The development of recommender systems that optimize multi-turn interaction with users, and model the interactions of different agents (e.g., users, content providers, vendors) in the recommender ecosystem have drawn increasing attention in recent years. Developing and training models and algorithms for such recommenders can be especially difficult using static datasets, which often fail to offer the types of counterfactual predictions needed to evaluate policies over extended horizons. To address this, we develop RecSim NG, a probabilistic platform for the simulation of multi-agent recommender systems. RecSim NG is a scalable, modular, differentiable simulator implemented in Edward2 and TensorFlow. It offers: a powerful, general probabilistic programming language for agent-behavior specification; tools for probabilistic inference and latent-variable model learning, backed by automatic differentiation and tracing; and a TensorFlow-based runtime for running simulations on accelerated hardware. We describe RecSim NG and illustrate how it can be used to create transparent, configurable, end-to-end models of a recommender ecosystem, complemented by a small set of simple use cases that demonstrate how RecSim NG can help both researchers and practitioners easily develop and train novel algorithms for recommender systems.

Reinforcement learning agents have demonstrated remarkable achievements in simulated environments. Data efficiency poses an impediment to carrying this success over to real environments. The design of data-efficient agents calls for a deeper understanding of information acquisition and representation. We develop concepts and establish a regret bound that together offer principled guidance. The bound sheds light on questions of what information to seek, how to seek that information, and what information to retain. To illustrate concepts, we design simple agents that build on them and present computational results that demonstrate improvements in data efficiency. Other learning paradigms are about minimization; reinforcement learning is about maximization.

We review our recent work in the area of autonomous materials research, highlighting the coupling of machine learning methods and models and more problem-aware modeling. We review the general Bayesian framework for closed-loop design employed by many autonomous materials platforms. We then provide examples of our work on such platforms. We finally review our approaches to extend current statistical and ML models to better reflect problem-specific structure including the use of physics-based models and incorporation of operational considerations into the decision-making procedure.

Feature selection is an important problem in machine learning, which aims to select variables that lead to an optimal predictive model. In this paper, we focus on feature selection for post-intervention outcome prediction from pre-intervention variables. We are motivated by healthcare settings, where the goal is often to select the treatment that will maximize a specific patient's outcome; however, we often do not have sufficient randomized control trial data to identify well the conditional treatment effect. We show how we can use observational data to improve feature selection and effect estimation in two cases: (a) using observational data when we know the causal graph, and (b) when we do not know the causal graph but have observational and limited experimental data. Our paper extends the notion of Markov boundary to treatment-outcome pairs. We provide theoretical guarantees for the methods we introduce. In simulated data, we show that combining observational and experimental data improves feature selection and effect estimation.

With the worldwide population booming, the healthcare industry must adapt and develop the most innovative technologies to gather and analyze such massive clinical data and information about patients. It's about bringing in machine learning (ML) and artificial intelligence (AI) to make the real-world healthcare system high-powered and error-free. In 2017, Google developed an algorithm that can detect diseases, such as cancer, with 89% accuracy. Three years later, in 2020, smartphone-based mental healthcare apps are becoming the biggest buzzword, thanks to digital behavioral solutions, and machine learning in healthcare has just started. The purpose of ML in healthcare is to minimize human error without limiting the human factor.

Thanks to my CS7641 class at Georgia Tech in my MS Analytics program, where I discovered this concept and was inspired to write about it. It is somewhat surprising that among all the high-flying buzzwords of machine learning, we don't hear much about the one phrase which fuses some of the core concepts of statistical learning, information theory, and natural philosophy into a single three-word-combo. Moreover, it is not just an obscure and pedantic phrase meant for machine learning (ML) Ph. It has a precise and easily accessible meaning for anyone interested to explore, and a practical pay-off for the practitioners of ML and data science. I am talking about the Minimum Description Length.

Canonical Correlation Analysis (CCA) and its regularised versions have been widely used in the neuroimaging community to uncover multivariate associations between two data modalities (e.g., brain imaging and behaviour). However, these methods have inherent limitations: (1) statistical inferences about the associations are often not robust; (2) the associations within each data modality are not modelled; (3) missing values need to be imputed or removed. Group Factor Analysis (GFA) is a hierarchical model that addresses the first two limitations by providing Bayesian inference and modelling modality-specific associations. Here, we propose an extension of GFA that handles missing data, and highlight that GFA can be used as a predictive model. We applied GFA to synthetic and real data consisting of brain connectivity and non-imaging measures from the Human Connectome Project (HCP). In synthetic data, GFA uncovered the underlying shared and specific factors and predicted correctly the non-observed data modalities in complete and incomplete data sets. In the HCP data, we identified four relevant shared factors, capturing associations between mood, alcohol and drug use, cognition, demographics and psychopathological measures and the default mode, frontoparietal control, dorsal and ventral networks and insula, as well as two factors describing associations within brain connectivity. In addition, GFA predicted a set of non-imaging measures from brain connectivity. These findings were consistent in complete and incomplete data sets, and replicated previous findings in the literature. GFA is a promising tool that can be used to uncover associations between and within multiple data modalities in benchmark datasets (such as, HCP), and easily extended to more complex models to solve more challenging tasks.

Trustworthy deployment of ML models requires a proper measure of uncertainty, especially in safety-critical applications. We focus on uncertainty quantification (UQ) for classification problems via two avenues -- prediction sets using conformal prediction and calibration of probabilistic predictors by post-hoc binning -- since these possess distribution-free guarantees for i.i.d. data. Two common ways of generalizing beyond the i.i.d. setting include handling covariate and label shift. Within the context of distribution-free UQ, the former has already received attention, but not the latter. It is known that label shift hurts prediction, and we first argue that it also hurts UQ, by showing degradation in coverage and calibration. Piggybacking on recent progress in addressing label shift (for better prediction), we examine the right way to achieve UQ by reweighting the aforementioned conformal and calibration procedures whenever some unlabeled data from the target distribution is available. We examine these techniques theoretically in a distribution-free framework and demonstrate their excellent practical performance.

Causal Learner is a toolbox for learning causal structure and Markov blanket (MB) from data. It integrates functions for generating simulated Bayesian network data, a set of state-of-the-art global causal structure learning algorithms, a set of state-of-the-art local causal structure learning algorithms, a set of state-of-the-art MB learning algorithms, and functions for evaluating algorithms. The data generation part of Causal Learner is written in R, and the rest of Causal Learner is written in MATLAB. Causal Learner aims to provide researchers and practitioners with an open-source platform for causal learning from data and for the development and evaluation of new causal learning algorithms. The Causal Learner project is available at http://bigdata.ahu.edu.cn/causal-learner.

For many psychiatric disorders, neuroimaging offers a potential for revolutionizing diagnosis and treatment by providing access to preverbal mental processes. In their study "Machine learning of neural representations of suicide and emotion concepts identifies suicidal youth."1, Just and colleagues report that a Naive Bayes classifier, trained on voxelwise fMRI responses in human participants during the presentation of words and concepts related to mortality, can predict whether an individual had reported having suicidal ideations with a classification accuracy of 91%. Here we report a reappraisal of the methods employed by the authors, including re-analysis of the same data set, that calls into question the accuracy of the authors findings.