Smart Meters (SMs) are an important component of smart electrical grids, but they have also generated serious concerns about privacy data of consumers. In this paper, we present a general formulation of the privacy-preserving problem in SMs from an information-theoretic perspective. In order to capture the casual time series structure of the power measurements, we employ Directed Information (DI) as an adequate measure of privacy. On the other hand, to cope with a variety of potential applications of SMs data, we study different distortion measures along with the standard squared-error distortion. This formulation leads to a quite general training objective (or loss) which is optimized under a deep learning adversarial framework where two Recurrent Neural Networks (RNNs), referred to as the releaser and the attacker, are trained with opposite goals. An exhaustive empirical study is then performed to validate the proposed approach for different privacy problems in three actual data sets. Finally, we study the impact of the data mismatch problem, which occurs when the releaser and the attacker have different training data sets and show that privacy may not require a large level of distortion in real-world scenarios.

Today, the dominant paradigm for training neural networks involves minimizing task loss on a large dataset. Using world knowledge to inform a model, and yet retain the ability to perform end-to-end training remains an open question. In this paper, we present a novel framework for introducing declarative knowledge to neural network architectures in order to guide training and prediction. Our framework systematically compiles logical statements into computation graphs that augment a neural network without extra learnable parameters or manual redesign. We evaluate our modeling strategy on three tasks: machine comprehension, natural language inference, and text chunking. Our experiments show that knowledge-augmented networks can strongly improve over baselines, especially in low-data regimes.

This paper describes a new method, HMM gauge likelihood analysis, or GLA, of detecting anomalies in discrete time series using Hidden Markov Models and clustering. At the center of the method lies the comparison of subsequences. To achieve this, they first get assigned to their Hidden Markov Models using the Baum-Welch algorithm. Next, those models are described by an approximating representation of the probability distributions they define. Finally, this representation is then analyzed with the help of some clustering technique or other outlier detection tool and anomalies are detected. Clearly, HMMs could be substituted by some other appropriate model, e.g. some other dynamic Bayesian network. Our learning algorithm is unsupervised, so it does not require the labeling of large amounts of data. The usability of this method is demonstrated by applying it to synthetic and real-world syslog data.

We present an algorithm based on the Optimism in the Face of Uncertainty (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By evaluating the state-pair difference of the optimal bias function $h^{*}$, the proposed algorithm achieves a regret bound of $\tilde{O}(\sqrt{SAHT})$for MDP with $S$ states and $A$ actions, in the case that an upper bound $H$ on the span of $h^{*}$, i.e., $sp(h^{*})$ is known. This result outperforms the best previous regret bounds $\tilde{O}(HS\sqrt{AT})$ [Bartlett and Tewari, 2009] by a factor of $\sqrt{SH}$. Furthermore, this regret bound matches the lower bound of $\Omega(\sqrt{SAHT})$ [Jaksch et al., 2010] up to a logarithmic factor. As a consequence, we show that there is a near optimal regret bound of $\tilde{O}(\sqrt{SADT})$ for MDPs with finite diameter $D$ compared to the lower bound of $\Omega(\sqrt{SADT})$ [Jaksch et al., 2010].

Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However existing methods either have no theoretical guarantee or suffer a regret that is exponential in the planning horizon $H$. In this paper, we propose an online RL algorithm, namely the MatrixRL, that leverages ideas from linear bandit to learn a low-dimensional representation of the probability transition model while carefully balancing the exploitation-exploration tradeoff. We show that MatrixRL achieves a regret bound ${O}\big(H^2d\log T\sqrt{T}\big)$ where $d$ is the number of features. MatrixRL has an equivalent kernelized version, which is able to work with an arbitrary kernel Hilbert space without using explicit features. In this case, the kernelized MatrixRL satisfies a regret bound ${O}\big(H^2\widetilde{d}\log T\sqrt{T}\big)$, where $\widetilde{d}$ is the effective dimension of the kernel space. To our best knowledge, for RL using features or kernels, our results are the first regret bounds that are near-optimal in time $T$ and dimension $d$ (or $\widetilde{d}$) and polynomial in the planning horizon $H$.

