This is a constrained global optimization package built upon bayesian inference and gaussian process, that attempts to find the maximum value of an unknown function in as few iterations as possible. This technique is particularly suited for optimization of high cost functions, situations where the balance between exploration and exploitation is important. With the release of version 1.0.0 a number of API breaking changes were introduced. I understand this can be a headache for some, but these were necessary changes that needed to be done and ultimately made the package better. If you have used this package in the past I suggest you take the basic and advanced tours (found in the examples folder) in order to familiarize yourself with the new API.

We investigate artificial neural networks as a parametrization tool for stochastic inputs in numerical simulations. We address parametrization from the point of view of emulating the data generating process, instead of explicitly constructing a parametric form to preserve predefined statistics of the data. This is done by training a neural network to generate samples from the data distribution using a recent deep learning technique called generative adversarial networks. By emulating the data generating process, the relevant statistics of the data are replicated. The method is assessed in subsurface flow problems, where effective parametrization of underground properties such as permeability is important due to the high dimensionality and presence of high spatial correlations. We experiment with realizations of binary channelized subsurface permeability and perform uncertainty quantification and parameter estimation. Results show that the parametrization using generative adversarial networks is very effective in preserving visual realism as well as high order statistics of the flow responses, while achieving a dimensionality reduction of two orders of magnitude.

While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this paper, we introduce Deep Momentum Networks -- a hybrid approach which injects deep learning based trading rules into the volatility scaling framework of time series momentum. The model also simultaneously learns both trend estimation and position sizing in a data-driven manner, with networks directly trained by optimising the Sharpe ratio of the signal. Backtesting on a portfolio of 88 continuous futures contracts, we demonstrate that the Sharpe-optimised LSTM improved traditional methods by more than two times in the absence of transactions costs, and continue outperforming when considering transaction costs up to 2-3 basis points. To account for more illiquid assets, we also propose a turnover regularisation term which trains the network to factor in costs at run-time.

Last week's breaking news story on The Robot Report was unfortunately the demise of Helen Greiner's company, CyPhy Works (d/b/a Aria Insights). The high-flying startup raised close to $40 million since its creation in 2008, making it the second business founded by an iRobot alum that has shuttered within five months. While it is not immediately clear why the tethered-drone company went bust, it does raise important questions about the long-term market opportunities for leashed robots. The tether concept is not exclusive to Greiner's company, there are a handful of drone companies that vie for marketshare, including: FotoKite, Elistair, and HoverFly. The primary driver towards chaining an Unmanned Ariel Vehicle (UAV) is bypassing the Federal Aviation Administration's (FAA) ban on beyond line of sight operations.

Finding the source of a disturbance or fault in complex systems such as industrial chemical processing plants can be a difficult task and consume a significant number of engineering hours. In many cases, a systematic elimination procedure is considered to be the only feasible approach but can cause undesired process upsets. Practitioners desire robust alternative approaches. This paper presents an unsupervised, data-driven method for ranking process elements according to the magnitude and novelty of their influence. Partial bivariate transfer entropy estimation is used to infer a weighted directed graph of process elements. Eigenvector centrality is applied to rank network nodes according to their overall effect. As the ranking of process elements rely on emerging properties that depend on the aggregate of many connections, the results are robust to errors in the estimation of individual edge properties and the inclusion of indirect connections that do not represent the true causal structure of the process. A monitoring chart of continuously calculated process element importance scores over multiple overlapping time regions can assist with incipient fault detection. Ranking results combined with visual inspection of information transfer networks is also useful for root cause analysis of known faults and disturbances. A software implementation of the proposed method is available.

