We study the problem of minimizing the resource capacity of autonomous agents cooperating to achieve a shared task. More specifically, we consider high-level planning for a team of homogeneous agents that operate under resource constraints in stochastic environments and share a common goal: given a set of target locations, ensure that each location will be visited infinitely often by some agent almost surely. We formalize the dynamics of agents by consumption Markov decision processes. In a consumption Markov decision process, the agent has a resource of limited capacity. Each action of the agent may consume some amount of the resource. To avoid exhaustion, the agent can replenish its resource to full capacity in designated reload states. The resource capacity restricts the capabilities of the agent. The objective is to assign target locations to agents, and each agent is only responsible for visiting the assigned subset of target locations repeatedly. Moreover, the assignment must ensure that the agents can carry out their tasks with minimal resource capacity. We reduce the problem of finding target assignments for a team of agents with the lowest possible capacity to an equivalent graph-theoretical problem. We develop an algorithm that solves this graph problem in time that is \emph{polynomial} in the number of agents, target locations, and size of the consumption Markov decision process. We demonstrate the applicability and scalability of the algorithm in a scenario where hundreds of unmanned underwater vehicles monitor hundreds of locations in environments with stochastic ocean currents.

The last decade has witnessed an experimental revolution in data science and machine learning, epitomised by deep learning methods. Indeed, many high-dimensional learning tasks previously thought to be beyond reach -- such as computer vision, playing Go, or protein folding -- are in fact feasible with appropriate computational scale. Remarkably, the essence of deep learning is built from two simple algorithmic principles: first, the notion of representation or feature learning, whereby adapted, often hierarchical, features capture the appropriate notion of regularity for each task, and second, learning by local gradient-descent type methods, typically implemented as backpropagation. While learning generic functions in high dimensions is a cursed estimation problem, most tasks of interest are not generic, and come with essential pre-defined regularities arising from the underlying low-dimensionality and structure of the physical world. This text is concerned with exposing these regularities through unified geometric principles that can be applied throughout a wide spectrum of applications. Such a 'geometric unification' endeavour, in the spirit of Felix Klein's Erlangen Program, serves a dual purpose: on one hand, it provides a common mathematical framework to study the most successful neural network architectures, such as CNNs, RNNs, GNNs, and Transformers. On the other hand, it gives a constructive procedure to incorporate prior physical knowledge into neural architectures and provide principled way to build future architectures yet to be invented.

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM) for fault detection and prognostics of equipments based on sensors' data. It is a particular dynamic Bayesian network that allows to represent the dynamics of a system by means of a Hidden Markov Model (HMM) and an autoregressive (AR) process. The Markov chain assumes that the system is switching back and forth between internal states while the AR process ensures a temporal coherence on sensor measurements. A sound learning procedure of standard ARHMM based on maximum likelihood allows to iteratively estimate all parameters simultaneously. This paper suggests a modification of the learning procedure considering that one may have prior knowledge about the structure which becomes partially hidden. The integration of the prior is based on the Theory of Weighted Distributions which is compatible with the Expectation-Maximization algorithm in the sense that the convergence properties are still satisfied. We show how to apply this model to estimate the remaining useful life based on health indicators. The autoregressive parameters can indeed be used for prediction while the latent structure can be used to get information about the degradation level. The interest of the proposed method for prognostics and health assessment is demonstrated on CMAPSS datasets.

Recurrent meta reinforcement learning (meta-RL) agents are agents that employ a recurrent neural network (RNN) for the purpose of "learning a learning algorithm". After being trained on a pre-specified task distribution, the learned weights of the agent's RNN are said to implement an efficient learning algorithm through their activity dynamics, which allows the agent to quickly solve new tasks sampled from the same distribution. However, due to the black-box nature of these agents, the way in which they work is not yet fully understood. In this study, we shed light on the internal working mechanisms of these agents by reformulating the meta-RL problem using the Partially Observable Markov Decision Process (POMDP) framework. We hypothesize that the learned activity dynamics is acting as belief states for such agents. Several illustrative experiments suggest that this hypothesis is true, and that recurrent meta-RL agents can be viewed as agents that learn to act optimally in partially observable environments consisting of multiple related tasks. This view helps in understanding their failure cases and some interesting model-based results reported in the literature.

We address the problem of modeling constrained hospital resources in the midst of the COVID-19 pandemic in order to inform decision-makers of future demand and assess the societal value of possible interventions. For broad applicability, we focus on the common yet challenging scenario where patient-level data for a region of interest are not available. Instead, given daily admissions counts, we model aggregated counts of observed resource use, such as the number of patients in the general ward, in the intensive care unit, or on a ventilator. In order to explain how individual patient trajectories produce these counts, we propose an aggregate count explicit-duration hidden Markov model, nicknamed the ACED-HMM, with an interpretable, compact parameterization. We develop an Approximate Bayesian Computation approach that draws samples from the posterior distribution over the model's transition and duration parameters given aggregate counts from a specific location, thus adapting the model to a region or individual hospital site of interest. Samples from this posterior can then be used to produce future forecasts of any counts of interest. Using data from the United States and the United Kingdom, we show our mechanistic approach provides competitive probabilistic forecasts for the future even as the dynamics of the pandemic shift. Furthermore, we show how our model provides insight about recovery probabilities or length of stay distributions, and we suggest its potential to answer challenging what-if questions about the societal value of possible interventions.