In this study, we consider an empirical Bayes method for Boltzmann machines and propose an algorithm for it. The empirical Bayes method allows estimation of the values of the hyperparameters of the Boltzmann machine by maximizing a specific likelihood function referred to as the empirical Bayes likelihood function in this study. However, the maximization is computationally hard because the empirical Bayes likelihood function involves intractable integrations of the partition function. The proposed algorithm avoids this computational problem by using the replica method and the Plefka expansion. Our method does not require any iterative procedures and is quite simple and fast, though it introduces a bias to the estimate, which exhibits an unnatural behavior with respect to the size of the dataset. This peculiar behavior is supposed to be due to the approximate treatment by the Plefka expansion. A possible extension to overcome this behavior is also discussed.

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we study a class of minimum distance estimators for intractable generative models, that is, statistical models for which the likelihood is intractable, but simulation is cheap. The distance considered, maximum mean discrepancy (MMD), is defined through the embedding of probability measures into a reproducing kernel Hilbert space. We study the theoretical properties of these estimators, showing that they are consistent, asymptotically normal and robust to model misspecification. A main advantage of these estimators is the flexibility offered by the choice of kernel, which can be used to trade-off statistical efficiency and robustness. On the algorithmic side, we study the geometry induced by MMD on the parameter space and use this to introduce a novel natural gradient descent-like algorithm for efficient implementation of these estimators. We illustrate the relevance of our theoretical results on several classes of models including a discrete-time latent Markov process and two multivariate stochastic differential equation models.

We introduce and demonstrate the variational autoencoder (VAE) for probabilistic non-negative matrix factorisation (PAE-NMF). We design a network which can perform non-negative matrix factorisation (NMF) and add in aspects of a VAE to make the coefficients of the latent space probabilistic. By restricting the weights in the final layer of the network to be non-negative and using the non-negative Weibull distribution we produce a probabilistic form of NMF which allows us to generate new data and find a probability distribution that effectively links the latent and input variables. We demonstrate the effectiveness of PAE-NMF on three heterogeneous datasets: images, financial time series and genomic.

Collaborative representation is a popular feature learning approach, which encoding process is assisted by variety types of information. In this paper, we propose a collaborative representation restricted Boltzmann Machine (CRRBM) for modeling binary data and a collaborative representation Gaussian restricted Boltzmann Machine (CRGRBM) for modeling realvalued data by applying a collaborative representation strategy in the encoding procedure. We utilize Locality Sensitive Hashing (LSH) to generate similar sample subsets of the instance and observed feature set simultaneously from input data. Hence, we can obtain some mini blocks, which come from the intersection of instance and observed feature subsets. Then we integrate Contrastive Divergence and Bregman Divergence methods with mini blocks to optimize our CRRBM and CRGRBM models. In their training process, the complex collaborative relationships between multiple instances and features are fused into the hidden layer encoding. Hence, these encodings have dual characteristics of concealment and cooperation. Here, we develop two deep collaborative encoder frameworks (DCEF) based on the CRRBM and CRGRBM models: one is a DCEF with Gaussian linear visible units (GDCEF) for modeling real-valued data, and the other is a DCEF with binary visible units (BDCEF) for modeling binary data. We explore the collaborative representation capability of the hidden features in every layer of the GDCEF and BDCEF framework, especially in the deepest hidden layer. The experimental results show that the GDCEF and BDCEF frameworks have more outstanding performances than the classic Autoencoder framework for unsupervised clustering task on the MSRA-MM2.0 and UCI datasets, respectively.

Markov decision processes and reinforcement learning algorithms provide a flexible framework for decision-making in dynamic settings, and have been studied for decades (e.g., [23, 27, 8, 9, 29]). Given the explosion in the amount of available data and computing power, recent years have witnessed dramatic success of reinforcement learning (RL) techniques in various application domains (e.g., [30, 19, 26, 22, 27]). In broad terms, algorithms for reinforcement learning are often separated into model-based versus model-free approaches. Model-based approaches based on directly learning a model for the dynamics of the system, and then computing optimal policies from the learned model. In contrast, a model-free approach directly targets learning of the optimal value function or policy. Naturally, a model-free approach is more robust to model mismatch; however, model-based approaches can often be more sample efficient. Providing a firm theoretical foundation to the tradeoffs intrinsic to different classes of methods, as characterized by their access to the underlying Markov decision process, is a major open question in RL.