In this work we continue to build upon recent advances in reinforcement learning for finite Markov processes. A common approach among previous existing algorithms, both single-actor and distributed, is to either clip rewards or to apply a transformation method on Q-functions to handle a large variety of magnitudes in real discounted returns. We theoretically show that one of the most successful methods may not yield an optimal policy if we have a non-deterministic process. As a solution, we argue that distributional reinforcement learning lends itself to remedy this situation completely. By the introduction of a conjugated distributional operator we may handle a large class of transformations for real returns with guaranteed theoretical convergence. We propose an approximating single-actor algorithm based on this operator that trains agents directly on unaltered rewards using a proper distributional metric given by the Cram\'er distance. To evaluate its performance in a stochastic setting we train agents on a suite of 55 Atari 2600 games using sticky-actions and obtain state-of-the-art performance compared to other well-known algorithms in the Dopamine framework.

Single-Agent (SA) Reinforcement Learning systems have shown outstanding results on non-stationary problems. However, Multi-Agent Reinforcement Learning (MARL) can surpass SA systems generally and when scaling. Furthermore, MA systems can be super-powered by collaboration, which can happen through observing others, or a communication system used to share information between collaborators. Here, we developed a distributed MA learning mechanism with the ability to communicate based on decentralised partially observable Markov decision processes (Dec-POMDPs) and Graph Neural Networks (GNNs). Minimising the time and energy consumed by training Machine Learning models while improving performance can be achieved by collaborative MA mechanisms. We demonstrate this in a real-world scenario, an offshore wind farm, including a set of distributed wind turbines, where the objective is to maximise collective efficiency. Compared to a SA system, MA collaboration has shown significantly reduced training time and higher cumulative rewards in unseen and scaled scenarios.

Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimensions of these variables can be very high. Despite the recent progress made in modelling high-dimensional data for continuous variables, there is a scarcity of methods that can deal with a mixed set of variables. To fill this gap, this paper develops a novel approach for classifying high-dimensional observations with mixed variables. Our framework builds on a location model, in which the distributions of the continuous variables conditional on categorical ones are assumed Gaussian. We overcome the challenge of having to split data into exponentially many cells, or combinations of the categorical variables, by kernel smoothing, and provide new perspectives for its bandwidth choice to ensure an analogue of Bochner's Lemma, which is different to the usual bias-variance tradeoff. We show that the two sets of parameters in our model can be separately estimated and provide penalized likelihood for their estimation. Results on the estimation accuracy and the misclassification rates are established, and the competitive performance of the proposed classifier is illustrated by extensive simulation and real data studies.

Assessing the effects of the energy transition and liberalization of energy markets on resource adequacy is an increasingly important and demanding task. The rising complexity in energy systems requires adequate methods for energy system modeling leading to increased computational requirements. Furthermore, with complexity, uncertainty increases likewise calling for probabilistic assessments and scenario analyses. To adequately and efficiently address these various requirements, new methods from the field of data science are needed to accelerate current methods. With our systematic literature review, we want to close the gap between the three disciplines (1) assessment of security of electricity supply, (2) artificial intelligence, and (3) design of experiments. For this, we conduct a large-scale quantitative review on selected fields of application and methods and make a synthesis that relates the different disciplines to each other. Among other findings, we identify metamodeling of complex security of electricity supply models using AI methods and applications of AI-based methods for forecasts of storage dispatch and (non-)availabilities as promising fields of application that have not sufficiently been covered, yet. We end with deriving a new methodological pipeline for adequately and efficiently addressing the present and upcoming challenges in the assessment of security of electricity supply.

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are known and/or Gaussian. In practice, however, these assumptions may be unrealistic and can lead to poor approximations of the true noise distribution. We present a novel planning method that does not rely on any explicit representation of the noise distributions. In particular, we address the problem of computing a controller that provides probabilistic guarantees on safely reaching a target. First, we abstract the continuous system into a discrete-state model that captures noise by probabilistic transitions between states. As a key contribution, we adapt tools from the scenario approach to compute probably approximately correct (PAC) bounds on these transition probabilities, based on a finite number of samples of the noise. We capture these bounds in the transition probability intervals of a so-called interval Markov decision process (iMDP). This iMDP is robust against uncertainty in the transition probabilities, and the tightness of the probability intervals can be controlled through the number of samples. We use state-of-the-art verification techniques to provide guarantees on the iMDP, and compute a controller for which these guarantees carry over to the autonomous system. Realistic benchmarks show the practical applicability of our method, even when the iMDP has millions of states or transitions.

