Undirected Networks
Learning Multimorbidity Patterns from Electronic Health Records Using Non-negative Matrix Factorisation
Hassaine, Abdelaali, Canoy, Dexter, Solares, Jose Roberto Ayala, Zhu, Yajie, Rao, Shishir, Li, Yikuan, Rahimi, Kazem, Salimi-Khorshidi, Gholamreza
Multimorbidity, or the presence of several medical conditions in the same individual, have been increasing in the population both in absolute and relative terms. However, multimorbidity remains poorly understood, and the evidence from existing research to describe its burden, determinants and consequences have been limited. Many of these studies are often cross-sectional and do not explicitly account for multimorbidity patterns' evolution over time. Some studies were based on small datasets, used arbitrary or narrow age range, or lacked appropriate clinical validations. In this study, we applied Non-negative Matrix Factorisation (NMF) in a novel way to one of the largest electronic health records (EHR) databases in the world (with 4 million patients), for simultaneously modelling disease clusters and their role in one's multimorbidity over time. Furthermore, we demonstrated how the temporal characteristics that our model associates with each disease cluster can help mine disease trajectories/networks and generate new hypotheses for the formation of multimorbidity clusters as a function of time/ageing. Our results suggest that our method's ability to learn the underlying dynamics of diseases can provide the field with a novel data-driven / exploratory way of learning the patterns of multimorbidity and their interactions over time.
Delegative Reinforcement Learning: learning to avoid traps with a little help
Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an external advisor. We thus arrive at a setting of active one-shot model-based reinforcement learning that we call DRL (delegative reinforcement learning.) The algorithm we construct in order to demonstrate the regret bound is a variant of Posterior Sampling Reinforcement Learning supplemented by a subroutine that decides which actions should be delegated. The algorithm is not anytime, since the parameters must be adjusted according to the target time discount. Currently, our analysis is limited to Markov decision processes with finite numbers of hypotheses, states and actions.
Conditional Markov Chain Search for the Generalised Travelling Salesman Problem for Warehouse Order Picking
Nalivajevs, Olegs, Karapetyan, Daniel
The Generalised Travelling Salesman Problem (GTSP) is a well-known problem that, among other applications, arises in warehouse order picking, where each stock is distributed between several locations -- a typical approach in large modern warehouses. However, the instances commonly used in the literature have a completely different structure, and the methods are designed with those instances in mind. In this paper, we give a new pseudo-random instance generator that reflects the warehouse order picking and publish new benchmark testbeds. We also use the Conditional Markov Chain Search framework to automatically generate new GTSP metaheuristics trained specifically for warehouse order picking. Finally, we report the computational results of our metaheuristics to enable further competition between solvers.
Empowering A* Search Algorithms with Neural Networks for Personalized Route Recommendation
Wang, Jingyuan, Wu, Ning, Zhao, Wayne Xin, Peng, Fanzhang, Lin, Xin
Personalized Route Recommendation (PRR) aims to generate user-specific route suggestions in response to users' route queries. Early studies cast the PRR task as a pathfinding problem on graphs, and adopt adapted search algorithms by integrating heuristic strategies. Although these methods are effective to some extent, they require setting the cost functions with heuristics. In addition, it is difficult to utilize useful context information in the search procedure. To address these issues, we propose using neural networks to automatically learn the cost functions of a classic heuristic algorithm, namely A* algorithm, for the PRR task. Our model consists of two components. First, we employ attention-based Recurrent Neural Networks (RNN) to model the cost from the source to the candidate location by incorporating useful context information. Instead of learning a single cost value, the RNN component is able to learn a time-varying vectorized representation for the moving state of a user. Second, we propose to use a value network for estimating the cost from a candidate location to the destination. For capturing structural characteristics, the value network is built on top of improved graph attention networks by incorporating the moving state of a user and other context information. The two components are integrated in a principled way for deriving a more accurate cost of a candidate location. Extensive experiment results on three real-world datasets have shown the effectiveness and robustness of the proposed model.
Entropic Regularization of Markov Decision Processes
An optimal feedback controller for a given Markov decision process (MDP) can in principle be synthesized by value or policy iteration. However, if the system dynamics and the reward function are unknown, a learning agent must discover an optimal controller via direct interaction with the environment. Such interactive data gathering commonly leads to divergence towards dangerous or uninformative regions of the state space unless additional regularization measures are taken. Prior works proposed bounding the information loss measured by the Kullback-Leibler (KL) divergence at every policy improvement step to eliminate instability in the learning dynamics. In this paper, we consider a broader family of $f$-divergences, and more concretely $\alpha$-divergences, which inherit the beneficial property of providing the policy improvement step in closed form at the same time yielding a corresponding dual objective for policy evaluation. Such entropic proximal policy optimization view gives a unified perspective on compatible actor-critic architectures. In particular, common least-squares value function estimation coupled with advantage-weighted maximum likelihood policy improvement is shown to correspond to the Pearson $\chi^2$-divergence penalty. Other actor-critic pairs arise for various choices of the penalty-generating function $f$. On a concrete instantiation of our framework with the $\alpha$-divergence, we carry out asymptotic analysis of the solutions for different values of $\alpha$ and demonstrate the effects of the divergence function choice on common standard reinforcement learning problems.
