With the increase in the amount of data in many fields, a method to consistently and efficiently decipher relationships within high dimensional data sets is important. Because many modern datasets are high-dimensional, univariate independence tests are not applicable. While many multivariate independence tests have R packages available, the interfaces are inconsistent, most are not available in Python. mgcpy is an extensive Python library that includes many state of the art high-dimensional independence testing procedures using a common interface. The package is easy-to-use and is flexible enough to enable future extensions. This manuscript provides details for each of the tests as well as extensive power and run-time benchmarks on a suite of high-dimensional simulations previously used in different publications. The appendix includes demonstrations of how the user can interact with the package, as well as links and documentation.

Smart reply systems have been developed for various messaging platforms. In this paper, we introduce Uber's smart reply system: one-click-chat (OCC), which is a key enhanced feature on top of the Uber in-app chat system. It enables driver-partners to quickly respond to rider messages using smart replies. The smart replies are dynamically selected according to conversation content using machine learning algorithms. Our system consists of two major components: intent detection and reply retrieval, which are very different from standard smart reply systems where the task is to directly predict a reply. It is designed specifically for mobile applications with short and non-canonical messages. Reply retrieval utilizes pairings between intent and reply based on their popularity in chat messages as derived from historical data. For intent detection, a set of embedding and classification techniques are experimented with, and we choose to deploy a solution using unsupervised distributed embedding and nearest-neighbor classifier. It has the advantage of only requiring a small amount of labeled training data, simplicity in developing and deploying to production, and fast inference during serving and hence highly scalable. At the same time, it performs comparably with deep learning architectures such as word-level convolutional neural network. Overall, the system achieves a high accuracy of 76% on intent detection. Currently, the system is deployed in production for English-speaking countries and 71% of in-app communications between riders and driver-partners adopted the smart replies to speedup the communication process.

The assumption of positivity in causal inference (also known as common support and co-variate overlap) is necessary to obtain valid causal estimates. Therefore, confirming it holds in a given dataset is an important first step of any causal analysis. Most common methods to date are insufficient for discovering non-positivity, as they do not scale for modern high-dimensional covariate spaces, or they cannot pinpoint the subpopulation violating positivity. To overcome these issues, we suggest to harness decision trees for detecting violations. By dividing the covariate space into mutually exclusive regions, each with maximized homogeneity of treatment groups, decision trees can be used to automatically detect subspaces violating positivity. By augmenting the method with an additional random forest model, we can quantify the robustness of the violation within each subspace. This solution is scalable and provides an interpretable characterization of the subspaces in which violations occur. We provide a visualization of the stratification rules that define each subpopulation, combined with the severity of positivity violation within it. We also provide an interactive version of the visualization that allows a deeper dive into the properties of each subspace.

A key aspect of automating predictive machine learning entails the capability of properly triggering the update of the trained model. To this aim, suitable automatic solutions to self-assess the prediction quality and the data distribution drift between the original training set and the new data have to be devised. In this paper, we propose a novel methodology to automatically detect prediction-quality degradation of machine learning models due to class-based concept drift, i.e., when new data contains samples that do not fit the set of class labels known by the currently-trained predictive model. Experiments on synthetic and real-world public datasets show the effectiveness of the proposed methodology in automatically detecting and describing concept drift caused by changes in the class-label data distributions.

A large number and diversity of techniques have been offered in the literature in recent years for solving multi-label classification tasks, including classifier chains where predictions are cascaded to other models as additional features. The idea of extending this chaining methodology to multi-output regression has already been suggested and trialed: regressor chains. However, this has so-far been limited to greedy inference and has provided relatively poor results compared to individual models, and of limited applicability. In this paper we identify and discuss the main limitations, including an analysis of different base models, loss functions, explainability, and other desiderata of real-world applications. To overcome the identified limitations we study and develop methods for regressor chains. In particular we present a sequential Monte Carlo scheme in the framework of a probabilistic regressor chain, and we show it can be effective, flexible and useful in several types of data. We place regressor chains in context in general terms of multi-output learning with continuous outputs, and in doing this shed additional light on classifier chains.

