Autonomous vehicles (AV) are expected to navigate in complex traffic scenarios with multiple surrounding vehicles. The correlations between road users vary over time, the degree of which, in theory, could be infinitely large, and thus posing a great challenge in modeling and predicting the driving environment. In this research, we propose a method to reproduce such high-dimensional scenarios in a finitely tractable form by defining a stochastic vector field model in multi-vehicle interactions. We then apply non-parametric Bayesian learning to extract the underlying motion patterns from a large quantity of naturalistic traffic data. We use Gaussian process to model multi-vehicle motion, and Dirichlet process to assign each observation to a specific scenario. We implement the proposed method on NGSim highway and intersection data sets, in which complex multi-vehicle interactions are prevalent. The results show that the proposed method is capable of capturing motion patterns from both settings, without imposing heroic prior, hence can be applied for a wide array of traffic situations. The proposed modeling can enable simulation platforms and other testing methods designed for AV evaluation, to easily model and generate traffic scenarios emulating large scale driving data.

We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the cardinality constrained likelihood problem to certifiable optimality. The approach uses techniques from mixed-integer optimization and convex optimization, and provides a high-quality solution with a guarantee on its suboptimality, even if the algorithm is terminated early. Using a variety of synthetic and real datasets, we demonstrate that our approach can solve problems where the dimension of the inverse covariance matrix is up to 1,000s. We also demonstrate that our approach produces significantly sparser solutions than Glasso and other popular learning procedures, makes less false discoveries, while still maintaining state-of-the-art accuracy.

Financial decisions impact our lives, and thus everyone from the regulator to the consumer is interested in fair, sound, and explainable decisions. There is increasing competitive desire and regulatory incentive to deploy AI mindfully within financial services. An important mechanism towards that end is to explain AI decisions to various stakeholders. State-of-the-art explainable AI systems mostly serve AI engineers and offer little to no value to business decision makers, customers, and other stakeholders. Towards addressing this gap, in this work we consider the scenario of explaining loan denials. We build the first-of-its-kind dataset that is representative of loan-applicant friendly explanations. We design a novel Generative Adversarial Network (GAN) that can accommodate smaller datasets, to generate user-friendly textual explanations. We demonstrate how our system can also generate explanations serving different purposes: those that help educate the loan applicants, or help them take appropriate action towards a future approval. We hope that our contributions will aid the deployment of AI in financial services by serving the needs of the wider community of users seeking explanations.

Fault detection in sensor nodes is a pertinent issue that has been an important area of research for a very long time. But it is not explored much as yet in the context of Internet of Things. Internet of Things work with a massive amount of data so the responsibility for guaranteeing the accuracy of the data also lies with it. Moreover, a lot of important and critical decisions are made based on these data, so ensuring its correctness and accuracy is also very important. Also, the detection needs to be as precise as possible to avoid negative alerts. For this purpose, this work has adopted Dempster-Shafer Theory of Evidence which is a popular learning method to collate the information from sensors to come up with a decision regarding the faulty status of a sensor node. To verify the validity of the proposed method, simulations have been performed on a benchmark data set and data collected through a test bed in a laboratory set-up. For the different types of faults, the proposed method shows very competent accuracy for both the benchmark (99.8%) and laboratory data sets (99.9%) when compared to the other state-of-the-art machine learning techniques.

Are you interested in learning more about machine learning with Python? I recently wrote 7 Steps to Mastering Basic Machine Learning with Python -- 2019 Edition, a first step in an attempt to updated a pair of posts I wrote some time back (7 Steps to Mastering Machine Learning With Python and 7 More Steps to Mastering Machine Learning With Python), a pair of posts which are getting stale at this point, having been around for a few years. It's time to add on to the "basic" post with a set of steps for learning "intermediate" level machine learning with Python. We're talking "intermediate" in a relative sense, however, so do not expect to be a research-caliber machine learning engineer after getting through this post. The learning path is aimed at those with some understanding of programming, computer science concepts, and/or machine learning in an abstract sense, who are wanting to be able to use the implementations of machine learning algorithms of the prevalent Python libraries to build their own machine learning models.

Are you interested in learning more about machine learning with Python? I recently wrote 7 Steps to Mastering Basic Machine Learning with Python -- 2019 Edition, a first step in an attempt to updated a pair of posts I wrote some time back (7 Steps to Mastering Machine Learning With Python and 7 More Steps to Mastering Machine Learning With Python), a pair of posts which are getting stale at this point, having been around for a few years. It's time to add on to the "basic" post with a set of steps for learning "intermediate" level machine learning with Python. We're talking "intermediate" in a relative sense, however, so do not expect to be a research-caliber machine learning engineer after getting through this post. The learning path is aimed at those with some understanding of programming, computer science concepts, and/or machine learning in an abstract sense, who are wanting to be able to use the implementations of machine learning algorithms of the prevalent Python libraries to build their own machine learning models.

In classification applications, we often want probabilistic predictions to reflect confidence or uncertainty. Dropout, a commonly used training technique, has recently been linked to Bayesian inference, yielding an efficient way to quantify uncertainty in neural network models. However, as previously demonstrated, confidence estimates computed with a naive implementation of dropout can be poorly calibrated, particularly when using convolutional networks. In this paper, through the lens of ensemble learning, we associate calibration error with the correlation between the models sampled with dropout. Motivated by this, we explore the use of structured dropout to promote model diversity and improve confidence calibration. We use the SVHN, CIFAR-10 and CIFAR-100 datasets to empirically compare model diversity and confidence errors obtained using various dropout techniques. We also show the merit of structured dropout in a Bayesian active learning application.

I have submitted my own project using a dataset of my choosing. My project has been reviewed both by my peers and the professor. I chose to work with Credit Card Fraud Detection, It is important that credit card companies are able to recognize fraudulent credit card transactions so that customers are not charged for items that they did not purchase. The datasets contains transactions made by credit cards in September 2013 by european cardholders. Due to imbalancing nature of the data, many observations could be predicted as False Negative, in this case Legal Transactions instead of Fraudolent Transaction.

A myriad of options exist for classification. That said, three popular classification methods-- Decision Trees, k-NN & Naive Bayes--can be tweaked for practically every situation. Naive Bayes and K-NN, are both examples of supervised learning (where the data comes already labeled). Decision trees are easy to use for small amounts of classes. If you're trying to decide between the three, your best option is to take all three for a test drive on your data, and see which produces the best results.

Time-invariant linear dynamical system arises in many real-world applications,and its usefulness is widely acknowledged. A practical limitation with this model is that its latent dimension that has a large impact on the model capability needs to be manually specified. It can be demonstrated that a lower-order model class could be totally nested into a higher-order class, and the corresponding likelihood is nondecreasing. Hence, criterion built on the likelihood is not appropriate for model selection. This paper addresses the issue and proposes a criterion for linear dynamical system based on the principle of minimum description length. The latent structure, which is omitted in previous work, is explicitly considered in this newly proposed criterion. Our work extends the principle of minimum description length and demonstrates its effectiveness in the tasks of model training. The experiments on both univariate and multivariate sequences confirm the good performance of our newly proposed method.