We consider Bayesian linear regression with sparsity-indu cing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically and computation ally) is investigated and two algorithms based on Gibbs sampling and Stochastic Localization are ana lyzed, both under the same (quite natural) statistical assumptions that also enable valid in ference on the sparse planted signal. The benefit of the Stochastic Localization sampler is particula rly prominent for data matrix that is not well-designed.

Sequential Bayesian inference can be used for continual learning to prevent catastrophic forgetting of past tasks and provide an informative prior when learning new tasks. We revisit sequential Bayesian inference and test whether having access to the true posterior is guaranteed to prevent catastrophic forgetting in Bayesian neural networks. To do this we perform sequential Bayesian inference using Hamiltonian Monte Carlo. We propagate the posterior as a prior for new tasks by fitting a density estimator on Hamiltonian Monte Carlo samples. We find that this approach fails to prevent catastrophic forgetting demonstrating the difficulty in performing sequential Bayesian inference in neural networks. From there we study simple analytical examples of sequential Bayesian inference and CL and highlight the issue of model misspecification which can lead to sub-optimal continual learning performance despite exact inference. Furthermore, we discuss how task data imbalances can cause forgetting. From these limitations, we argue that we need probabilistic models of the continual learning generative process rather than relying on sequential Bayesian inference over Bayesian neural network weights. In this vein, we also propose a simple baseline called Prototypical Bayesian Continual Learning, which is competitive with state-of-the-art Bayesian continual learning methods on class incremental continual learning vision benchmarks.

Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to learn accurate approximations. In contrast, Neural Likelihood Estimation methods can handle multiple observations at inference time after learning from individual observations, but they rely on standard inference methods, such as MCMC or variational inference, which come with certain performance drawbacks. We introduce a new method based on conditional score modeling that enjoys the benefits of both approaches. We model the scores of the (diffused) posterior distributions induced by individual observations, and introduce a way of combining the learned scores to approximately sample from the target posterior distribution. Our approach is sample-efficient, can naturally aggregate multiple observations at inference time, and avoids the drawbacks of standard inference methods.

Collision avoidance in the presence of dynamic obstacles in unknown environments is one of the most critical challenges for unmanned systems. In this paper, we present a method that identifies obstacles in terms of ellipsoids to estimate linear and angular obstacle velocities. Our proposed method is based on the idea of any object can be approximately expressed by ellipsoids. To achieve this, we propose a method based on variational Bayesian estimation of Gaussian mixture model, the Kyachiyan algorithm, and a refinement algorithm. Our proposed method does not require knowledge of the number of clusters and can operate in real-time, unlike existing optimization-based methods. In addition, we define an ellipsoid-based feature vector to match obstacles given two timely close point frames. Our method can be applied to any environment with static and dynamic obstacles, including the ones with rotating obstacles. We compare our algorithm with other clustering methods and show that when coupled with a trajectory planner, the overall system can efficiently traverse unknown environments in the presence of dynamic obstacles.

Data-driven soft sensors are essential for achieving accurate perception through reliable state inference. However, developing representative soft sensor models is challenged by issues such as missing labels, domain adaptability, and temporal coherence in data. To address these challenges, we propose a deep Particle Flow Bayes (DPFB) framework for cross-domain soft sensor modeling in the absence of target state labels. In particular, a sequential Bayes objective is first formulated to perform the maximum likelihood estimation underlying the cross-domain soft sensing problem. At the core of the framework, we incorporate a physics-inspired particle flow that optimizes the sequential Bayes objective to perform an exact Bayes update of the model extracted latent and hidden features. As a result, these contributions enable the proposed framework to learn a rich approximate posterior feature representation capable of characterizing complex cross-domain system dynamics and performing effective time series unsupervised domain adaptation (UDA). Finally, we validate the framework on a complex industrial multiphase flow process system with complex dynamics and multiple operating conditions. The results demonstrate that the DPFB framework achieves superior cross-domain soft sensing performance, outperforming state-of-the-art deep UDA and normalizing flow approaches.

