Addressing such diverse ends as safety alignment with human preferences, and the efficiency of learning, a growing line of reinforcement learning research focuses on risk functionals that depend on the entire distribution of returns. Recent work on \emph{off-policy risk assessment} (OPRA) for contextual bandits introduced consistent estimators for the target policy's CDF of returns along with finite sample guarantees that extend to (and hold simultaneously over) all risk. In this paper, we lift OPRA to Markov decision processes (MDPs), where importance sampling (IS) CDF estimators suffer high variance on longer trajectories due to small effective sample size. To mitigate these problems, we incorporate model-based estimation to develop the first doubly robust (DR) estimator for the CDF of returns in MDPs. This estimator enjoys significantly less variance and, when the model is well specified, achieves the Cramer-Rao variance lower bound. Moreover, for many risk functionals, the downstream estimates enjoy both lower bias and lower variance. Additionally, we derive the first minimax lower bounds for off-policy CDF and risk estimation, which match our error bounds up to a constant factor. Finally, we demonstrate the precision of our DR CDF estimates experimentally on several different environments.

Over the last ten years, we have seen a significant increase in industrial data, tremendous improvement in computational power, and major theoretical advances in machine learning. This opens up an opportunity to use modern machine learning tools on large-scale nonlinear monitoring and control problems. This article provides a survey of recent results with applications in the process industry.

This paper presents recent methodological advances to perform simulation-based inference (SBI) of a general class of Bayesian hierarchical models (BHMs), while checking for model misspecification. Our approach is based on a two-step framework. First, the latent function that appears as second layer of the BHM is inferred and used to diagnose possible model misspecification. Second, target parameters of the trusted model are inferred via SBI. Simulations used in the first step are recycled for score compression, which is necessary to the second step. As a proof of concept, we apply our framework to a prey-predator model built upon the Lotka-Volterra equations and involving complex observational processes.

Multiclass probability estimation is the problem of estimating conditional probabilities of a data point belonging to a class given its covariate information. It has broad applications in statistical analysis and data science. Recently a class of weighted Support Vector Machines (wSVMs) has been developed to estimate class probabilities through ensemble learning for $K$-class problems (Wu, Zhang and Liu, 2010; Wang, Zhang and Wu, 2019), where $K$ is the number of classes. The estimators are robust and achieve high accuracy for probability estimation, but their learning is implemented through pairwise coupling, which demands polynomial time in $K$. In this paper, we propose two new learning schemes, the baseline learning and the One-vs-All (OVA) learning, to further improve wSVMs in terms of computational efficiency and estimation accuracy. In particular, the baseline learning has optimal computational complexity in the sense that it is linear in $K$. Though not being most efficient in computation, the OVA offers the best estimation accuracy among all the procedures under comparison. The resulting estimators are distribution-free and shown to be consistent. We further conduct extensive numerical experiments to demonstrate finite sample performance.

In lifelong learning, an agent learns throughout its entire life without resets, in a constantly changing environment, as we humans do. Consequently, lifelong learning comes with a plethora of research problems such as continual domain shifts, which result in non-stationary rewards and environment dynamics. These non-stationarities are difficult to detect and cope with due to their continuous nature. Therefore, exploration strategies and learning methods are required that are capable of tracking the steady domain shifts, and adapting to them. We propose Reactive Exploration to track and react to continual domain shifts in lifelong reinforcement learning, and to update the policy correspondingly. To this end, we conduct experiments in order to investigate different exploration strategies. We empirically show that representatives of the policy-gradient family are better suited for lifelong learning, as they adapt more quickly to distribution shifts than Q-learning. Thereby, policy-gradient methods profit the most from Reactive Exploration and show good results in lifelong learning with continual domain shifts. Our code is available at: https://github.com/ml-jku/reactive-exploration.

This paper proposes SCALES, a general framework that translates well-established fairness principles into a common representation based on the Constraint Markov Decision Process (CMDP). With the help of causal language, our framework can place constraints on both the procedure of decision making (procedural fairness) as well as the outcomes resulting from decisions (outcome fairness). Specifically, we show that well-known fairness principles can be encoded either as a utility component, a non-causal component, or a causal component in a SCALES-CMDP. We illustrate SCALES using a set of case studies involving a simulated healthcare scenario and the real-world COMPAS dataset. Experiments demonstrate that our framework produces fair policies that embody alternative fairness principles in single-step and sequential decision-making scenarios.

