While PAC-Bayes is now an established learning framework for light-tailed losses (\emph{e.g.}, subgaussian or subexponential), its extension to the case of heavy-tailed losses remains largely uncharted and has attracted a growing interest in recent years. We contribute PAC-Bayes generalisation bounds for heavy-tailed losses under the sole assumption of bounded variance of the loss function. Under that assumption, we extend previous results from \citet{kuzborskij2019efron}. Our key technical contribution is exploiting an extention of Markov's inequality for supermartingales. Our proof technique unifies and extends different PAC-Bayesian frameworks by providing bounds for unbounded martingales as well as bounds for batch and online learning with heavy-tailed losses.

Autonomous agents (robots) face tremendous challenges while interacting with heterogeneous human agents in close proximity. One of these challenges is that the autonomous agent does not have an accurate model tailored to the specific human that the autonomous agent is interacting with, which could sometimes result in inefficient human-robot interaction and suboptimal system dynamics. Developing an online method to enable the autonomous agent to learn information about the human model is therefore an ongoing research goal. Existing approaches position the robot as a passive learner in the environment to observe the physical states and the associated human response. This passive design, however, only allows the robot to obtain information that the human chooses to exhibit, which sometimes doesn't capture the human's full intention. In this work, we present an online optimization-based probing procedure for the autonomous agent to clarify its belief about the human model in an active manner. By optimizing an information radius, the autonomous agent chooses the action that most challenges its current conviction. This procedure allows the autonomous agent to actively probe the human agents to reveal information that's previously unavailable to the autonomous agent. With this gathered information, the autonomous agent can interactively influence the human agent for some designated objectives. Our main contributions include a coherent theoretical framework that unifies the probing and influence procedures and two case studies in autonomous driving that show how active probing can help to create better participant experience during influence, like higher efficiency or less perturbations.

Time series data are ubiquitous nowadays. Whereas most of the literature on the topic deals with real-valued time series, categorical time series have received much less attention. However, the development of data mining techniques for this kind of data has substantially increased in recent years. The R package ctsfeatures offers users a set of useful tools for analyzing categorical time series. In particular, several functions allowing the extraction of well-known statistical features and the construction of illustrative graphs describing underlying temporal patterns are provided in the package. The output of some functions can be employed to perform traditional machine learning tasks including clustering, classification and outlier detection. The package also includes two datasets of biological sequences introduced in the literature for clustering purposes, as well as three interesting synthetic databases. In this work, the main characteristics of the package are described and its use is illustrated through various examples. Practitioners from a wide variety of fields could benefit from the valuable tools provided by ctsfeatures.

This study examines the use of a recurrent neural network for estimating the parameters of a Hawkes model based on high-frequency financial data, and subsequently, for computing volatility. Neural networks have shown promising results in various fields, and interest in finance is also growing. Our approach demonstrates significantly faster computational performance compared to traditional maximum likelihood estimation methods while yielding comparable accuracy in both simulation and empirical studies. Furthermore, we demonstrate the application of this method for real-time volatility measurement, enabling the continuous estimation of financial volatility as new price data keeps coming from the market.

Classical policy search algorithms for robotics typically require performing extensive explorations, which are time-consuming and expensive to implement with real physical platforms. To facilitate the efficient learning of robot manipulation skills, in this work, we propose a new approach comprised of three modules: (1) learning of general prior knowledge with random explorations in simulation, including state representations, dynamic models, and the constrained action space of the task; (2) extraction of a state alignment-based reward function from a single demonstration video; (3) real-time optimization of the imitation policy under systematic safety constraints with sampling-based model predictive control. This solution results in an efficient one-shot imitation-from-video strategy that simplifies the learning and execution of robot skills in real applications. Specifically, we learn priors in a scene of a task family and then deploy the policy in a novel scene immediately following a single demonstration, preventing time-consuming and risky explorations in the environment. As we do not make a strong assumption of dynamic consistency between the scenes, learning priors can be conducted in simulation to avoid collecting data in real-world circumstances. We evaluate the effectiveness of our approach in the context of contact-rich fabric manipulation, which is a common scenario in industrial and domestic tasks. Detailed numerical simulations and real-world hardware experiments reveal that our method can achieve rapid skill acquisition for challenging manipulation tasks.

