Numerical weather forecasting on high-resolution physical models consume hours of computations on supercomputers. Application of deep learning and machine learning methods in forecasting revealed new solutions in this area. In this paper, we forecast high-resolution numeric weather data using both input weather data and observations by providing a novel deep learning architecture. We formulate the problem as spatio-temporal prediction. Our model is composed of Convolutional Long-short Term Memory, and Convolutional Neural Network units with encoder-decoder structure. We enhance the short-long term performance and interpretability with an attention and a context matcher mechanism. We perform experiments on high-scale, real-life, benchmark numerical weather dataset, ERA5 hourly data on pressure levels, and forecast the temperature. The results show significant improvements in capturing both spatial and temporal correlations with attention matrices focusing on different parts of the input series. Our model obtains the best validation and the best test score among the baseline models, including ConvLSTM forecasting network and U-Net. We provide qualitative and quantitative results and show that our model forecasts 10 time steps with 3 hour frequency with an average of 2 degrees error. Our code and the data are publicly available.

Then this course is for you!! This course has been practically and carefully designed by industry experts to offer the best way of learning Data Science and Machine Learning the practical way with hands-on projects throughout the course. This course will help you learn complex Data Science concepts and machine learning algorithms the practical way for easier understanding. We will walk you through step-by-step on each topic explaining each line of code for your understanding. There is going to be a lot of fun, excited, and robust projects to better understand each concept under each topic.

To make good decisions in the real world people need efficient planning strategies because their computational resources are limited. Knowing which planning strategies would work best for people in different situations would be very useful for understanding and improving human decision-making. But our ability to compute those strategies used to be limited to very small and very simple planning tasks. To overcome this computational bottleneck, we introduce a cognitively-inspired reinforcement learning method that can overcome this limitation by exploiting the hierarchical structure of human behavior. The basic idea is to decompose sequential decision problems into two sub-problems: setting a goal and planning how to achieve it. This hierarchical decomposition enables us to discover optimal strategies for human planning in larger and more complex tasks than was previously possible. The discovered strategies outperform existing planning algorithms and achieve a super-human level of computational efficiency. We demonstrate that teaching people to use those strategies significantly improves their performance in sequential decision-making tasks that require planning up to eight steps ahead. By contrast, none of the previous approaches was able to improve human performance on these problems. These findings suggest that our cognitively-informed approach makes it possible to leverage reinforcement learning to improve human decision-making in complex sequential decision-problems. Future work can leverage our method to develop decision support systems that improve human decision making in the real world.

The growing energy and performance costs of deep learning have driven the community to reduce the size of neural networks by selectively pruning components. Similarly to their biological counterparts, sparse networks generalize just as well, if not better than, the original dense networks. Sparsity can reduce the memory footprint of regular networks to fit mobile devices, as well as shorten training time for ever growing networks. In this paper, we survey prior work on sparsity in deep learning and provide an extensive tutorial of sparsification for both inference and training. We describe approaches to remove and add elements of neural networks, different training strategies to achieve model sparsity, and mechanisms to exploit sparsity in practice. Our work distills ideas from more than 300 research papers and provides guidance to practitioners who wish to utilize sparsity today, as well as to researchers whose goal is to push the frontier forward. We include the necessary background on mathematical methods in sparsification, describe phenomena such as early structure adaptation, the intricate relations between sparsity and the training process, and show techniques for achieving acceleration on real hardware. We also define a metric of pruned parameter efficiency that could serve as a baseline for comparison of different sparse networks. We close by speculating on how sparsity can improve future workloads and outline major open problems in the field.

Students should have strong coding skills and some familiarity with equity markets. No finance or machine learning experience is assumed. Note that this course serves students focusing on computer science, as well as students in other majors such as industrial systems engineering, management, or math who have different experiences. All types of students are welcome! The ML topics might be "review" for CS students, while finance parts will be review for finance students.

Regularized kernel-based methods such as support vector machines (SVMs) typically depend on the underlying probability measure $\mathrm{P}$ (respectively an empirical measure $\mathrm{D}_n$ in applications) as well as on the regularization parameter $\lambda$ and the kernel $k$. Whereas classical statistical robustness only considers the effect of small perturbations in $\mathrm{P}$, the present paper investigates the influence of simultaneous slight variations in the whole triple $(\mathrm{P},\lambda,k)$, respectively $(\mathrm{D}_n,\lambda_n,k)$, on the resulting predictor. Existing results from the literature are considerably generalized and improved. In order to also make them applicable to big data, where regular SVMs suffer from their super-linear computational requirements, we show how our results can be transferred to the context of localized learning. Here, the effect of slight variations in the applied regionalization, which might for example stem from changes in $\mathrm{P}$ respectively $\mathrm{D}_n$, is considered as well.