A major challenge in reinforcement learning is to develop practical, sample-efficient algorithms for exploration in high-dimensional domains where generalization and function approximation is required. Low-Rank Markov Decision Processes -- where transition probabilities admit a low-rank factorization based on an unknown feature embedding -- offer a simple, yet expressive framework for RL with function approximation, but existing algorithms are either (1) computationally intractable, or (2) reliant upon restrictive statistical assumptions such as latent variable structure, access to model-based function approximation, or reachability. In this work, we propose the first provably sample-efficient algorithm for exploration in Low-Rank MDPs that is both computationally efficient and model-free, allowing for general function approximation and requiring no additional structural assumptions. Our algorithm, VoX, uses the notion of a generalized optimal design for the feature embedding as an efficiently computable basis for exploration, performing efficient optimal design computation by interleaving representation learning and policy optimization. Our analysis -- which is appealingly simple and modular -- carefully combines several techniques, including a new reduction from optimal design computation to policy optimization based on the Frank-Wolfe method, and an improved analysis of a certain minimax representation learning objective found in prior work.

In this study, we explore how Deep Q-Network (DQN) might improve the functionality of multiclass classification algorithms. We will use a benchmark dataset from Kaggle to create a framework incorporating DQN with existing supervised multiclass classification algorithms. The findings of this study will bring insight into how deep reinforcement learning strategies may be used to increase multiclass classification accuracy. They have been used in a number of fields, including image recognition, natural language processing, and bioinformatics. This study is focused on the prediction of financial distress in companies in addition to the wider application of Deep Q-Network in multiclass classification. Identifying businesses that are likely to experience financial distress is a crucial task in the fields of finance and risk management. Whenever a business experiences serious challenges keeping its operations going and meeting its financial responsibilities, it is said to be in financial distress. It commonly happens when a company has a sharp and sustained recession in profitability, cash flow issues, or an unsustainable level of debt.

Text-based games provide a framework for developing natural language understanding and commonsense knowledge about the world in reinforcement learning based agents. Existing text-based environments often rely on fictional situations and characters to create a gaming framework and are far from real-world scenarios. In this paper, we introduce ScriptWorld: a text-based environment for teaching agents about real-world daily chores and hence imparting commonsense knowledge. To the best of our knowledge, it is the first interactive text-based gaming framework that consists of daily real-world human activities designed using scripts dataset. We provide gaming environments for 10 daily activities and perform a detailed analysis of the proposed environment. We develop RL-based baseline models/agents to play the games in Scriptworld. To understand the role of language models in such environments, we leverage features obtained from pre-trained language models in the RL agents. Our experiments show that prior knowledge obtained from a pre-trained language model helps to solve real-world text-based gaming environments. We release the environment via Github: https://github.com/Exploration-Lab/ScriptWorld

Systems and machines undergo various failure modes that result in machine health degradation, so maintenance actions are required to restore them back to a state where they can perform their expected functions. Since maintenance tasks are inevitable, maintenance planning is essential to ensure the smooth operations of the production system and other industries at large. Maintenance planning is a decision-making problem that aims at developing optimum maintenance policies and plans that help reduces maintenance costs, extend asset life, maximize their availability, and ultimately ensure workplace safety. Reinforcement learning is a data-driven decision-making algorithm that has been increasingly applied to develop dynamic maintenance plans while leveraging the continuous information from condition monitoring of the system and machine states. By leveraging the condition monitoring data of systems and machines with reinforcement learning, smart maintenance planners can be developed, which is a precursor to achieving a smart factory. This paper presents a literature review on the applications of reinforcement and deep reinforcement learning for maintenance planning and optimization problems. To capture the common ideas without losing touch with the uniqueness of each publication, taxonomies used to categorize the systems were developed, and reviewed publications were highlighted, classified, and summarized based on these taxonomies. Adopted methodologies, findings, and well-defined interpretations of the reviewed studies were summarized in graphical and tabular representations to maximize the utility of the work for both researchers and practitioners. This work also highlights the research gaps, key insights from the literature, and areas for future work.

Many different machine learning and deep learning techniques have been successfully employed for malware detection and classification. Examples of popular learning techniques in the malware domain include Hidden Markov Models (HMM), Random Forests (RF), Convolutional Neural Networks (CNN), Support Vector Machines (SVM), and Recurrent Neural Networks (RNN) such as Long Short-Term Memory (LSTM) networks. In this research, we consider a hybrid architecture, where HMMs are trained on opcode sequences, and the resulting hidden states of these trained HMMs are used as feature vectors in various classifiers. In this context, extracting the HMM hidden state sequences can be viewed as a form of feature engineering that is somewhat analogous to techniques that are commonly employed in Natural Language Processing (NLP). We find that this NLP-based approach outperforms other popular techniques on a challenging malware dataset, with an HMM-Random Forrest model yielding the best results.