mix}}$, the mixing time of the underlying Markov chain, under different noise settings. Our results establish that in general, optimization with Markovian data is strictly harder than optimization with independent data and a trivial algorithm (SGD-DD) that works with only one in every $\tilde{\Theta}(\tau_{\mathsf{mix}})$ samples, which are approximately independent, is minimax optimal. In fact, it is strictly better than the popular Stochastic Gradient Descent (SGD) method with constant step-size which is otherwise minimax optimal in the regression with independent data setting. Beyond a worst case analysis, we investigate whether structured datasets seen in practice such as Gaussian auto-regressive dynamics can admit more efficient optimization schemes. Surprisingly, even in this specific and natural setting, Stochastic Gradient Descent (SGD) with constant step-size is still no better than SGD-DD. Instead, we propose an algorithm based on experience replay--a popular reinforcement learning technique--that achieves a significantly better error rate. Our improved rate serves as one of the first results where an algorithm outperforms SGD-DD on an interesting Markov chain and also provides one of the first theoretical analyses to support the use of experience replay in practice.

Theorem 12 of Simon-Gabriel & Sch\"olkopf (JMLR, 2018) seemed to close a 40-year-old quest to characterize maximum mean discrepancies (MMD) that metrize the weak convergence of probability measures. We prove, however, that the theorem is incorrect and provide a correction. We show that, on a locally compact, non-compact, Hausdorff space, the MMD of a bounded continuous Borel measurable kernel k, whose RKHS-functions vanish at infinity, metrizes the weak convergence of probability measures if and only if k is continuous and integrally strictly positive definite (ISPD) over all signed, finite, regular Borel measures. We also show that, contrary to the claim of the aforementioned Theorem 12, there exist both bounded continuous ISPD kernels that do not metrize weak convergence and bounded continuous non-ISPD kernels that do metrize it.