In stochastic systems, informative approaches select key measurement or decision variables that maximize information gain to enhance the efficacy of model-related inferences. Neural Learning also embodies stochastic dynamics, but informative Learning is less developed. Here, we propose Informative Ensemble Kalman Learning, which replaces backpropagation with an adaptive Ensemble Kalman Filter to quantify uncertainty and enables maximizing information gain during Learning. After demonstrating Ensemble Kalman Learning's competitive performance on standard datasets, we apply the informative approach to neural structure learning. In particular, we show that when trained from the Lorenz-63 system's simulations, the efficaciously learned structure recovers the dynamical equations. To the best of our knowledge, Informative Ensemble Kalman Learning is new. Results suggest that this approach to optimized Learning is promising.

We present ParaDRAM, a high-performance Parallel Delayed-Rejection Adaptive Metropolis Markov Chain Monte Carlo software for optimization, sampling, and integration of mathematical objective functions encountered in scientific inference. ParaDRAM is currently accessible from several popular programming languages including C/C++, Fortran, MATLAB, Python and is part of the ParaMonte open-source project with the following principal design goals: 1. full automation of Monte Carlo simulations, 2. interoperability of the core library with as many programming languages as possible, thus, providing a unified Application Programming Interface and Monte Carlo simulation environment across all programming languages, 3. high-performance 4. parallelizability and scalability of simulations from personal laptops to supercomputers, 5. virtually zero-dependence on external libraries, 6. fully-deterministic reproducibility of simulations, 7. automatic comprehensive reporting and post-processing of the simulation results. We present and discuss several novel techniques implemented in ParaDRAM to automatically and dynamically ensure the good-mixing and the diminishing-adaptation of the resulting pseudo-Markov chains from ParaDRAM. We also discuss the implementation of an efficient data storage method used in ParaDRAM that reduces the average memory and storage requirements of the algorithm by, a factor of 4 for simple simulation problems, to an order of magnitude and more for sampling complex high-dimensional mathematical objective functions. Finally, we discuss how the design goals of ParaDRAM can help users readily and efficiently solve a variety of machine learning and scientific inference problems on a wide range of computing platforms.

During the past decade, Artificial Intelligence (AI), and by extension Machine Learning (ML), have seen an unprecedented rise in both industry and research. The progressive improvement of computer hardware associated with the need to process larger and larger amounts of data made these underestimated techniques shine under a new light. Reinforcement Learning (RL) focuses on learning how to map situations to actions, in order to maximize a numerical reward signal [102]. The learner is not told which actions to take, but instead must discover which actions are the most rewarding by trying them. Reinforcement learning addresses the problem of how agents should learn a policy that take actions to maximize the cumulative reward through interaction with the environment [31]. Recent progress in Deep Learning (DL) for learning feature representations has significantly impacted RL, and the combination of both methods (known as deep RL) has led to remarkable results in a lot of areas. Typically, RL is used to solve optimisation problems when the system has a very large number of states and has a complex stochastic structure. Notable examples include training agents to play Atari games based on raw pixels [75, 76], board games [96, 97], complex real-world robotics problems such as manipulation [8] or grasping [54] and other real-world applications such as resource management in computer clusters [72], network traffic signal control [9], chemical reactions optimization [117] or recommendation systems [116].

We consider the adversarial Markov Decision Process (MDP) problem, where the rewards for the MDP can be adversarially chosen, and the transition function can be either known or unknown. In both settings, Follow-the-PerturbedLeader (FPL) based algorithms have been proposed in previous literature. However, the established regret bounds for FPL based algorithms are worse than algorithms based on mirrordescent. We improve the analysis of FPL based algorithms in both settings, matching the current best regret bounds using faster and simpler algorithms.

Recently, an abundant amount of urban vehicle trajectory data has been collected in road networks. Many studies have used machine learning algorithms to analyze patterns in vehicle trajectories to predict location sequences of individual travelers. Unlike the previous studies that used a discriminative modeling approach, this research suggests a generative modeling approach to learn the underlying distributions of urban vehicle trajectory data. A generative model for urban vehicle trajectories can better generalize from training data by learning the underlying distribution of the training data and, thus, produce synthetic vehicle trajectories similar to real vehicle trajectories with limited observations. Synthetic trajectories can provide solutions to data sparsity or data privacy issues in using location data. This research proposesTrajGAIL, a generative adversarial imitation learning framework for the urban vehicle trajectory generation. In TrajGAIL, learning location sequences in observed trajectories is formulated as an imitation learning problem in a partially observable Markov decision process. The model is trained by the generative adversarial framework, which uses the reward function from the adversarial discriminator. The model is tested with both simulation and real-world datasets, and the results show that the proposed model obtained significant performance gains compared to existing models in sequence modeling.

