We consider the problem of estimating the parameters of a multivariate Bernoulli process with auto-regressive feedback in the high-dimensional setting where the number of samples available is much less than the number of parameters. This problem arises in learning interconnections of networks of dynamical systems with spiking or binary-valued data. We allow the process to depend on its past up to a lag $p$, for a general $p \ge 1$, allowing for more realistic modeling in many applications. We propose and analyze an $\ell_1$-regularized maximum likelihood estimator (MLE) under the assumption that the parameter tensor is approximately sparse. Rigorous analysis of such estimators is made challenging by the dependent and non-Gaussian nature of the process as well as the presence of the nonlinearities and multi-level feedback. We derive precise upper bounds on the mean-squared estimation error in terms of the number of samples, dimensions of the process, the lag $p$ and other key statistical properties of the model. The ideas presented can be used in the high-dimensional analysis of regularized $M$-estimators for other sparse nonlinear and non-Gaussian processes with long-range dependence.

Systems that can automatically analyze EEG signals can aid neurologists by reducing heavy workload and delays. However, such systems need to be first trained using a labeled dataset. While large corpuses of EEG data exist, a fraction of them are labeled. Hand-labeling data increases workload for the very neurologists we try to aid. This paper proposes a semi-supervised learning algorithm that can not only extract meaningful information from large unlabeled EEG datasets but also perform task-specific learning on labeled datasets as small as 5 examples. Introduction Brain-related disorders such as epilepsy can be diagnosed by analyzing electroencephalograms (EEGs).

High-level human instructions often correspond to behaviors with multiple implicit steps. In order for robots to be useful in the real world, they must be able to to reason over both motions and intermediate goals implied by human instructions. In this work, we propose a framework for learning representations that convert from a natural-language command to a sequence of intermediate goals for execution on a robot. A key feature of this framework is prospection, training an agent not just to correctly execute the prescribed command, but to predict a horizon of consequences of an action before taking it. We demonstrate the fidelity of plans generated by our framework when interpreting real, crowd-sourced natural language commands for a robot in simulated scenes.

Interactive recommendation that models the explicit interactions between users and the recommender system has attracted a lot of research attentions in recent years. Most previous interactive recommendation systems only focus on optimizing recommendation accuracy while overlooking other important aspects of recommendation quality, such as the diversity of recommendation results. In this paper, we propose a novel recommendation model, named \underline{D}iversity-promoting \underline{D}eep \underline{R}einforcement \underline{L}earning (D$^2$RL), which encourages the diversity of recommendation results in interaction recommendations. More specifically, we adopt a Determinantal Point Process (DPP) model to generate diverse, while relevant item recommendations. A personalized DPP kernel matrix is maintained for each user, which is constructed from two parts: a fixed similarity matrix capturing item-item similarity, and the relevance of items dynamically learnt through an actor-critic reinforcement learning framework. We performed extensive offline experiments as well as simulated online experiments with real world datasets to demonstrate the effectiveness of the proposed model.

Random features provide a practical framework for large-scale kernel approximation and supervised learning. It has been shown that data-dependent sampling of random features using leverage scores can significantly reduce the number of features required to achieve optimal learning bounds. Leverage scores introduce an optimized distribution for features based on an infinite-dimensional integral operator (depending on input distribution), which is impractical to sample from. Focusing on empirical leverage scores in this paper, we establish an out-of-sample performance bound, revealing an interesting trade-off between the approximated kernel and the eigenvalue decay of another kernel in the domain of random features defined based on data distribution. Our experiments verify that the empirical algorithm consistently outperforms vanilla Monte Carlo sampling, and with a minor modification the method is even competitive to supervised data-dependent kernel learning, without using the output (label) information.

The past few years have seen several works establishing PAC frameworks for solving various problems in economic domains; these include optimal auction design, approximate optima of submodular functions, stable partitions and payoff divisions in cooperative games and more. In this work, we provide a unified learning-theoretic methodology for modeling these problems, and establish some useful tools for determining whether a given economic solution concept can be learned from data. Our learning theoretic framework generalizes a notion of function space dimension --- the graph dimension --- adapting it to the solution concept learning domain. We identify sufficient conditions for the PAC learnability of solution concepts, and show that results in existing works can be immediately derived using our general methodology. Finally, we apply our methods in other economic domains, yielding a novel notion of PAC competitive equilibrium and PAC Condorcet winners.

Advancing our understanding of software vulnerabilities, automating their identification, the analysis of their impact, and ultimately their mitigation is necessary to enable the development of software that is more secure. While operating a vulnerability assessment tool that we developed and that is currently used by hundreds of development units at SAP, we manually collected and curated a dataset of vulnerabilities of open-source software and the commits fixing them. The data was obtained both from the National Vulnerability Database (NVD) and from project-specific Web resources that we monitor on a continuous basis. From that data, we extracted a dataset that maps 624 publicly disclosed vulnerabilities affecting 205 distinct open-source Java projects, used in SAP products or internal tools, onto the 1282 commits that fix them. Out of 624 vulnerabilities, 29 do not have a CVE identifier at all and 46, which do have a CVE identifier assigned by a numbering authority, are not available in the NVD yet. The dataset is released under an open-source license, together with supporting scripts that allow researchers to automatically retrieve the actual content of the commits from the corresponding repositories and to augment the attributes available for each instance. Also, these scripts allow to complement the dataset with additional instances that are not security fixes (which is useful, for example, in machine learning applications). Our dataset has been successfully used to train classifiers that could automatically identify security-relevant commits in code repositories. The release of this dataset and the supporting code as open-source will allow future research to be based on data of industrial relevance; also, it represents a concrete step towards making the maintenance of this dataset a shared effort involving open-source communities, academia, and the industry.

Collaborative filtering (CF) is a core technique for recommender systems. Traditional CF approaches exploit user-item relations (e.g., clicks, likes, and views) only and hence they suffer from the data sparsity issue. Items are usually associated with unstructured text such as article abstracts and product reviews. We develop a Personalized Neural Embedding (PNE) framework to exploit both interactions and words seamlessly. We learn such embeddings of users, items, and words jointly, and predict user preferences on items based on these learned representations. PNE estimates the probability that a user will like an item by two terms---behavior factors and semantic factors. On two real-world datasets, PNE shows better performance than four state-of-the-art baselines in terms of three metrics. We also show that PNE learns meaningful word embeddings by visualization.

Unobserved confounding is a central barrier to drawing causal inferences from observational data. Several authors have recently proposed that this barrier can be overcome in the case where one attempts to infer the effects of several variables simultaneously. In this paper, we present two simple, analytical counterexamples that challenge the general claims that are central to these approaches. In addition, we show that nonparametric identification is impossible in this setting. We discuss practical implications, and suggest alternatives to the methods that have been proposed so far in this line of work: using proxy variables and shifting focus to sensitivity analysis.

Despite a large amount of attention on adversarial examples, very few works have demonstrated an effective defense against this threat. We examine Deep k-Nearest Neighbor (DkNN), a proposed defense that combines k-Nearest Neighbor (kNN) and deep learning to improve the model's robustness to adversarial examples. It is challenging to evaluate the robustness of this scheme due to a lack of efficient algorithm for attacking kNN classifiers with large k and high-dimensional data. We propose a heuristic attack that allows us to use gradient descent to find adversarial examples for kNN classifiers, and then apply it to attack the DkNN defense as well. Results suggest that our attack is moderately stronger than any naive attack on kNN and significantly outperforms other attacks on DkNN.