We augment linear Support Vector Machine (SVM) classifiers by adding three important features: (i) we introduce a regularization constraint to induce a sparse classifier; (ii) we devise a method that partitions the positive class into clusters and selects a sparse SVM classifier for each cluster; and (iii) we develop a method to optimize the values of controllable variables in order to reduce the number of data points which are predicted to have an undesirable outcome, which, in our setting, coincides with being in the positive class. The latter feature leads to personalized prescriptions/recommendations. We apply our methods to the problem of predicting and preventing hospital readmissions within 30-days from discharge for patients that underwent a general surgical procedure. To that end, we leverage a large dataset containing over 2.28 million patients who had surgeries in the period 2011--2014 in the U.S. The dataset has been collected as part of the American College of Surgeons National Surgical Quality Improvement Program (NSQIP).

The goal of this paper is to deal with a data scarcity scenario where deep learning techniques use to fail. We compare the use of two well established techniques, Restricted Boltzmann Machines and Variational Auto-encoders, as generative models in order to increase the training set in a classification framework. Essentially, we rely on Markov Chain Monte Carlo (MCMC) algorithms for generating new samples. We show that generalization can be improved comparing this methodology to other state-of-the-art techniques, e.g. semi-supervised learning with ladder networks. Furthermore, we show that RBM is better than VAE generating new samples for training a classifier with good generalization capabilities.

High dimensional data often contain multiple facets, and several clustering patterns (views) can co-exist under different feature subspaces. While multi-view clustering algorithms were proposed, the uncertainty quantification remains difficult --- a particular challenge is in the high complexity of estimating the cluster assignment probability under each view, or/and to efficiently share information across views. In this article, we propose an empirical Bayes approach --- viewing the similarity matrices generated over subspaces as rough first-stage estimates for co-assignment probabilities, in its Kullback-Leibler neighborhood we obtain a refined low-rank soft cluster graph, formed by the pairwise product of simplex coordinates. Interestingly, each simplex coordinate directly encodes the cluster assignment uncertainty. For multi-view clustering, we equip each similarity matrix with a mixed membership over a small number of latent views, leading to effective dimension reduction. With a high model flexibility, the estimation can be succinctly re-parameterized as a continuous optimization problem, hence enjoys gradient-based computation. Theory establishes the connection of this model to random cluster graph under multiple views. Compared to single-view clustering approaches, substantially more interpretable results are obtained when clustering brains from human traumatic brain injury study, using high-dimensional gene expression data. KEY WORDS: Co-regularized Clustering, Consensus, PAC-Bayes, Random Cluster Graph, Variable Selection

This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple subjects. When approached from a bayesian perspective, such mixed-effects models typically rely upon a hierarchical generative model of the data, whereby both within- and between-subject effects contribute to the overall observed variance. The ensuing VB scheme can be used to assess statistical significance at the group level and/or to capture inter-individual differences. Alternatively, it can be seen as an adaptive regularization procedure, which iteratively learns the corresponding within-subject priors from estimates of the group distribution of effects of interest (cf. so-called "empirical bayes" approaches). We outline the mathematical derivation of the ensuing VB scheme, whose open-source implementation is available as part the VBA toolbox.

A detailed understanding of wind turbine performance status classification can improve operations and maintenance in the wind energy industry. Due to different engineering properties of wind turbines, the standard supervised learning models used for classification do not generalize across data sets obtained from different wind sites. We propose two methods to deal with the transferability of the trained models: first, data normalization in the form of power curve alignment, and second, a robust method based on convolutional neural networks and feature-space extension. We demonstrate the success of our methods on real-world data sets with industrial applications. Keywords: Machine learning, classification, generalization, CNN, wind turbine, wind energy 1. Introduction Classification of operational status is an important step for performance analysis of wind farms from data of SCADA (Supervisory Control and Data Acquisition) type.

The Binary Space Partitioning~(BSP)-Tree process is proposed to produce flexible 2-D partition structures which are originally used as a Bayesian nonparametric prior for relational modelling. It can hardly be applied to other learning tasks such as regression trees because extending the BSP-Tree process to a higher dimensional space is nontrivial. This paper is the first attempt to extend the BSP-Tree process to a d-dimensional (d>2) space. We propose to generate a cutting hyperplane, which is assumed to be parallel to d-2 dimensions, to cut each node in the d-dimensional BSP-tree. By designing a subtle strategy to sample two free dimensions from d dimensions, the extended BSP-Tree process can inherit the essential self-consistency property from the original version. Based on the extended BSP-Tree process, an ensemble model, which is named the BSP-Forest, is further developed for regression tasks. Thanks to the retained self-consistency property, we can thus significantly reduce the geometric calculations in the inference stage. Compared to its counterpart, the Mondrian Forest, the BSP-Forest can achieve similar performance with fewer cuts due to its flexibility. The BSP-Forest also outperforms other (Bayesian) regression forests on a number of real-world data sets.

Recent progress in AI and Reinforcement learning has shown great success in solving complex problems with high dimensional state spaces. However, most of these successes have been primarily in simulated environments where failure is of little or no consequence. Most real-world applications, however, require training solutions that are safe to operate as catastrophic failures are inadmissible especially when there is human interaction involved. Currently, Safe RL systems use human oversight during training and exploration in order to make sure the RL agent does not go into a catastrophic state. These methods require a large amount of human labor and it is very difficult to scale up. We present a hybrid method for reducing the human intervention time by combining model-based approaches and training a supervised learner to improve sample efficiency while also ensuring safety. We evaluate these methods on various grid-world environments using both standard and visual representations and show that our approach achieves better performance in terms of sample efficiency, number of catastrophic states reached as well as overall task performance compared to traditional model-free approaches

Multi-task learning, as it is understood nowadays, consists of using one single model to carry out several similar tasks. From classifying hand-written characters of different alphabets to figuring out how to play several Atari games using reinforcement learning, multi-task models have been able to widen their performance range across different tasks, although these tasks are usually of a similar nature. In this work, we attempt to widen this range even further, by including heterogeneous tasks in a single learning procedure. To do so, we firstly formally define a multi-network model, identifying the necessary components and characteristics to allow different adaptations of said model depending on the tasks it is required to fulfill. Secondly, employing the formal definition as a starting point, we develop an illustrative model example consisting of three different tasks (classification, regression and data sampling). The performance of this model implementation is then analyzed, showing its capabilities. Motivated by the results of the analysis, we enumerate a set of open challenges and future research lines over which the full potential of the proposed model definition can be exploited.

In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove that when following this optimization, the exploitability of a player's strategy converges asymptotically to zero, and hence when both players employ this optimization, the joint policies converge to a Nash equilibrium. Unlike fictitious play (XFP) and counterfactual regret minimization (CFR), our convergence result pertains to the policies being optimized rather than the average policies. Our experiments demonstrate convergence rates comparable to XFP and CFR in four benchmark games in the tabular case. Using function approximation, we find that our algorithm outperforms the tabular version in two of the games, which, to the best of our knowledge, is the first such result in imperfect information games among this class of algorithms.

Google has officially announced a major new effort in the video game world -- and it might just change the future of the roughly $135 billion industry. Speaking at the annual Games Development Conference (GDC) in San Francisco on Tuesday, Google CEO Sundar Pichai unveiled Stadia, a long-rumored cloud-based games streaming service. Unlike with a traditional video game console or computer, which processes a game locally as it's being played, Stadia games are processed in the cloud, with the action beamed instantaneously to players over the Internet. Google promises a lag-free experience, as long as you have a fast enough Internet connection. "We are starting our next big challenge: building a game platform for everyone," Pichai said.