We introduce variational sequential Optimal Experimental Design (vsOED), a new method for optimally designing a finite sequence of experiments under a Bayesian framework and with information-gain utilities. Specifically, we adopt a lower bound estimator for the expected utility through variational approximation to the Bayesian posteriors. The optimal design policy is solved numerically by simultaneously maximizing the variational lower bound and performing policy gradient updates. We demonstrate this general methodology for a range of OED problems targeting parameter inference, model discrimination, and goal-oriented prediction. These cases encompass explicit and implicit likelihoods, nuisance parameters, and physics-based partial differential equation models. Our vsOED results indicate substantially improved sample efficiency and reduced number of forward model simulations compared to previous sequential design algorithms.

Inverse Reinforcement Learning (IRL) is a compelling technique for revealing the rationale underlying the behavior of autonomous agents. IRL seeks to estimate the unknown reward function of a Markov decision process (MDP) from observed agent trajectories. However, IRL needs a transition function, and most algorithms assume it is known or can be estimated in advance from data. It therefore becomes even more challenging when such transition dynamics is not known a-priori, since it enters the estimation of the policy in addition to determining the system's evolution. When the dynamics of these agents in the state-action space is described by stochastic differential equations (SDE) in It^{o} calculus, these transitions can be inferred from the mean-field theory described by the Fokker-Planck (FP) equation. We conjecture there exists an isomorphism between the time-discrete FP and MDP that extends beyond the minimization of free energy (in FP) and maximization of the reward (in MDP). We identify specific manifestations of this isomorphism and use them to create a novel physics-aware IRL algorithm, FP-IRL, which can simultaneously infer the transition and reward functions using only observed trajectories. We employ variational system identification to infer the potential function in FP, which consequently allows the evaluation of reward, transition, and policy by leveraging the conjecture. We demonstrate the effectiveness of FP-IRL by applying it to a synthetic benchmark and a biological problem of cancer cell dynamics, where the transition function is inaccessible.

Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to solve decision-making problems in the face of uncertainty. This gave rise to the field of contextual optimization, under which data-driven procedures are developed to prescribe actions to the decision-maker that make the best use of the most recently updated information. A large variety of models and methods have been presented in both OR and ML literature under a variety of names, including data-driven optimization, prescriptive optimization, predictive stochastic programming, policy optimization, (smart) predict/estimate-then-optimize, decision-focused learning, (task-based) end-to-end learning/forecasting/optimization, etc. Focusing on single and two-stage stochastic programming problems, this review article identifies three main frameworks for learning policies from data and discusses their strengths and limitations. We present the existing models and methods under a uniform notation and terminology and classify them according to the three main frameworks identified. Our objective with this survey is to both strengthen the general understanding of this active field of research and stimulate further theoretical and algorithmic advancements in integrating ML and stochastic programming.

Process Mining (PM) is a consolidated discipline grounded on data mining and business process management. The exploitation of traditional PM tasks (discovery, conformance checking, and enhancement) is today a reality in many organizations [1, 2]. In the last decade, a wave of new results in artificial intelligence has triggered the interest of the PM research community in using supervised or unsupervised Machine Learning (ML) techniques for gaining insight into business processes and providing advice on how to improve their inefficiencies. In today's practice, ML models are routinely integrated into PM data pipelines [3] to carry out tasks like data transformation, noise reduction, anomaly detection, classification, and prediction. For example, ML is playing a key role in the interface between PM and sensor platforms. Advances in sensing technologies have made it possible to deploy distributed monitoring platforms capable of detecting fine-grained events. The granularity gap between these events and the activities considered by classic PM analysis has often been bridged using ML models [4, 5] that compute virtual activity logs, a problem which is also known as log lifting [6].

We study the sequential decision-making problem of allocating a limited resource to agents that reveal their stochastic demands on arrival over a finite horizon. Our goal is to design fair allocation algorithms that exhaust the available resource budget. This is challenging in sequential settings where information on future demands is not available at the time of decision-making. We formulate the problem as a discrete time Markov decision process (MDP). We propose a new algorithm, SAFFE, that makes fair allocations with respect to the entire demands revealed over the horizon by accounting for expected future demands at each arrival time. The algorithm introduces regularization which enables the prioritization of current revealed demands over future potential demands depending on the uncertainty in agents' future demands. Using the MDP formulation, we show that SAFFE optimizes allocations based on an upper bound on the Nash Social Welfare fairness objective, and we bound its gap to optimality with the use of concentration bounds on total future demands. Using synthetic and real data, we compare the performance of SAFFE against existing approaches and a reinforcement learning policy trained on the MDP. We show that SAFFE leads to more fair and efficient allocations and achieves close-to-optimal performance in settings with dense arrivals.