In this paper we propose a novel environmental sound classification approach incorporating unsupervised feature learning from codebook via spherical $K$-Means++ algorithm and a new architecture for high-level data augmentation. The audio signal is transformed into a 2D representation using a discrete wavelet transform (DWT). The DWT spectrograms are then augmented by a novel architecture for cycle-consistent generative adversarial network. This high-level augmentation bootstraps generated spectrograms in both intra and inter class manners by translating structural features from sample to sample. A codebook is built by coding the DWT spectrograms with the speeded-up robust feature detector (SURF) and the K-Means++ algorithm. The Random Forest is our final learning algorithm which learns the environmental sound classification task from the clustered codewords in the codebook. Experimental results in four benchmarking environmental sound datasets (ESC-10, ESC-50, UrbanSound8k, and DCASE-2017) have shown that the proposed classification approach outperforms the state-of-the-art classifiers in the scope, including advanced and dense convolutional neural networks such as AlexNet and GoogLeNet, improving the classification rate between 3.51% and 14.34%, depending on the dataset.

Modern audio source separation techniques rely on optimizing sequence model architectures such as, 1D-CNNs, on mixture recordings to generalize well to unseen mixtures. Specifically, recent focus is on time-domain based architectures such as Wave-U-Net which exploit temporal context by extracting multi-scale features. However, the optimality of the feature extraction process in these architectures has not been well investigated. In this paper, we examine and recommend critical architectural changes that forge an optimal multi-scale feature extraction process. To this end, we replace regular $1-$D convolutions with adaptive dilated convolutions that have innate capability of capturing increased context by using large temporal receptive fields. We also investigate the impact of dense connections on the extraction process that encourage feature reuse and better gradient flow. The dense connections between the downsampling and upsampling paths of a U-Net architecture capture multi-resolution information leading to improved temporal modelling. We evaluate the proposed approaches on the MUSDB test dataset. In addition to providing an improved performance over the state-of-the-art, we also provide insights on the impact of different architectural choices on complex data-driven solutions for source separation.

We introduce Bayesian least-squares policy iteration (BLSPI), an off-policy, model-free, policy iteration algorithm that uses the Bayesian least-squares temporal-difference (BLSTD) learning algorithm to evaluate policies. An online variant of BLSPI has been also proposed, called randomised BLSPI (RBLSPI), that improves its policy based on an incomplete policy evaluation step. In online setting, the exploration-exploitation dilemma should be addressed as we try to discover the optimal policy by using samples collected by ourselves. RBLSPI exploits the advantage of BLSTD to quantify our uncertainty about the value function. Inspired by Thompson sampling, RBLSPI first samples a value function from a posterior distribution over value functions, and then selects actions based on the sampled value function. The effectiveness and the exploration abilities of RBLSPI are demonstrated experimentally in several environments.

The regulatory process of Drosophila has been thoroughly studied for understanding a great variety of systems biology principles. While pattern-forming gene networks are further analysed in the transcription step, post-transcriptional events (e.g. translation, protein processing) play an important role in establishing protein expression patterns and levels. Since post-transcriptional regulation of gap genes in Drosophila depends on spatiotemporal interactions between mRNAs and gap proteins, proper physically-inspired stochastic models are required to study the existing link between both quantities. Previous research attempts have shown that the use of Gaussian processes (GPs) and differential equations leads to promising predictions when analysing regulatory networks. Here we aim at further investigating two types of physically-inspired GP models based on a reaction-diffusion equation where the main difference lies on whether the GP prior is placed. While one of them has been studied previously using gap protein data only, the other is novel and yields a simplistic approach requiring only the differentiation of kernel functions. In contrast to other stochastic frameworks, discretising the spatial space is not required here. Both GP models are tested under different conditions depending on the availability of gap gene mRNA expression data. Finally, their performances are assessed on a high-resolution dataset describing the blastoderm stage of the early embryo of Drosophila melanogaster.

Smart deadbolts eat batteries for breakfast. I know, because I have five of them installed on various entry doors in my own smart home, and I replace the batteries in each one two to three times a year. So when I learned that the Array by Hampton was not only powered by a rechargeable battery, but that its battery is continuously topped off by an integrated solar panel, I thought "Brilliant!" After thorough testing, I can say Hampton has solved the battery problem, but as good as it is, this lock won't be the right addition for every smart home. The Array's biggest drawback (for people who live in smart homes, at least) is one that Hampton touts as a feature: It connects to Wi-Fi, with no additional hub needed.