Partially Observable Monte-Carlo Planning (POMCP) is a powerful online algorithm able to generate approximate policies for large Partially Observable Markov Decision Processes. The online nature of this method supports scalability by avoiding complete policy representation. The lack of an explicit representation however hinders policy interpretability and makes policy verification very complex. In this work, we propose two contributions. The first is a method for identifying unexpected actions selected by POMCP with respect to expert prior knowledge of the task. The second is a shielding approach that prevents POMCP from selecting unexpected actions. The first method is based on Satisfiability Modulo Theory (SMT). It inspects traces (i.e., sequences of belief-action-observation triplets) generated by POMCP to compute the parameters of logical formulas about policy properties defined by the expert. The second contribution is a module that uses online the logical formulas to identify anomalous actions selected by POMCP and substitutes those actions with actions that satisfy the logical formulas fulfilling expert knowledge. We evaluate our approach on Tiger, a standard benchmark for POMDPs, and a real-world problem related to velocity regulation in mobile robot navigation. Results show that the shielded POMCP outperforms the standard POMCP in a case study in which a wrong parameter of POMCP makes it select wrong actions from time to time. Moreover, we show that the approach keeps good performance also if the parameters of the logical formula are optimized using trajectories containing some wrong actions.

Graph neural networks (GNN) have been ubiquitous in graph learning tasks such as node classification. Most of GNN methods update the node embedding iteratively by aggregating its neighbors' information. However, they often suffer from negative disturbance, due to edges connecting nodes with different labels. One approach to alleviate this negative disturbance is to use attention, but current attention always considers feature similarity and suffers from the lack of supervision. In this paper, we consider the label dependency of graph nodes and propose a decoupling attention mechanism to learn both hard and soft attention. The hard attention is learned on labels for a refined graph structure with fewer inter-class edges. Its purpose is to reduce the aggregation's negative disturbance. The soft attention is learned on features maximizing the information gain by message passing over better graph structures. Moreover, the learned attention guides the label propagation and the feature propagation. Extensive experiments are performed on five well-known benchmark graph datasets to verify the effectiveness of the proposed method.

In a federated setting, agents coordinate with a central agent or a server to solve an optimization problem in which agents do not share their information with each other. Wirth and his co-authors, in a recent paper, describe how the basic additive-increase multiplicative-decrease (AIMD) algorithm can be modified in a straightforward manner to solve a class of optimization problems for federated settings for a single shared resource with no inter-agent communication. The AIMD algorithm is one of the most successful distributed resource allocation algorithms currently deployed in practice. It is best known as the backbone of the Internet and is also widely explored in other application areas. We extend the single-resource algorithm to multiple heterogeneous shared resources that emerge in smart cities, sharing economy, and many other applications. Our main results show the convergence of the average allocations to the optimal values. We model the system as a non-homogeneous Markov chain with place-dependent probabilities. Furthermore, simulation results are presented to demonstrate the efficacy of the algorithms and to highlight the main features of our analysis.

Created by Lazy Programmer Team, Lazy Programmer Inc.Preview this Course - GET COUPON CODE Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering? Today, you can stop imagining, and start doing. This course will teach you the core fundamentals of financial engineering, with a machine learning twist. We will cover must-know topics in financial engineering, such as: Exploratory data analysis, significance testing, correlations, alpha and beta Time series analysis, simple moving average, exponentially-weighted moving average Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Time series forecasting ("stock price prediction") Modern portfolio theory Efficient frontier / Markowitz bullet Mean-variance optimization Maximizing the Sharpe ratio Convex optimization with Linear Programming and Quadratic Programming Capital Asset Pricing Model (CAPM) Algorithmic trading (VIP only) Statistical Factor Models (VIP only) Regime Detection with Hidden Markov Models (VIP only) In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence, such as: Classification models Unsupervised learning Reinforcement learning and Q-learning ***VIP-only sections (get it while it lasts!) You will learn exactly why their methodology is fundamentally flawed and why their results are complete nonsense.

Probabilistic graphical modeling (PGM) provides a framework for formulating an interpretable generative process of data and expressing uncertainty about unknowns, but it lacks flexibility. Deep learning (DL) is an alternative framework for learning from data that has achieved great empirical success in recent years. DL offers great flexibility, but it lacks the interpretability and calibration of PGM. This thesis develops deep probabilistic graphical modeling (DPGM.) DPGM consists in leveraging DL to make PGM more flexible. DPGM brings about new methods for learning from data that exhibit the advantages of both PGM and DL. We use DL within PGM to build flexible models endowed with an interpretable latent structure. One model class we develop extends exponential family PCA using neural networks to improve predictive performance while enforcing the interpretability of the latent factors. Another model class we introduce enables accounting for long-term dependencies when modeling sequential data, which is a challenge when using purely DL or PGM approaches. Finally, DPGM successfully solves several outstanding problems of probabilistic topic models, a widely used family of models in PGM. DPGM also brings about new algorithms for learning with complex data. We develop reweighted expectation maximization, an algorithm that unifies several existing maximum likelihood-based algorithms for learning models parameterized by neural networks. This unifying view is made possible using expectation maximization, a canonical inference algorithm in PGM. We also develop entropy-regularized adversarial learning, a learning paradigm that deviates from the traditional maximum likelihood approach used in PGM. From the DL perspective, entropy-regularized adversarial learning provides a solution to the long-standing mode collapse problem of generative adversarial networks, a widely used DL approach.