We introduce a novel stochastic contextual bandit model, where at each step the adversary chooses a distribution over a context set. The learner observes only the context distribution while the exact context realization remains hidden. This allows for a broader range of applications, for instance when the context itself is based on predictions. By leveraging the UCB algorithm to this setting, we propose an algorithm that achieves a $\tilde{\mathcal{O}}(d\sqrt{T})$ high-probability regret bound for linearly parametrized reward functions. Our results strictly generalize previous work in the sense that both our model and the algorithm reduce to the standard setting when the environment chooses only Dirac delta distributions and therefore provides the exact context to the learner. We further obtain similar results for a variant where the learner observes the realized context after choosing the action, and we extend the results to the kernelized setting. Finally, we demonstrate the proposed method on synthetic and real-world datasets.

Sequence set is a widely-used type of data source in a large variety of fields. A typical example is protein structure prediction, which takes an multiple sequence alignment (MSA) as input and aims to infer structural information from it. Almost all of the existing approaches exploit MSAs in an indirect fashion, i.e., they transform MSAs into position-specific scoring matrices (PSSM) that represent the distribution of amino acid types at each column. PSSM could capture column-wise characteristics of MSA, however, the column-wise characteristics embedded in each individual component sequence were nearly totally neglected. The drawback of PSSM is rooted in the fact that an MSA is essentially an unordered sequence set rather than a matrix. Specifically, the interchange of any two sequences will not affect the whole MSA. In contrast, the pixels in an image essentially form a matrix since any two rows of pixels cannot be interchanged. Therefore, the traditional deep neural networks designed for image processing cannot be directly applied on sequence sets. Here, we proposed a novel deep neural network framework (called Seq-SetNet) for sequence set processing. By employing a {\it symmetric function} module to integrate features calculated from preceding layers, Seq-SetNet are immune to the order of sequences in the input MSA. This advantage enables us to directly and fully exploit MSAs by considering each component protein individually. We evaluated Seq-SetNet by using it to extract structural information from MSA for protein secondary structure prediction. Experimental results on popular benchmark sets suggests that Seq-SetNet outperforms the state-of-the-art approaches by 3.6% in precision. These results clearly suggest the advantages of Seq-SetNet in sequence set processing and it can be readily used in a wide range of fields, say natural language processing.

Discontinuous Finite Element Methods (DFEM) have been widely used for solving $S_n$ radiation transport problems in participative and non-participative media. In the DFEM $S_n$ methodology, the transport equation is discretized into a set of algebraic equations that have to be solved for each spatial cell and angular direction, strictly preserving the following of radiation in the system. At the core of a DFEM solver a small matrix-vector system (of 8 independent equations for tri-linear DFEM in 3D hexehdral cells) has to be assembled and solved for each cell, angle, energy group, and time step. These systems are generally solved by direct Gaussian Elimination. The computational cost of the Gaussian Elimination, repeated for each phase-space cell, amounts to a large fraction to the total compute time. Here, we have designed a Machine Learning algorithm based in a shallow Artificial Neural Networks (ANNs) to replace that Gaussian Elimination step, enabling a sizeable speed up in the solution process. The key idea is to train an ANN with a large set of solutions of random one-cell transport problems and then to use the trained ANN to replace Gaussian Elimination large scale transport solvers. It has been observed that ANNs decrease the solution times by at least a factor of 4, while introducing mean absolute errors between 1-3 \% in large scale transport solutions.

We propose a new objective function for finite-horizon episodic Markov decision processes that better captures Bellman's principle of optimality, and provide an expression for the gradient of the objective.

This paper proposes a discrimination technique for vertices in a weighted network. We assume that the edge weights and adjacencies in the network are conditionally independent and that both sources of information encode class membership information. In particular, we introduce a edge weight distribution matrix to the standard K-Block Stochastic Block Model to model weighted networks. This allows us to develop simple yet powerful extensions of classification techniques using the spectral embedding of the unweighted adjacency matrix. We consider two assumptions on the edge weight distributions and propose classification procedures in both settings. We show the effectiveness of the proposed classifiers by comparing them to quadratic discriminant analysis following the spectral embedding of a transformed weighted network. Moreover, we discuss and show how the methods perform when the edge weights do not encode class membership information.