The opinion expressed in various Web sites and social-media is an essential contributor to the decision making process of several organizations. Existing sentiment analysis tools aim to extract the polarity (i.e., positive, negative, neutral) from these opinionated contents. Despite the advance of the research in the field, sentiment analysis tools give \textit{inconsistent} polarities, which is harmful to business decisions. In this paper, we propose SentiQ, an unsupervised Markov logic Network-based approach that injects the semantic dimension in the tools through rules. It allows to detect and solve inconsistencies and then improves the overall accuracy of the tools. Preliminary experimental results demonstrate the usefulness of SentiQ.

This paper investigates the use of Reinforcement Learning for the robust design of low-thrust interplanetary trajectories in presence of severe disturbances, modeled alternatively as Gaussian additive process noise, observation noise, control actuation errors on thrust magnitude and direction, and possibly multiple missed thrust events. The optimal control problem is recast as a time-discrete Markov Decision Process to comply with the standard formulation of reinforcement learning. An open-source implementation of the state-of-the-art algorithm Proximal Policy Optimization is adopted to carry out the training process of a deep neural network, used to map the spacecraft (observed) states to the optimal control policy. The resulting Guidance and Control Network provides both a robust nominal trajectory and the associated closed-loop guidance law. Numerical results are presented for a typical Earth-Mars mission. First, in order to validate the proposed approach, the solution found in a (deterministic) unperturbed scenario is compared with the optimal one provided by an indirect technique. Then, the robustness and optimality of the obtained closed-loop guidance laws is assessed by means of Monte Carlo campaigns performed in the considered uncertain scenarios.

Machine learning (ML) pervades an increasing number of academic disciplines and industries. Its impact is profound, and several fields have been fundamentally altered by it, autonomy and computer vision for example; reliability engineering and safety will undoubtedly follow suit. There is already a large but fragmented literature on ML for reliability and safety applications, and it can be overwhelming to navigate and integrate into a coherent whole. In this work, we facilitate this task by providing a synthesis of, and a roadmap to this ever-expanding analytical landscape and highlighting its major landmarks and pathways. We first provide an overview of the different ML categories and sub-categories or tasks, and we note several of the corresponding models and algorithms. We then look back and review the use of ML in reliability and safety applications. We examine several publications in each category/sub-category, and we include a short discussion on the use of Deep Learning to highlight its growing popularity and distinctive advantages. Finally, we look ahead and outline several promising future opportunities for leveraging ML in service of advancing reliability and safety considerations. Overall, we argue that ML is capable of providing novel insights and opportunities to solve important challenges in reliability and safety applications. It is also capable of teasing out more accurate insights from accident datasets than with traditional analysis tools, and this in turn can lead to better informed decision-making and more effective accident prevention.

Many Reinforcement Learning (RL) approaches use joint control signals (positions, velocities, torques) as action space for continuous control tasks. We propose to lift the action space to a higher level in the form of subgoals for a motion generator (a combination of motion planner and trajectory executor). We argue that, by lifting the action space and by leveraging sampling-based motion planners, we can efficiently use RL to solve complex, long-horizon tasks that could not be solved with existing RL methods in the original action space. We propose ReLMoGen -- a framework that combines a learned policy to predict subgoals and a motion generator to plan and execute the motion needed to reach these subgoals. To validate our method, we apply ReLMoGen to two types of tasks: 1) Interactive Navigation tasks, navigation problems where interactions with the environment are required to reach the destination, and 2) Mobile Manipulation tasks, manipulation tasks that require moving the robot base. These problems are challenging because they are usually long-horizon, hard to explore during training, and comprise alternating phases of navigation and interaction. Our method is benchmarked on a diverse set of seven robotics tasks in photo-realistic simulation environments. In all settings, ReLMoGen outperforms state-of-the-art Reinforcement Learning and Hierarchical Reinforcement Learning baselines. ReLMoGen also shows outstanding transferability between different motion generators at test time, indicating a great potential to transfer to real robots.

We study the optimal sample complexity in large-scale Reinforcement Learning (RL) problems with policy space generalization, i.e. the agent has a prior knowledge that the optimal policy lies in a known policy space. Existing results show that without a generalization model, the sample complexity of an RL algorithm will inevitably depend on the cardinalities of state space and action space, which are intractably large in many practical problems. To avoid such undesirable dependence on the state and action space sizes, this paper proposes a new notion of eluder dimension for the policy space, which characterizes the intrinsic complexity of policy learning in an arbitrary Markov Decision Process (MDP). Using a simulator oracle, we prove a near-optimal sample complexity upper bound that only depends linearly on the eluder dimension. We further prove a similar regret bound in deterministic systems without the simulator.