Volunteers who help with online crowdsourcing such as citizen science tasks typically make only a few contributions before exiting. We propose a computational approach for increasing users' engagement in such settings that is based on optimizing policies for displaying motivational messages to users. The approach, which we refer to as Trajectory Corrected Intervention (TCI), reasons about the tradeoff between the long-term influence of engagement messages on participants' contributions and the potential risk of disrupting their current work. We combine model-based reinforcement learning with off-line policy evaluation to generate intervention policies, without relying on a fixed representation of the domain. TCI works iteratively to learn the best representation from a set of random intervention trials and to generate candidate intervention policies. It is able to refine selected policies off-line by exploiting the fact that users can only be interrupted once per session.We implemented TCI in the wild with Galaxy Zoo, one of the largest citizen science platforms on the web. We found that TCI was able to outperform the state-of-the-art intervention policy for this domain, and significantly increased the contributions of thousands of users. This work demonstrates the benefit of combining traditional AI planning with off-line policy methods to generate intelligent intervention strategies.

The learning problem for Factorial Hidden Markov Models with discrete and multi-variate latent variables remains a challenge. Inference of the latent variables required for the E-step of Expectation Minimization algorithms is usually computationally intractable. In this paper we propose a variational learning algorithm mimicking the Baum-Welch algorithm. By approximating the filtering distribution with a variational distribution parameterized by a recurrent neural network, the computational complexity of the learning problem as a function of the number of hidden states can be reduced to quasilinear instead of quadratic time as required by traditional algorithms such as Baum-Welch whilst making minimal independence assumptions. We evaluate the performance of the resulting algorithm, which we call Variational BOLT, in the context of unsupervised end-to-end energy disaggregation. We conduct experiments on the publicly available REDD dataset and show competitive results when compared with a supervised inference approach and state-of-the-art results in an unsupervised setting.

To alleviate traffic congestion in urban areas, electronic toll collection (ETC) systems are deployed all over the world. Despite the merits, tolls are usually pre-determined and fixed from day to day, which fail to consider traffic dynamics and thus have limited regulation effect when traffic conditions are abnormal. In this paper, we propose a novel dynamic ETC (DyETC) scheme which adjusts tolls to traffic conditions in realtime. The DyETC problem is formulated as a Markov decision process (MDP), the solution of which is very challenging due to its 1) multi-dimensional state space, 2) multi-dimensional, continuous and bounded action space, and 3) time-dependent state and action values. Due to the complexity of the formulated MDP, existing methods cannot be applied to our problem. Therefore, we develop a novel algorithm, PG-beta, which makes three improvements to traditional policy gradient method by proposing 1) time-dependent value and policy functions, 2) Beta distribution policy function and 3) state abstraction. Experimental results show that, compared with existing ETC schemes, DyETC increases traffic volume by around 8%, and reduces travel time by around 14:6% during rush hour. Considering the total traffic volume in a traffic network, this contributes to a substantial increase to social welfare.

Graphical models offer techniques for capturing the structure of many problems in real-world domains and provide means for representation, interpretation, and inference. The modeling framework provides tools for discovering rules for solving problems by exploring structural relationships. We present the Structural Affinity method that uses graphical models for first learning and subsequently recognizing the pattern for solving problems on the Raven's Progressive Matrices Test of general human intelligence. Recently there has been considerable work on computational models of addressing the Raven's test using various representations ranging from fractals to symbolic structures. In contrast, our method uses Markov Random Fields parameterized by affinity factors to discover the structure in the geometric analogy problems and induce the rules of Carpenter et al.'s cognitive model of problem-solving on the Raven's Progressive Matrices Test. We provide a computational account that first learns the structure of a Raven's problem and then predicts the solution by computing the probability of the correct answer by recognizing patterns corresponding to Carpenter et al.'s rules. We demonstrate that the performance of our model on the Standard Raven Progressive Matrices is comparable with existing state of the art models.

