We have produced a 90-second video (click on this link to view the video) showing a'random walk' (a particular case of a Markov process) evolving over 400,000 steps. Figure 1 below shows the last frame (out of 2,000 frames, each one with 200 new steps). A basic, two-state (going up or down), one-dimensional Markov process is defined as follows: You start at time t 0, walking along the X-axis (representing time). At each iteration (also called step), you move up with probability p, and down with probability q, along the Y-axis. The Y-axis could represent gain/losses in a gamble (throwing a dice), stock market gains etc.

Creating aesthetically pleasing pieces of art, including music, has been a long-term goal for artificial intelligence research. Despite recent successes of long-short term memory (LSTM) recurrent neural networks (RNNs) in sequential learning, LSTM neural networks have not, by themselves, been able to generate natural-sounding music conforming to music theory. To transcend this inadequacy, we put forward a novel method for music composition that combines the LSTM with Grammars motivated by music theory. The main tenets of music theory are encoded as grammar argumented (GA) filters on the training data, such that the machine can be trained to generate music inheriting the naturalness of human-composed pieces from the original dataset while adhering to the rules of music theory. Unlike previous approaches, pitches and durations are encoded as one semantic entity, which we refer to as note-level encoding. This allows easy implementation of music theory grammars, as well as closer emulation of the thinking pattern of a musician. Although the GA rules are applied to the training data and never directly to the LSTM music generation, our machine still composes music that possess high incidences of diatonic scale notes, small pitch intervals and chords, in deference to music theory.

We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a few coordinates of the value and policy estimates as a new state transition is observed. These methods use small storage and has low computational complexity per iteration.

Like the course I just released on Hidden Markov Models, Recurrent Neural Networks are all about learning sequences - but whereas Markov Models are limited by the Markov assumption, Recurrent Neural Networks are not - and as a result, they are more expressive, and more powerful than anything we've seen on tasks that we haven't made progress on in decades. So what's going to be in this course and how will it build on the previous neural network courses and Hidden Markov Models? In the first section of the course we are going to add the concept of time to our neural networks. I'll introduce you to the Simple Recurrent Unit, also known as the Elman unit. We are going to revisit the XOR problem, but we're going to extend it so that it becomes the parity problem - you'll see that regular feedforward neural networks will have trouble solving this problem but recurrent networks will work because the key is to treat the input as a sequence.

Heart diseases constitute a global health burden, and the problem is exacerbated by the error-prone nature of listening to and interpreting heart sounds. This motivates the development of automated classification to screen for abnormal heart sounds. Existing machine learning-based systems achieve accurate classification of heart sound recordings but rely on expert features that have not been thoroughly evaluated on noisy recordings. Here we propose a segmental convolutional neural network architecture that achieves automatic feature learning from noisy heart sound recordings. Our experiments show that our best model, trained on noisy recording segments acquired with an existing hidden semi-markov model-based approach, attains a classification accuracy of 87.5% on the 2016 PhysioNet/CinC Challenge dataset, compared to the 84.6% accuracy of the state-of-the-art statistical classifier trained and evaluated on the same dataset. Our results indicate the potential of using neural network-based methods to increase the accuracy of automated classification of heart sound recordings for improved screening of heart diseases.

Andrej Karpathy's post "The Unreasonable Effectiveness of Recurrent Neural Networks" made splashes last year. The basic premise is that you can create a recurrent neural network to learn language features character-by-character. But is the resultant model any different from a Markov chain built for the same purpose? I implemented a character-by-character Markov chain in R to find out. First, let's play a variation of the Imitation Game with generated text from Karpathy's tinyshakespeare dataset.

Encog's machine learning framework in Javascript: Encog is a machine learning framework available for Java, .Net, and C . Encog supports different learning algorithms such as Bayesian Networks, Hidden Markov Models and Support Vector Machines. However, its main strength lay in its neural network algorithms. Encog contains classes to create a wide variety of networks, as well as support classes to normalize and process data for these neural networks. Multithreading is used to allow optimal training performance on multicore machines.

Due to physiological variation, patients diagnosed with the same condition may exhibit divergent, but related, responses to the same treatments. Hidden Parameter Markov Decision Processes (HiP-MDPs) tackle this transfer-learning problem by embedding these tasks into a low-dimensional space. However, the original formulation of HiP-MDP had a critical flaw: the embedding uncertainty was modelled independently of the agent's state uncertainty, requiring an unnatural training procedure in which all tasks visited every part of the state space--possible for robots that can be moved to a particular location, impossible for human patients. We update the HiP-MDP framework and extend it to more robustly develop personalized medicine strategies for HIV treatment.

We introduce a new model called contextual decision processes, that unifies and generalizes most prior settings. Our first contribution is a complexity measure, the Bellman rank, that we show enables tractable learning of near-optimal behavior in these processes and is naturally small for many well-studied reinforcement learning settings. Our second contribution is a new reinforcement learning algorithm that engages in systematic exploration to learn contextual decision processes with low Bellman rank. Our algorithm provably learns near-optimal behavior with a number of samples that is polynomial in all relevant parameters but independent of the number of unique observations. The approach uses Bellman error minimization with optimistic exploration and provides new insights into efficient exploration for reinforcement learning with function approximation.

Three years earlier, Apple had been the first major tech company to integrate a smart assistant into its operating system. Siri was the company's adaptation of a standalone app it had purchased, along with the team that created it, in 2010. Initial reviews were ecstatic, but over the next few months and years, users became impatient with its shortcomings. All too often, it erroneously interpreted commands. So Apple moved Siri voice recognition to a neural-net based system for US users on that late July day (it went worldwide on August 15, 2014.)