Learning End-to-End Goal-Oriented Dialog with Maximal User Task Success and Minimal Human Agent Use
Rajendran, Janarthanan, Ganhotra, Jatin, Polymenakos, Lazaros
Neural end-to-end goal-oriented dialog systems showed promise to reduce the workload of human agents for customer service, as well as reduce wait time for users. However, their inability to handle new user behavior at deployment has limited their usage in real world. In this work, we propose an end-to-end trainable method for neural goal-oriented dialog systems which handles new user behaviors at deployment by transferring the dialog to a human agent intelligently. The proposed method has three goals: 1) maximize user's task success by transferring to human agents, 2) minimize the load on the human agents by transferring to them only when it is essential and 3) learn online from the human agent's responses to reduce human agents load further. We evaluate our proposed method on a modified-bAbI dialog task that simulates the scenario of new user behaviors occurring at test time. Experimental results show that our proposed method is effective in achieving the desired goals.
Adversarial Security Attacks and Perturbations on Machine Learning and Deep Learning Methods
Cybersecurity also benefits from ML and DL methods for various types of applications. These methods however are susceptible to security attacks. The adversaries can exploit the training and testing data of the learning models or can explore the workings of those models for launching advanced future attacks. The topic of adversarial security attacks and perturbations within the ML and DL domains is a recent exploration and a great interest is expressed by the security researchers and practitioners. The literature covers different adversarial security attacks and perturbations on ML and DL methods and those have their own presentation styles and merits. A need to review and consolidate knowledge that is comprehending of this increasingly focused and growing topic of research; however, is the current demand of the research communities. In this review paper, we specifically aim to target new researchers in the cybersecurity domain who may seek to acquire some basic knowledge on the machine learning and deep learning models and algorithms, as well as some of the relevant adversarial security attacks and perturbations.
Stochastic gradient Markov chain Monte Carlo
Nemeth, Christopher, Fearnhead, Paul
Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in general performing exact inference requires all of the data to be processed at each iteration of the algorithm. For large data sets, the computational cost of MCMC can be prohibitive, which has led to recent developments in scalable Monte Carlo algorithms that have a significantly lower computational cost than standard MCMC. In this paper, we focus on a particular class of scalable Monte Carlo algorithms, stochastic gradient Markov chain Monte Carlo (SGMCMC) which utilises data subsampling techniques to reduce the per-iteration cost of MCMC. We provide an introduction to some popular SGMCMC algorithms and review the supporting theoretical results, as well as comparing the efficiency of SGMCMC algorithms against MCMC on benchmark examples. The supporting R code is available online.
Dynamical Systems as Temporal Feature Spaces
Parameterized state space models in the form of recurrent networks are often used in machine learning to learn from data streams exhibiting temporal dependencies. To break the black box nature of such models it is important to understand the dynamical features of the input driving time series that are formed in the state space. We propose a framework for rigorous analysis of such state representations in vanishing memory state space models such as echo state networks (ESN). In particular, we consider the state space a temporal feature space and the readout mapping from the state space a kernel machine operating in that feature space. We show that: (1) The usual ESN strategy of randomly generating input-to-state, as well as state coupling leads to shallow memory time series representations, corresponding to cross-correlation operator with fast exponentially decaying coefficients; (2) Imposing symmetry on dynamic coupling yields a constrained dynamic kernel matching the input time series with straightforward exponentially decaying motifs or exponentially decaying motifs of the highest frequency; (3) Simple cycle high-dimensional reservoir topology specified only through two free parameters can implement deep memory dynamic kernels with a rich variety of matching motifs. We quantify richness of feature representations imposed by dynamic kernels and demonstrate that for dynamic kernel associated with cycle reservoir topology, the kernel richness undergoes a phase transition close to the edge of stability.
Markov chain Monte Carlo algorithms with sequential proposals
Park, Joonha, Atchadé, Yves F.
We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain. This sequential-proposal framework can be applied to various existing MCMC methods, including Metropolis-Hastings algorithms using random proposals and methods that use deterministic proposals such as Hamiltonian Monte Carlo or the bouncy particle sampler. Sequential-proposal MCMC methods construct the same Markov chains as those constructed by the delayed rejection method under certain circumstances. We demonstrate that applications of the sequential-proposal framework to Hamiltonian Monte Carlo (HMC) methods can lead to improved numerical efficiency compared to standard HMC methods and the No-U-Turn sampler. Finally, we show that the sequential-proposal bouncy particle sampler enables the constructed Markov chain to pass through regions of low target density and thus facilitates better mixing of the chain when the target density is multimodal.