After challenging the validity of these assumptions in real-world applications, we propose ways to move forward when they are violated. First, we show that group fairness criteria purely based on statistical properties of observed data are fundamentally limited. Revisiting this limitation from a causal viewpoint we develop a more versatile conceptual framework, causal fairness criteria, and first algorithms to achieve them. We also provide tools to analyze how sensitive a believed-to-be causally fair algorithm is to misspecifications of the causal graph. Second, we overcome the assumption that sensitive data is readily available in practice. To this end we devise protocols based on secure multi-party computation to train, validate, and contest fair decision algorithms without requiring users to disclose their sensitive data or decision makers to disclose their models. Finally, we also accommodate the fact that outcome labels are often only observed when a certain decision has been made. We suggest a paradigm shift away from training predictive models towards directly learning decisions to relax the traditional assumption that labels can always be recorded. The main contribution of this thesis is the development of theoretically substantiated and practically feasible methods to move research on fair machine learning closer to real-world applications.

Theoretical results show that Bayesian methods can achieve lower bounds on regret for online logistic regression. In practice, however, such techniques may not be feasible especially for very large feature sets. Various approximations that, for huge sparse feature sets, diminish the theoretical advantages, must be used. Often, they apply stochastic gradient methods with hyper-parameters that must be tuned on some surrogate loss, defeating theoretical advantages of Bayesian methods. The surrogate loss, defined to approximate the mixture, requires techniques as Monte Carlo sampling, increasing computations per example. We propose low complexity analytical approximations for sparse online logistic and probit regressions. Unlike variational inference and other methods, our methods use analytical closed forms, substantially lowering computations. Unlike dense solutions, as Gaussian Mixtures, our methods allow for sparse problems with huge feature sets without increasing complexity. With the analytical closed forms, there is also no need for applying stochastic gradient methods on surrogate losses, and for tuning and balancing learning and regularization hyper-parameters. Empirical results top the performance of the more computationally involved methods. Like such methods, our methods still reveal per feature and per example uncertainty measures.

With the emergence of personality computing as a new research field related to artificial intelligence and personality psychology, we have witnessed an unprecedented proliferation of personality-aware recommendation systems. Unlike conventional recommendation systems, these new systems solve traditional problems such as the cold start and data sparsity problems. This survey aims to study and systematically classify personality-aware recommendation systems. To the best of our knowledge, this survey is the first that focuses on personality-aware recommendation systems. We explore the different design choices of personality-aware recommendation systems, by comparing their personality modeling methods, as well as their recommendation techniques. Furthermore, we present the commonly used datasets and point out some of the challenges of personality-aware recommendation systems.

Continual learning aims to provide intelligent agents capable of learning multiple tasks sequentially with neural networks. One of its main challenging, catastrophic forgetting, is caused by the neural networks non-optimal ability to learn in non-stationary distributions. In most settings of the current approaches, the agent starts from randomly initialized parameters and is optimized to master the current task regardless of the usefulness of the learned representation for future tasks. Moreover, each of the future tasks uses all the previously learned knowledge although parts of this knowledge might not be helpful for its learning. These cause interference among tasks, especially when the data of previous tasks is not accessible. In this paper, we propose a new method, named Self-Attention Meta-Learner (SAM), which learns a prior knowledge for continual learning that permits learning a sequence of tasks, while avoiding catastrophic forgetting. SAM incorporates an attention mechanism that learns to select the particular relevant representation for each future task. Each task builds a specific representation branch on top of the selected knowledge, avoiding the interference between tasks. We evaluate the proposed method on the Split CIFAR-10/100 and Split MNIST benchmarks in the task agnostic inference. We empirically show that we can achieve a better performance than several state-of-the-art methods for continual learning by building on the top of selected representation learned by SAM. We also show the role of the meta-attention mechanism in boosting informative features corresponding to the input data and identifying the correct target in the task agnostic inference. Finally, we demonstrate that popular existing continual learning methods gain a performance boost when they adopt SAM as a starting point.