Molecular dynamics (MD) enables the study of physical systems with excellent spatiotemporal resolution but suffers from severe time-scale limitations. To address this, enhanced sampling methods have been developed to improve exploration of configurational space. However, implementing these is challenging and requires domain expertise. In recent years, integration of machine learning (ML) techniques in different domains has shown promise, prompting their adoption in enhanced sampling as well. Although ML is often employed in various fields primarily due to its data-driven nature, its integration with enhanced sampling is more natural with many common underlying synergies. This review explores the merging of ML and enhanced MD by presenting different shared viewpoints. It offers a comprehensive overview of this rapidly evolving field, which can be difficult to stay updated on. We highlight successful strategies like dimensionality reduction, reinforcement learning, and flow-based methods. Finally, we discuss open problems at the exciting ML-enhanced MD interface.

Restricted Boltzmann Machines are generative models that consist of a layer of hidden variables connected to another layer of visible units, and they are used to model the distribution over visible variables. In order to gain a higher representability power, many hidden units are commonly used, which, in combination with a large number of visible units, leads to a high number of trainable parameters. In this work we introduce the Structural Restricted Boltzmann Machine model, which taking advantage of the structure of the data in hand, constrains connections of hidden units to subsets of visible units in order to reduce significantly the number of trainable parameters, without compromising performance. As a possible area of application, we focus on image modelling. Based on the nature of the images, the structure of the connections is given in terms of spatial neighbourhoods over the pixels of the image that constitute the visible variables of the model. We conduct extensive experiments on various image domains. Image denoising is evaluated with corrupted images from the MNIST dataset. The generative power of our models is compared to vanilla RBMs, as well as their classification performance, which is assessed with five different image domains. Results show that our proposed model has a faster and more stable training, while also obtaining better results compared to an RBM with no constrained connections between its visible and hidden units.

Heart disease is the major cause of non-communicable and silent death worldwide. Heart diseases or cardiovascular diseases are classified into four types: coronary heart disease, heart failure, congenital heart disease, and cardiomyopathy. It is vital to diagnose heart disease early and accurately in order to avoid further injury and save patients' lives. As a result, we need a system that can predict cardiovascular disease before it becomes a critical situation. Machine learning has piqued the interest of researchers in the field of medical sciences. For heart disease prediction, researchers implement a variety of machine learning methods and approaches. In this work, to the best of our knowledge, we have used the dataset from IEEE Data Port which is one of the online available largest datasets for cardiovascular diseases individuals. The dataset isa combination of Hungarian, Cleveland, Long Beach VA, Switzerland & Statlog datasets with important features such as Maximum Heart Rate Achieved, Serum Cholesterol, Chest Pain Type, Fasting blood sugar, and so on. To assess the efficacy and strength of the developed model, several performance measures are used, such as ROC, AUC curve, specificity, F1-score, sensitivity, MCC, and accuracy. In this study, we have proposed a framework with a stacked ensemble classifier using several machine learning algorithms including ExtraTrees Classifier, Random Forest, XGBoost, and so on. Our proposed framework attained an accuracy of 92.34% which is higher than the existing literature.

In reinforcement learning (RL), state representations are key to dealing with large or continuous state spaces. While one of the promises of deep learning algorithms is to automatically construct features well-tuned for the task they try to solve, such a representation might not emerge from end-to-end training of deep RL agents. To mitigate this issue, auxiliary objectives are often incorporated into the learning process and help shape the learnt state representation. Bootstrapping methods are today's method of choice to make these additional predictions. Yet, it is unclear which features these algorithms capture and how they relate to those from other auxiliary-task-based approaches. In this paper, we address this gap and provide a theoretical characterization of the state representation learnt by temporal difference learning (Sutton, 1988). Surprisingly, we find that this representation differs from the features learned by Monte Carlo and residual gradient algorithms for most transition structures of the environment in the policy evaluation setting. We describe the efficacy of these representations for policy evaluation, and use our theoretical analysis to design new auxiliary learning rules. We complement our theoretical results with an empirical comparison of these learning rules for different cumulant functions on classic domains such as the four-room domain (Sutton et al, 1999) and Mountain Car (Moore, 1990).

Automatic bill payment is an important part of business operations in fintech companies. The practice of deduction was mainly based on the total amount or heuristic search by dividing the bill into smaller parts to deduct as much as possible. This article proposes an end-to-end approach of automatically learning the optimal deduction paths (deduction amount in order), which reduces the cost of manual path design and maximizes the amount of successful deduction. Specifically, in view of the large search space of the paths and the extreme sparsity of historical successful deduction records, we propose a deep hierarchical reinforcement learning approach which abstracts the action into a two-level hierarchical space: an upper agent that determines the number of steps of deductions each day and a lower agent that decides the amount of deduction at each step. In such a way, the action space is structured via prior knowledge and the exploration space is reduced. Moreover, the inherited information incompleteness of the business makes the environment just partially observable. To be precise, the deducted amounts indicate merely the lower bounds of the available account balance. To this end, we formulate the problem as a partially observable Markov decision problem (POMDP) and employ an environment correction algorithm based on the characteristics of the business. In the world's largest electronic payment business, we have verified the effectiveness of this scheme offline and deployed it online to serve millions of users.