Andrei Markov didn't agree with Pavel Nekrasov, when he said independence between variables was necessary for the Weak Law of Large Numbers to be applied. When you collect independent samples, as the number of samples gets bigger, the mean of those samples converges to the true mean of the population. But Markov believed independence was not a necessary condition for the mean to converge. So he set out to define how the average of the outcomes from a process involving dependent random variables could converge over time. Thanks to this intellectual disagreement, Markov created a way to describe how random, also called stochastic, systems or processes evolve over time.

Population-level societal events, such as civil unrest and crime, often have a significant impact on our daily life. Forecasting such events is of great importance for decision-making and resource allocation. Event prediction has traditionally been challenging due to the lack of knowledge regarding the true causes and underlying mechanisms of event occurrence. In recent years, research on event forecasting has made significant progress due to two main reasons: (1) the development of machine learning and deep learning algorithms and (2) the accessibility of public data such as social media, news sources, blogs, economic indicators, and other meta-data sources. The explosive growth of data and the remarkable advancement in software/hardware technologies have led to applications of deep learning techniques in societal event studies. This paper is dedicated to providing a systematic and comprehensive overview of deep learning technologies for societal event predictions. We focus on two domains of societal events: \textit{civil unrest} and \textit{crime}. We first introduce how event forecasting problems are formulated as a machine learning prediction task. Then, we summarize data resources, traditional methods, and recent development of deep learning models for these problems. Finally, we discuss the challenges in societal event forecasting and put forward some promising directions for future research.

While in real life everyone behaves themselves at least to some extent, it is much more difficult to expect people to behave themselves on the internet, because there are few checks or consequences for posting something toxic to others. Yet, for people on the other side, toxic texts often lead to serious psychological consequences. Detecting such toxic texts is challenging. In this paper, we attempt to build a toxicity detector using machine learning methods including CNN, Naive Bayes model, as well as LSTM. While there has been numerous groundwork laid by others, we aim to build models that provide higher accuracy than the predecessors. We produced very high accuracy models using LSTM and CNN, and compared them to the go-to solutions in language processing, the Naive Bayes model. A word embedding approach is also applied to empower the accuracy of our models.

Learning the dynamics of spatiotemporal events is a fundamental problem. Neural point processes enhance the expressivity of point process models with deep neural networks. However, most existing methods only consider temporal dynamics without spatial modeling. We propose Deep Spatiotemporal Point Process (DeepSTPP), a deep dynamics model that integrates spatiotemporal point processes. Our method is flexible, efficient, and can accurately forecast irregularly sampled events over space and time. The key construction of our approach is the nonparametric space-time intensity function, governed by a latent process. The intensity function enjoys closed-form integration for the density. The latent process captures the uncertainty of the event sequence. We use amortized variational inference to infer the latent process with deep networks. Using synthetic datasets, we validate our model can accurately learn the true intensity function. On real-world benchmark datasets, our model demonstrates superior performance over state-of-the-art baselines.

Bayesian neural networks (BNNs) have become a principal approach to alleviate overconfident predictions in deep learning, but they often suffer from scaling issues due to a large number of distribution parameters. In this paper, we discover that the first layer of a deep network possesses multiple disparate optima when solely retrained. This indicates a large posterior variance when the first layer is altered by a Bayesian layer, which motivates us to design a spatial-temporal-fusion BNN (STF-BNN) for efficiently scaling BNNs to large models: (1) first normally train a neural network from scratch to realize fast training; and (2) the first layer is converted to Bayesian and inferred by employing stochastic variational inference, while other layers are fixed. Compared to vanilla BNNs, our approach can greatly reduce the training time and the number of parameters, which contributes to scale BNNs efficiently. We further provide theoretical guarantees on the generalizability and the capability of mitigating overconfidence of STF-BNN. Comprehensive experiments demonstrate that STF-BNN (1) achieves the state-of-the-art performance on prediction and uncertainty quantification; (2) significantly improves adversarial robustness and privacy preservation; and (3) considerably reduces training time and memory costs.