Markov Random Field (MRF) is a powerful framework for developing probabilistic models of complex problems. MRF models possess rich structures to represent properties and constraints of a problem. It has been successful on many application problems, particularly those of computer vision and image processing, where data are structured, e.g., pixels are organized on grids. The problem of identifying communities in networks, which is essential for network analysis, is in principle analogous to finding objects in images. It is surprising that MRF has not yet been explored for network community detection. It is challenging to apply MRF to network analysis problems where data are organized on graphs with irregular structures. Here we present a network-specific MRF approach to community detection. The new method effectively encodes the structural properties of an irregular network in an energy function (the core of an MRF model) so that the minimization of the function gives rise to the best community structures. We analyzed the new MRF-based method on several synthetic benchmarks and real-world networks, showing its superior performance over the state-of-the-art methods for community identification.

Dimension reduction is a central problem in system engineering and data science. In scientific studies or engineering applications, one often needs to interact with unknown complex systems about which many noisy observations of system characteristics and system trajectories are available. The exact structures and dynamics of the system are typically masked by massive observations of noisy variables, many of which might not be relevant to the physical state of the system. It is often unclear how to describe the "state" of a system, when one can only access noisy observations. One may view each unique observation as a single state, however, this would generate a huge-or even infinite-dimensional process which is difficult to model or analyze. Although there exists a vast body of literatures on time series analysis [18], they typically require knowledge of specific models and might perform poorly when the models are misspecified. Anru Zhang is Assistant Professor, Department of Statistics, University of Wisconsin-Madison, Madison, WI 53706, Email: anruzhang@stat.wisc.edu; Mengdi Wang is Assistant Professor, Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544, Email: mengdiw@princeton.edu.

The restricted Boltzmann machine (RBM) is one of the fundamental building blocks of deep learning. RBM finds wide applications in dimensional reduction, feature extraction, and recommender systems via modeling the probability distributions of a variety of input data including natural images, speech signals, and customer ratings, etc. We build a bridge between RBM and tensor network states (TNS) widely used in quantum many-body physics research. We devise efficient algorithms to translate an RBM into the commonly used TNS. Conversely, we give sufficient and necessary conditions to determine whether a TNS can be transformed into an RBM of given architectures. Revealing these general and constructive connections can cross-fertilize both deep learning and quantum many-body physics. Notably, by exploiting the entanglement entropy bound of TNS, we can rigorously quantify the expressive power of RBM on complex data sets. Insights into TNS and its entanglement capacity can guide the design of more powerful deep learning architectures. On the other hand, RBM can represent quantum many-body states with fewer parameters compared to TNS, which may allow more efficient classical simulations.

Neuromorphic hardware tends to pose limits on the connectivity of deep networks that one can run on them. But also generic hardware and software implementations of deep learning run more efficiently for sparse networks. Several methods exist for pruning connections of a neural network after it was trained without connectivity constraints. We present an algorithm, DEEP R, that enables us to train directly a sparsely connected neural network. DEEP R automatically rewires the network during supervised training so that connections are there where they are most needed for the task, while its total number is all the time strictly bounded. We demonstrate that DEEP R can be used to train very sparse feedforward and recurrent neural networks on standard benchmark tasks with just a minor loss in performance. DEEP R is based on a rigorous theoretical foundation that views rewiring as stochastic sampling of network configurations from a posterior.

There are two major approaches for structured classification. One is the probabilistic gradient-based methods such as conditional random fields (CRF), which has high accuracy but with drawbacks: slow training, and no support of search-based optimization (which is important in many cases). The other one is the search-based learning methods such as perceptrons and margin infused relaxed algorithm (MIRA), which have fast training but also with drawbacks: low accuracy, no probabilistic information, and non-convergence in real-world tasks. We propose a novel and "shockingly easy" solution, a search-based probabilistic online learning method, to address most of those issues. This method searches the output candidates, derives probabilities, and conduct efficient online learning. We show that this method is with fast training, support search-based optimization, very easy to implement, with top accuracy, with probabilities, and with theoretical guarantees of convergence. Experiments on well-known tasks show that our method has better accuracy than CRF and almost as fast training speed as perceptron and MIRA. Results also show that SAPO can easily beat the state-of-the-art systems on those highly-competitive tasks, achieving record-breaking accuracies. The codes can be found at https://github.com/lancopku

Finally, a comprehensive hands-on machine learning course with specific focus on regression based models for the investment community and any passionate investors. In the past few years, there has been a massive adoption and growth in the use of data science, artificial intelligence and machine learning to find alpha. However, information on and application of machine learning to investment are scarce. This course has been designed to address that. It is meant to spark your creative juices.