Current approaches to amortizing Bayesian inference focus solely on approximating the posterior distribution. Typically, this approximation is, in turn, used to calculate expectations for one or more target functions - a computational pipeline which is inefficient when the target function(s) are known upfront. In this paper, we address this inefficiency by introducing AMCI, a method for amortizing Monte Carlo integration directly. AMCI operates similarly to amortized inference but produces three distinct amortized proposals, each tailored to a different component of the overall expectation calculation. At runtime, samples are produced separately from each amortized proposal, before being combined to an overall estimate of the expectation. We show that while existing approaches are fundamentally limited in the level of accuracy they can achieve, AMCI can theoretically produce arbitrarily small errors for any integrable target function using only a single sample from each proposal at runtime. We further show that it is able to empirically outperform the theoretically optimal self-normalized importance sampler on a number of example problems. Furthermore, AMCI allows not only for amortizing over datasets but also amortizing over target functions.

Recently, reinforcement learning models have achieved great success, completing complex tasks such as mastering Go and other games with higher scores than human players. Many of these models collect considerable data on the tasks and improve accuracy by extracting visual and time-series features using convolutional neural networks (CNNs) and recurrent neural networks, respectively. However, these networks have very high computational costs because they need to be trained by repeatedly using a large volume of past playing data. In this study, we propose a novel practical approach called reinforcement learning with convolutional reservoir computing (RCRC) model. The RCRC model has several desirable features: 1. it can extract visual and time-series features very fast because it uses random fixed-weight CNN and the reservoir computing model; 2. it does not require the training data to be stored because it extracts features without training and decides action with evolution strategy. Furthermore, the model achieves state of the art score in the popular reinforcement learning task. Incredibly, we find the random weight-fixed simple networks like only one dense layer network can also reach high score in the RL task.

We propose a new way of constructing invertible neural networks by combining simple building blocks with a novel set of composition rules. This leads to a rich set of invertible architectures, including those similar to ResNets. Inversion is achieved with a locally convergent iterative procedure that is parallelizable and very fast in practice. Additionally, the determinant of the Jacobian can be computed analytically and efficiently, enabling their generative use as flow models. To demonstrate their flexibility, we show that our invertible neural networks are competitive with ResNets on MNIST and CIFAR-10 classification. When trained as generative models, our invertible networks achieve new state-of-the-art likelihoods on MNIST, CIFAR-10 and ImageNet 32 32, with bits per dimension of 0.98, 3.32 and 4.06 respectively.

Deep learning has been shown to achieve impressive results in several domains like computer vision and natural language processing. A key element of this success has been the development of new loss functions, like the popular cross-entropy loss, which has been shown to provide faster convergence and to reduce the vanishing gradient problem in very deep structures. While the cross-entropy loss is usually justified from a probabilistic perspective, this paper shows an alternative and more direct interpretation of this loss in terms of t-norms and their associated generator functions, and derives a general relation between loss functions and t-norms. In particular, the presented work shows intriguing results leading to the development of a novel class of loss functions. These losses can be exploited in any supervised learning task and which could lead to faster convergence rates that the commonly employed cross-entropy loss.

This paper contains a feasibility study of deep neural networks for the classification of Euro banknotes with respect to requirements of central banks on the ATM and high speed sorting industry. Instead of concentrating on the accuracy for a large number of classes as in the famous ImageNet Challenge we focus thus on conditions with few classes and the requirement of rejection of images belonging clearly to neither of the trained classes (i.e. classification in a so-called 0-class). These special requirements are part of frameworks defined by central banks as the European Central Bank and are met by current ATMs and high speed sorting machines. We also consider training and classification time on state of the art GPU hardware. The study concentrates on the banknote recognition whereas banknote class dependent authenticity and fitness checks are a topic of its own which is not considered in this work.