The prevalence of location-based services contributes to the explosive growth of individual-level trajectory data and raises public concerns about privacy issues. In this research, we propose a novel LSTM-TrajGAN approach, which is an end-to-end deep learning model to generate privacy-preserving synthetic trajectory data for data sharing and publication. We design a loss metric function TrajLoss to measure the trajectory similarity losses for model training and optimization. The model is evaluated on the trajectory-user-linking task on a real-world semantic trajectory dataset. Compared with other common geomasking methods, our model can better prevent users from being re-identified, and it also preserves essential spatial, temporal, and thematic characteristics of the real trajectory data. The model better balances the effectiveness of trajectory privacy protection and the utility for spatial and temporal analyses, which offers new insights into the GeoAI-powered privacy protection.

The continuous-time Bayesian networks (CTBNs) represent a class of stochastic processes, which can be used to model complex phenomena, for instance, they can describe interactions occurring in living processes, in social science models or in medicine. The literature on this topic is usually focused on the case when the dependence structure of a system is known and we are to determine conditional transition intensities (parameters of the network). In the paper, we study the structure learning problem, which is a more challenging task and the existing research on this topic is limited. The approach, which we propose, is based on a penalized likelihood method. We prove that our algorithm, under mild regularity conditions, recognizes the dependence structure of the graph with high probability. We also investigate the properties of the procedure in numerical studies to demonstrate its effectiveness.

We study the problem of best arm identification in linearly parameterised multi-armed bandits. Given a set of feature vectors $\mathcal{X}\subset\mathbb{R}^d,$ a confidence parameter $\delta$ and an unknown vector $\theta^*,$ the goal is to identify $\arg\max_{x\in\mathcal{X}}x^T\theta^*$, with probability at least $1-\delta,$ using noisy measurements of the form $x^T\theta^*.$ For this fixed confidence ($\delta$-PAC) setting, we propose an explicitly implementable and provably order-optimal sample-complexity algorithm to solve this problem. Previous approaches rely on access to minimax optimization oracles. The algorithm, which we call the \textit{Phased Elimination Linear Exploration Game} (PELEG), maintains a high-probability confidence ellipsoid containing $\theta^*$ in each round and uses it to eliminate suboptimal arms in phases. PELEG achieves fast shrinkage of this confidence ellipsoid along the most confusing (i.e., close to, but not optimal) directions by interpreting the problem as a two player zero-sum game, and sequentially converging to its saddle point using low-regret learners to compute players' strategies in each round. We analyze the sample complexity of PELEG and show that it matches, up to order, an instance-dependent lower bound on sample complexity in the linear bandit setting. We also provide numerical results for the proposed algorithm consistent with its theoretical guarantees.

Recent progress in quantum algorithms and hardware indicates the potential importance of quantum computing in the near future. However, finding suitable application areas remains an active area of research. Quantum machine learning is touted as a potential approach to demonstrate quantum advantage within both the gate-model and the adiabatic schemes. For instance, the Quantum-assisted Variational Autoencoder has been proposed as a quantum enhancement to the discrete VAE. We extend on previous work and study the real-world applicability of a QVAE by presenting a proof-of-concept for similarity search in large-scale high-dimensional datasets. While exact and fast similarity search algorithms are available for low dimensional datasets, scaling to high-dimensional data is non-trivial. We show how to construct a space-efficient search index based on the latent space representation of a QVAE. Our experiments show a correlation between the Hamming distance in the embedded space and the Euclidean distance in the original space on the Moderate Resolution Imaging Spectroradiometer (MODIS) dataset. Further, we find real-world speedups compared to linear search and demonstrate memory-efficient scaling to half a billion data points.