Neural networks have been successfully employed in various domains such as classification, regression and clustering, etc. Generally, the back propagation (BP) based iterative approaches are used to train the neural networks, however, it results in the issues of local minima, sensitivity to learning rate and slow convergence. To overcome these issues, randomization based neural networks such as random vector functional link (RVFL) network have been proposed. RVFL model has several characteristics such as fast training speed, direct links, simple architecture, and universal approximation capability, that make it a viable randomized neural network. This article presents the first comprehensive review of the evolution of RVFL model, which can serve as the extensive summary for the beginners as well as practitioners. We discuss the shallow RVFLs, ensemble RVFLs, deep RVFLs and ensemble deep RVFL models. The variations, improvements and applications of RVFL models are discussed in detail. Moreover, we discuss the different hyperparameter optimization techniques followed in the literature to improve the generalization performance of the RVFL model. Finally, we give potential future research directions/opportunities that can inspire the researchers to improve the RVFL's architecture and learning algorithm further.

The task of predicting the publication period of text documents, such as news articles, is an important but less studied problem in the field of natural language processing. Predicting the year of a news article can be useful in various contexts, such as historical research, sentiment analysis, and media monitoring. In this work, we investigate the problem of predicting the publication period of a text document, specifically a news article, based on its textual content. In order to do so, we created our own extensive labeled dataset of over 350,000 news articles published by The New York Times over six decades. In our approach, we use a pretrained BERT model fine-tuned for the task of text classification, specifically for time period prediction.This model exceeds our expectations and provides some very impressive results in terms of accurately classifying news articles into their respective publication decades. The results beat the performance of the baseline model for this relatively unexplored task of time prediction from text.

This paper studies temporal planning in probabilistic environments, modeled as labeled Markov decision processes (MDPs), with user preferences over multiple temporal goals. Existing works reflect such preferences as a prioritized list of goals. This paper introduces a new specification language, termed prioritized qualitative choice linear temporal logic on finite traces, which augments linear temporal logic on finite traces with prioritized conjunction and ordered disjunction from prioritized qualitative choice logic. This language allows for succinctly specifying temporal objectives with corresponding preferences accomplishing each temporal task. The finite traces that describe the system's behaviors are ranked based on their dissatisfaction scores with respect to the formula. We propose a systematic translation from the new language to a weighted deterministic finite automaton. Utilizing this computational model, we formulate and solve a problem of computing an optimal policy that minimizes the expected score of dissatisfaction given user preferences. We demonstrate the efficacy and applicability of the logic and the algorithm on several case studies with detailed analyses for each.

MOBA games, e.g., Dota2 and Honor of Kings, have been actively used as the testbed for the recent AI research on games, and various AI systems have been developed at the human level so far. However, these AI systems mainly focus on how to compete with humans, less on exploring how to collaborate with humans. To this end, this paper makes the first attempt to investigate human-agent collaboration in MOBA games. In this paper, we propose to enable humans and agents to collaborate through explicit communication by designing an efficient and interpretable Meta-Command Communication-based framework, dubbed MCC, for accomplishing effective human-agent collaboration in MOBA games. The MCC framework consists of two pivotal modules: 1) an interpretable communication protocol, i.e., the Meta-Command, to bridge the communication gap between humans and agents; 2) a meta-command value estimator, i.e., the Meta-Command Selector, to select a valuable meta-command for each agent to achieve effective human-agent collaboration. Experimental results in Honor of Kings demonstrate that MCC agents can collaborate reasonably well with human teammates and even generalize to collaborate with different levels and numbers of human teammates. Videos are available at https://sites.google.com/view/mcc-demo.

Standard Bayesian learning is known to have suboptimal generalization capabilities under misspecification and in the presence of outliers. PAC-Bayes theory demonstrates that the free energy criterion minimized by Bayesian learning is a bound on the generalization error for Gibbs predictors (i.e., for single models drawn at random from the posterior) under the assumption of sampling distributions uncontaminated by outliers. This viewpoint provides a justification for the limitations of Bayesian learning when the model is misspecified, requiring ensembling, and when data is affected by outliers. In recent work, PAC-Bayes bounds -- referred to as PAC$^m$ -- were derived to introduce free energy metrics that account for the performance of ensemble predictors, obtaining enhanced performance under misspecification. This work presents a novel robust free energy criterion that combines the generalized logarithm score function with PAC$^m$ ensemble bounds. The proposed free energy training criterion produces predictive distributions that are able to concurrently counteract the detrimental effects of misspecification -- with respect to both likelihood and prior distribution -- and outliers.