There has been much recent, exciting work on combining the complementary strengths of latent variable models and deep learning. Latent variable modeling makes it easy to explicitly specify model constraints through conditional independence properties, while deep learning makes it possible to parameterize these conditional likelihoods with powerful function approximators. While these "deep latent variable" models provide a rich, flexible framework for modeling many real-world phenomena, difficulties exist: deep parameterizations of conditional likelihoods usually make posterior inference intractable, and latent variable objectives often complicate backpropagation by introducing points of non-differentiability. This tutorial explores these issues in depth through the lens of variational inference.

Continual learning is the ability of agents to improve their capacities throughout multiple tasks continually. While recent works in the literature of continual learning mostly focused on developing either particular loss functions or specialized structures of neural network explaining the episodic memory or neural plasticity, we study continual learning from the perspective of the training mechanism. Specifically, we propose a COnitnual Match BAsed Training (COMBAT) framework for training a population of advantage-actor-critic (A2C) agents in Pommerman, a partially observable multi-agent environment with no communication. Following the COMBAT framework, we trained an agent, namely, Navocado, that won the title of the top 1 learning agent in the NeurIPS 2018 Pommerman Competition. Two critical features of our agent are worth mentioning. Firstly, our agent did not learn from any demonstrations. Secondly, our agent is highly reproducible. As a technical report, we articulate the design of state space, action space, reward, and most importantly, the COMBAT framework for our Pommerman agent. We show in the experiments that Pommerman is a perfect environment for studying continual learning, and the agent can improve its performance by continually learning new skills without forgetting the old ones. Finally, the result in the Pommerman Competition verifies the robustness of our agent when competing with various opponents.

As the number of various positioning sensors and location-based devices increase, a huge amount of spatial and temporal information data is collected and accumulated. These data are expressed as trajectory data by connecting the data points in chronological sequence, and thses data contain movement information of any moving object. Particularly, in this study, urban vehicle trajectory prediction is studied using trajectory data of vehicles in urban traffic network. In the previous work, Recurrent Neural Network model for urban vehicle trajectory prediction is proposed. For the further improvement of the model, in this study, we propose Attention-based Recurrent Neural Network model for urban vehicle trajectory prediction. In this proposed model, we use attention mechanism to incorporate network traffic state data into urban vehicle trajectory prediction. The model is evaluated by using the Bluetooth data collected in Brisbane, Australia, which contains the movement information of private vehicles. The performance of the model is evaluated with 5 metrics, which are BLEU-1, BLEU-2, BLEU-3, BLEU-4, and METEOR. The result shows that ARNN model have better performance compared to RNN model.

A Complex Event Processing (CEP) system takes as input a stream of events, along with a set of patterns, defining relations among the input events, and detects instances of pattern satisfaction, thus producing an output stream of complex events . Typically, an event has the structure of a tuple of values which might be numerical or categorical, with the event type and timestamp being the most common attributes. Since time is of critical importance for CEP, a temporal formalism is used in order to define the patterns to be detected. Such a pattern imposes temporal (and possibly atemporal) constraints on the input events, which, if satisfied, lead to the detection of a complex event. Efficient processing is of paramount importance since complex events must be detected with very strict latency requirements.

Out of practical concerns and with the expectation to achieve high overall efficiency of the resource utilization, this paper transforms the large scale black-box optimization problems with limited resources into online decision problems from the perspective of dynamic multi-armed bandits, a simplified view of Markov decision processes. The proposed Online Decisioning Meta-heuristic framework (ODM) is particularly well suited for real-world applications, with flexible compatibility for various kinds of costs, interfaces for easy heuristic articulation as well as fewer hyper-parameters for less variance in performance. Experimental results on benchmark functions suggest that ODM has demonstrated significant capabilities for online decisioning. Furthermore, when ODM is articulated with three heuristics, competitive performance can be achieved on benchmark problems with search dimensions up to 10000.

