Deep neural network-based classifiers are known to be vulnerable to adversarial examples that can fool them into misclassifying their input through the addition of small-magnitude perturbations. However, recent studies have demonstrated that such adversarial examples are not very effective in the physical world--they either completely fail to cause misclassification or only work in restricted cases where a relatively complex image is perturbed and printed on paper. In this paper we propose a new attack algorithm--Robust Physical Perturbations (RP2)-- that generates perturbations by taking images under different conditions into account. Our algorithm can create spatially-constrained perturbations that mimic vandalism or art to reduce the likelihood of detection by a casual observer. We show that adversarial examples generated by RP2 achieve high success rates under various conditions for real road sign recognition by using an evaluation methodology that captures physical world conditions. We physically realized and evaluated two attacks, one that causes a Stop sign to be misclassified as a Speed Limit sign in 100% of the testing conditions, and one that causes a Right Turn sign to be misclassified as either a Stop or Added Lane sign in 100% of the testing conditions.

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While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In particular, we introduce \emph{hidden physics models}, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schr\"odinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.

The estimation of covariance matrices of gene expressions has many applications in cancer systems biology. Many gene expression studies, however, are hampered by low sample size and it has therefore become popular to increase sample size by collecting gene expression data across studies. Motivated by the traditional meta-analysis using random effects models, we present a hierarchical random covariance model and use it for the meta-analysis of gene correlation networks across 11 large-scale gene expression studies of diffuse large B-cell lymphoma (DLBCL). We suggest to use a maximum likelihood estimator for the underlying common covariance matrix and introduce an EM algorithm for estimation. By simulation experiments comparing the estimated covariance matrices by cophenetic correlation and Kullback-Leibler divergence the suggested estimator showed to perform better or not worse than a simple pooled estimator. In a posthoc analysis of the estimated common covariance matrix for the DLBCL data we were able to identify novel biologically meaningful gene correlation networks with eigengenes of prognostic value. In conclusion, the method seems to provide a generally applicable framework for meta-analysis, when multiple features are measured and believed to share a common covariance matrix obscured by study dependent noise.

We consider the problem of robustifying high-dimensional structured estimation. Robust techniques are key in real-world applications which often involve outliers and data corruption. We focus on trimmed versions of structurally regularized M-estimators in the high-dimensional setting, including the popular Least Trimmed Squares estimator, as well as analogous estimators for generalized linear models and graphical models, using possibly non-convex loss functions. We present a general analysis of their statistical convergence rates and consistency, and then take a closer look at the trimmed versions of the Lasso and Graphical Lasso estimators as special cases. On the optimization side, we show how to extend algorithms for M-estimators to fit trimmed variants and provide guarantees on their numerical convergence. The generality and competitive performance of high-dimensional trimmed estimators are illustrated numerically on both simulated and real-world genomics data.

This paper provides an initial investigation on the application of convolutional neural networks (CNNs) for fingerprint-based positioning using measured massive MIMO channels. When represented in appropriate domains, massive MIMO channels have a sparse structure which can be efficiently learned by CNNs for positioning purposes. We evaluate the positioning accuracy of state-of-the-art CNNs with channel fingerprints generated from a channel model with a rich clustered structure: the COST 2100 channel model. We find that moderately deep CNNs can achieve fractional-wavelength positioning accuracies, provided that an enough representative data set is available for training.

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference in the absence of a likelihood function. The popular synthetic likelihood approach infers the parameters by modelling summary statistics of the data by a Gaussian probability distribution. In another popular approach called approximate Bayesian computation, the inference is performed by identifying parameter values for which the summary statistics of the simulated data are close to those of the observed data. Synthetic likelihood is easier to use as no measure of "closeness" is required but the Gaussianity assumption is often limiting. Moreover, both approaches require judiciously chosen summary statistics. We here present an alternative inference approach that is as easy to use as synthetic likelihood but not as restricted in its assumptions, and that, in a natural way, enables automatic selection of relevant summary statistic from a large set of candidates. The basic idea is to frame the problem of estimating the posterior as a problem of estimating the ratio between the data generating distribution and the marginal distribution. This problem can be solved by logistic regression, and including regularising penalty terms enables automatic selection of the summary statistics relevant to the inference task. We illustrate the general theory on toy problems and use it to perform inference for stochastic nonlinear dynamical systems.

This paper introduces a new probabilistic architecture called Sum-Product Graphical Model (SPGM). SPGMs combine traits from Sum-Product Networks (SPNs) and Graphical Models (GMs): Like SPNs, SPGMs always enable tractable inference using a class of models that incorporate context specific independence. Like GMs, SPGMs provide a high-level model interpretation in terms of conditional independence assumptions and corresponding factorizations. Thus, the new architecture represents a class of probability distributions that combines, for the first time, the semantics of graphical models with the evaluation efficiency of SPNs. We also propose a novel algorithm for learning both the structure and the parameters of SPGMs. A comparative empirical evaluation demonstrates competitive performances of our approach in density estimation.

This study compares various superlearner and deep learning architectures (machine-learning-based and neural-network-based) for classification problems across several simulated and industrial datasets to assess performance and computational efficiency, as both methods have nice theoretical convergence properties. Superlearner formulations outperform other methods at small to moderate sample sizes (500-2500) on nonlinear and mixed linear/nonlinear predictor relationship datasets, while deep neural networks perform well on linear predictor relationship datasets of all sizes. This suggests faster convergence of the superlearner compared to deep neural network architectures on many messy classification problems for real-world data. Superlearners also yield interpretable models, allowing users to examine important signals in the data; in addition, they offer flexible formulation, where users can retain good performance with low-computational-cost base algorithms. K-nearest-neighbor (KNN) regression demonstrates improvements using the superlearner framework, as well; KNN superlearners consistently outperform deep architectures and KNN regression, suggesting that superlearners may be better able to capture local and global geometric features through utilizing a variety of algorithms to probe the data space.

Abstract--Support vector data description (SVDD) is a popular technique for detecting anomalies. The SVDD classifier partitions the whole space into an inlier region, which consists of the region near the training data, and an outlier region, which consists of points away from the training data. The computation of the SVDD classifier requires a kernel function, and the Gaussian kernel is a common choice for the kernel function. The Gaussian kernel has a bandwidth parameter, whose value is important for good results. A small bandwidth leads to overfitting, and the resulting SVDD classifier overestimates the number of anomalies. A large bandwidth leads to underfitting, and the classifier fails to detect many anomalies. In this paper we present a new automatic, unsupervised method for selecting the Gaussian kernel bandwidth. The selected value can be computed quickly, and it is competitive with existing bandwidth selection methods. Support vector data description (SVDD) is a machine learning technique that is used for single-class classification and anomaly detection.