Leak detection in gas pipelines is an important and persistent problem in the Oil and Gas industry. This is particularly important as pipelines are the most common way of transporting natural gas. This research aims to study the ability of data-driven intelligent models to detect small leaks for a natural gas pipeline using basic operational parameters and then compare the intelligent models among themselves using existing performance metrics. This project applies the observer design technique to detect leaks in natural gas pipelines using a regressoclassification hierarchical model where an intelligent model acts as a regressor and a modified logistic regression model acts as a classifier. Five intelligent models (gradient boosting, decision trees, random forest, support vector machine and artificial neural network) are studied in this project using a pipeline data stream of four weeks. The results shows that while support vector machine and artificial neural networks are better regressors than the others, they do not provide the best results in leak detection due to their internal complexities and the volume of data used. The random forest and decision tree models are the most sensitive as they can detect a leak of 0.1% of nominal flow in about 2 hours. All the intelligent models had high reliability with zero false alarm rate in testing phase. The average time to leak detection for all the intelligent models was compared to a real time transient model in literature. The results show that intelligent models perform relatively well in the problem of leak detection. This result suggests that intelligent models could be used alongside a real time transient model to significantly improve leak detection results.

Various structures in human physiology follow a treelike morphology, which often expresses complexity at very fine scales. Examples of such structures are intrathoracic airways, retinal blood vessels, and hepatic blood vessels. Large collections of 2D and 3D images have been made available by medical imaging modalities such as magnetic resonance imaging (MRI), computed tomography (CT), Optical coherence tomography (OCT) and ultrasound in which the spatial arrangement can be observed. Segmentation of these structures in medical imaging is of great importance since the analysis of the structure provides insights into disease diagnosis, treatment planning, and prognosis. Manually labelling extensive data by radiologists is often time-consuming and error-prone. As a result, automated or semi-automated computational models have become a popular research field of medical imaging in the past two decades, and many have been developed to date. In this survey, we aim to provide a comprehensive review of currently publicly available datasets, segmentation algorithms, and evaluation metrics. In addition, current challenges and future research directions are discussed.

The explosion of available biological sequence data has led to multiple computational approaches aiming to infer three-dimensional structure, biological function, fitness, and evolutionary history of proteins from sequence data [1, 2]. Recently, self-supervised deep learning models based on natural language processing methods, especially attention [3] and transformers [4], have been trained on large ensembles of protein sequences by means of the masked language modeling objective of filling in masked amino acids in a sequence, given the surrounding ones [5-10]. These models, which capture longrange dependencies, learn rich representations of protein sequences, and can be employed for multiple tasks. In particular, they can predict structural contacts from single sequences in an unsupervised way [7], presumably by transferring knowledge from their large training set [11]. Neural network architectures based on attention are also employed in the Evoformer blocks in AlphaFold [12], as well as in RoseTTAFold [13] and RGN2 [14], and they contributed to the recent breakthrough in the supervised prediction of protein structure. Protein sequences can be classified in families of homologous proteins, that descend from an ancestral protein and share a similar structure and function. Analyzing multiple sequence alignments (MSAs) of homologous proteins thus provides substantial information about functional and structural constraints [1]. The statistics of MSA columns, representing amino-acid sites, allow to identify functional residues that are conserved during evolution, and correlations of amino-acid usage between columns contain key information about functional sectors and structural contacts [15-18]. Indeed, through the course of evolution, contacting amino acids need to maintain their physico-chemical complementarity, which leads to correlated amino-acid usages at these sites: this is known as coevolution.

Most of the popular Big Data analytics tools evolved to adapt their working environment to extract valuable information from a vast amount of unstructured data. The ability of data mining techniques to filter this helpful information from Big Data led to the term Big Data Mining. Shifting the scope of data from small-size, structured, and stable data to huge volume, unstructured, and quickly changing data brings many data management challenges. Different tools cope with these challenges in their own way due to their architectural limitations. There are numerous parameters to take into consideration when choosing the right data management framework based on the task at hand. In this paper, we present a comprehensive benchmark for two widely used Big Data analytics tools, namely Apache Spark and Hadoop MapReduce, on a common data mining task, i.e., classification. We employ several evaluation metrics to compare the performance of the benchmarked frameworks, such as execution time, accuracy, and scalability. These metrics are specialized to measure the performance for classification task. To the best of our knowledge, there is no previous study in the literature that employs all these metrics while taking into consideration task-specific concerns. We show that Spark is 5 times faster than MapReduce on training the model. Nevertheless, the performance of Spark degrades when the input workload gets larger. Scaling the environment by additional clusters significantly improves the performance of Spark. However, similar enhancement is not observed in Hadoop. Machine learning utility of MapReduce tend to have better accuracy scores than that of Spark, like around 3%, even in small size data sets.