One of the core challenges in Visual Dialogue problems is asking the question that will provide the most useful information towards achieving the required objective. Encouraging an agent to ask the right questions is difficult because we don't know a-priori what information the agent will need to achieve its task, and we don't have an explicit model of what it knows already. We propose a solution to this problem based on a Bayesian model of the uncertainty in the implicit model maintained by the visual dialogue agent, and in the function used to select an appropriate output. By selecting the question that minimises the predicted regret with respect to this implicit model the agent actively reduces ambiguity. The Bayesian model of uncertainty also enables a principled method for identifying when enough information has been acquired, and an action should be selected. We evaluate our approach on two goal-oriented dialogue datasets, one for visual-based collaboration task and the other for a negotiation-based task. Our uncertainty-aware information-seeking model outperforms its counterparts in these two challenging problems.

Using deep reinforcement learning, we train control policies for autonomous vehicles leading a platoon of vehicles onto a roundabout. Using Flow, a library for deep reinforcement learning in micro-simulators, we train two policies, one policy with noise injected into the state and action space and one without any injected noise. In simulation, the autonomous vehicle learns an emergent metering behavior for both policies in which it slows to allow for smoother merging. We then directly transfer this policy without any tuning to the University of Delaware Scaled Smart City (UDSSC), a 1:25 scale testbed for connected and automated vehicles. We characterize the performance of both policies on the scaled city. We show that the noise-free policy winds up crashing and only occasionally metering. However, the noise-injected policy consistently performs the metering behavior and remains collision-free, suggesting that the noise helps with the zero-shot policy transfer. Additionally, the transferred, noise-injected policy leads to a 5% reduction of average travel time and a reduction of 22% in maximum travel time in the UDSSC. Videos of the controllers can be found at https://sites.google.com/view/iccps-policy-transfer.

In this paper, we revisit the Kalman filter theory. After giving the intuition on a simplified financial markets example, we revisit the maths underlying it. We then show that Kalman filter can be presented in a very different fashion using graphical models. This enables us to establish the connection between Kalman filter and Hidden Markov Models. We then look at their application in financial markets and provide various intuitions in terms of their applicability for complex systems such as financial markets. Although this paper has been written more like a self contained work connecting Kalman filter to Hidden Markov Models and hence revisiting well known and establish results, it contains new results and brings additional contributions to the field. First, leveraging on the link between Kalman filter and HMM, it gives new algorithms for inference for extended Kalman filters. Second, it presents an alternative to the traditional estimation of parameters using EM algorithm thanks to the usage of CMA-ES optimization. Third, it examines the application of Kalman filter and its Hidden Markov models version to financial markets, providing various dynamics assumptions and tests. We conclude by connecting Kalman filter approach to trend following technical analysis system and showing their superior performances for trend following detection.

Deep learning (DL) defines a data-driven programming paradigm that automatically composes the system decision logic from the training data. In company withthe data explosion and hardware acceleration during the past decade, DL achieves tremendous success in many cutting-edge applications. However, even the state-of-the-art DL systems still suffer from quality and reliability issues. It was only until recently that some preliminary progress was made in testing feed-forward DL systems.In contrast to feed-forward DL systems, recurrent neural networks(RNN) follow a very different architectural design, implementing temporal behaviours and "memory" with loops and internal states. Such stateful nature of RNN contributes to its success in handling sequential inputs such as audio, natural languages and video processing, but also poses new challenges for quality assurance. In this paper, we initiate the very first step towards testing RNN-based stateful DL systems. We model RNN as an abstract state transition system, based on which we define a set of test coverage criteria specialized for stateful DL systems. Moreover, we propose an automated testing framework, DeepCruiser, which systematically generates tests in large scale to uncover defects of stateful DL systems with coverage guidance. Our in-depth evaluation on a state-of-the-art speech-to-text DL system demonstrates the effectiveness of our technique in improving quality and reliability of stateful DL systems.

We present a machine learning framework for multi-agent systems to learn both the optimal policy for maximizing the rewards and the encoding of the high dimensional visual observation. The encoding is useful for sharing local visual observations with other agents under communication resource constraints. The actor-encoder encodes the raw images and chooses an action based on local observations and messages sent by the other agents. The machine learning agent generates not only an actuator command to the physical device, but also a communication message to the other agents. We formulate a reinforcement learning problem, which extends the action space to consider the communication action as well. The feasibility of the reinforcement learning framework is demonstrated using a 3D simulation environment with two collaborating agents. The environment provides realistic visual observations to be used and shared between the two agents.