A key challenge in understanding the sensory transformations of the visual system is to obtain a highly predictive model of responses from visual cortical neurons. Deep neural networks (DNNs) provide a promising candidate for such a model. However, DNNs require orders of magnitude more training data than neuroscientists can collect from real neurons because experimental recording time is severely limited. This motivates us to find images that train highly-predictive DNNs with as little training data as possible. We propose gaudy images---high-contrast binarized versions of natural images---to efficiently train DNNs. In extensive simulation experiments, we find that training DNNs with gaudy images substantially reduces the number of training images needed to accurately predict the simulated responses of visual cortical neurons. We also find that gaudy images, chosen before training, outperform images chosen during training by active learning algorithms. Thus, gaudy images overemphasize features of natural images, especially edges, that are the most important for efficiently training DNNs. We believe gaudy images will aid in the modeling of visual cortical neurons, potentially opening new scientific questions about visual processing, as well as aid general practitioners that seek ways to improve the training of DNNs.

Granger causality method analyzes the time series causalities without building a complex causality graph. However, the traditional Granger causality method assumes that the causalities lie between time series channels and remain constant, which cannot model the real-world time series data with dynamic causalities along the time series channels. In this paper, we present the dynamic window-level Granger causality method (DWGC) for multi-channel time series data. We build the causality model on the window-level by doing the F-test with the forecasting errors on the sliding windows. We propose the causality indexing trick in our DWGC method to reweight the original time series data. Essentially, the causality indexing is to decrease the auto-correlation and increase the cross-correlation causal effects, which improves the DWGC method. Theoretical analysis and experimental results on two synthetic and one real-world datasets show that the improved DWGC method with causality indexing better detects the window-level causalities.

Conventional Reinforcement Learning (RL) algorithms usually have one single agent learning to solve the task independently. As a result, the agent can only explore a limited part of the state-action space while the learned behavior is highly correlated to the agent's previous experience, making the training prone to a local minimum. In this work, we empower RL with the capability of teamwork and propose a novel non-local policy optimization framework called Diversity-regularized Collaborative Exploration (DiCE). DiCE utilizes a group of heterogeneous agents to explore the environment simultaneously and share the collected experiences. A regularization mechanism is further designed to maintain the diversity of the team and modulate the exploration. We implement the framework in both on-policy and off-policy settings and the experimental results show that DiCE can achieve substantial improvement over the baselines in the MuJoCo locomotion tasks.

We formulate the problem of learning to imitate multiple, non-deterministic teachers with minimal interaction cost. Rather than learning a specific policy as in standard imitation learning, the goal in this problem is to learn a distribution over a policy space. We first present a general framework that efficiently models and estimates such a distribution by learning continuous representations of the teacher policies. Next, we develop Active Performance-Based Imitation Learning (APIL), an active learning algorithm for reducing the learner-teacher interaction cost in this framework. By making query decisions based on predictions of future progress, our algorithm avoids the pitfalls of traditional uncertainty-based approaches in the face of teacher behavioral uncertainty. Results on both toy and photo-realistic navigation tasks show that APIL significantly reduces the numbers of interactions with teachers without compromising on performance. Moreover, it is robust to various degrees of teacher behavioral uncertainty.

In this paper we develop numerical pricing methodologies for European style Exchange Options written on a pair of correlated assets, in a market with finite liquidity. In contrast to the standard multi-asset Black-Scholes framework, trading in our market model has a direct impact on the asset's price. The price impact is incorporated into the dynamics of the first asset through a specific trading strategy, as in large trader liquidity model. Two-dimensional Milstein scheme is implemented to simulate the pair of assets prices. The option value is numerically estimated by Monte Carlo with the Margrabe option as controlled variate. Time complexity of these numerical schemes are included. Finally, we provide a deep learning framework to implement this model effectively in a production environment.

One of the most common statistical goals is to estimate a population parameter and quantify uncertainty by constructing a confidence interval. However, the field of differential privacy lacks easy-to-use and general methods for doing so. We partially fill this gap by developing two broadly applicable methods for private confidence-interval construction. The first is based on asymptotics: for two widely used model classes, exponential families and linear regression, a simple private estimator has the same asymptotic normal distribution as the corresponding non-private estimator, so confidence intervals can be constructed using quantiles of the normal distribution. These are computationally cheap and accurate for large data sets, but do not have good coverage for small data sets. The second approach is based on the parametric bootstrap. It applies "out of the box" to a wide class of private estimators and has good coverage at small sample sizes, but with increased computational cost. Both methods are based on post-processing the private estimator and do not consume additional privacy budget.