In this paper we use game theory to model poisoning attack scenarios. We prove the non-existence of pure strategy Nash Equilibrium in the attacker and defender game. We then propose a mixed extension of our game model and an algorithm to approximate the Nash Equilibrium strategy for the defender. We then demonstrate the effectiveness of the mixed defence strategy generated by the algorithm, in an experiment.

Neural architecture search (NAS), or automated design of neural network models, remains a very challenging meta-learning problem. Several recent works (called "one-shot" approaches) have focused on dramatically reducing NAS running time by leveraging proxy models that still provide architectures with competitive performance. In our work, we propose a new meta-learning algorithm that we call CoNAS, or Compressive sensing-based Neural Architecture Search. Our approach merges ideas from one-shot approaches with iterative techniques for learning low-degree sparse Boolean polynomial functions. We validate our approach on several standard test datasets, discover novel architectures hitherto unreported, and achieve competitive (or better) results in both performance and search time compared to existing NAS approaches. Further, we support our algorithm with a theoretical analysis, providing upper bounds on the number of measurements needed to perform reliable meta-learning; to our knowledge, these analysis tools are novel to the NAS literature and may be of independent interest.

In this paper we first analyzed the inductive bias underlying the data scattered across complex free energy landscapes (FEL), and exploited it to train deep neural networks which yield reduced and clustered representation for the FEL. Our parametric method, called Information Distilling of Metastability (IDM), is end-to-end differentiable thus scalable to ultra-large dataset. IDM is also a clustering algorithm and is able to cluster the samples in the meantime of reducing the dimensions. Besides, as an unsupervised learning method, IDM differs from many existing dimensionality reduction and clustering methods in that it neither requires a cherry-picked distance metric nor the ground-true number of clusters, and that it can be used to unroll and zoom-in the hierarchical FEL with respect to different timescales. Through multiple experiments, we show that IDM can achieve physically meaningful representations which partition the FEL into well-defined metastable states hence are amenable for downstream tasks such as mechanism analysis and kinetic modeling.

Deep learning models designed for visual classification tasks on natural images have become prevalent in medical image analysis. However, medical images differ from typical natural images in many ways, such as significantly higher resolutions and smaller regions of interest. Moreover, both the global structure and local details play important roles in medical image analysis tasks. To address these unique properties of medical images, we propose a neural network that is able to classify breast cancer lesions utilizing information from both a global saliency map and multiple local patches. The proposed model outperforms the ResNet-based baseline and achieves radiologist-level performance in the interpretation of screening mammography. Although our model is trained only with image-level labels, it is able to generate pixel-level saliency maps that provide localization of possible malignant findings.

Nonstationary, anisotropic spatial processes are often used when modelling, analysing and predicting complex environmental phenomena. One such class of processes considers a stationary, isotropic process on a warped spatial domain. The warping function is generally difficult to fit and not constrained to be bijective, often resulting in 'space-folding.' Here, we propose modelling a bijective warping function through a composition of multiple elemental bijective functions in a deep-learning framework. We consider two cases; first, when these functions are known up to some weights that need to be estimated, and, second, when the weights in each layer are random. Inspired by recent methodological and technological advances in deep learning and deep Gaussian processes, we employ approximate Bayesian methods to make inference with these models using graphical processing units. Through simulation studies in one and two dimensions we show that the deep compositional spatial models are quick to fit, and are able to provide better predictions and uncertainty quantification than other deep stochastic models of similar complexity. We also show their remarkable capacity to model highly nonstationary, anisotropic spatial data using radiances from the MODIS instrument aboard the Aqua satellite.