Minesweeper is a popular spatial-based decision-making game that works with incomplete information. As an exemplary NP-complete problem, it is a major area of research employing various artificial intelligence paradigms. The present work models this game as Constraint Satisfaction Problem (CSP) and Markov Decision Process (MDP). We propose a new method named as dependents from the independent set using deterministic solution search (DSScsp) for the faster enumeration of all solutions of a CSP based Minesweeper game and improve the results by introducing heuristics. Using MDP, we implement machine learning methods on these heuristics. We train the classification model on sparse data with results from CSP formulation. We also propose a new rewarding method for applying a modified deep Q-learning for better accuracy and versatile learning in the Minesweeper game. The overall results have been analyzed for different kinds of Minesweeper games and their accuracies have been recorded. Results from these experiments show that the proposed method of MDP based classification model and deep Q-learning overall is the best methods in terms of accuracy for games with given mine densities.

In recent years, data and computing resources are typically distributed in the devices of end users, various regions or organizations. Because of laws or regulations, the distributed data and computing resources cannot be directly shared among different regions or organizations for machine learning tasks. Federated learning emerges as an efficient approach to exploit distributed data and computing resources, so as to collaboratively train machine learning models, while obeying the laws and regulations and ensuring data security and data privacy. In this paper, we provide a comprehensive survey of existing works for federated learning. We propose a functional architecture of federated learning systems and a taxonomy of related techniques. Furthermore, we present the distributed training, data communication, and security of FL systems. Finally, we analyze their limitations and propose future research directions.

Model selection, via penalized likelihood type criteria, is a standard task in many statistical inference and machine learning problems. Progress has led to deriving criteria with asymptotic consistency results and an increasing emphasis on introducing non-asymptotic criteria. We focus on the problem of modeling non-linear relationships in regression data with potential hidden graph-structured interactions between the high-dimensional predictors, within the mixture of experts modeling framework. In order to deal with such a complex situation, we investigate a block-diagonal localized mixture of polynomial experts (BLoMPE) regression model, which is constructed upon an inverse regression and block-diagonal structures of the Gaussian expert covariance matrices. We introduce a penalized maximum likelihood selection criterion to estimate the unknown conditional density of the regression model. This model selection criterion allows us to handle the challenging problem of inferring the number of mixture components, the degree of polynomial mean functions, and the hidden block-diagonal structures of the covariance matrices, which reduces the number of parameters to be estimated and leads to a trade-off between complexity and sparsity in the model. In particular, we provide a strong theoretical guarantee: a finite-sample oracle inequality satisfied by the penalized maximum likelihood estimator with a Jensen-Kullback-Leibler type loss, to support the introduced non-asymptotic model selection criterion. The penalty shape of this criterion depends on the complexity of the considered random subcollection of BLoMPE models, including the relevant graph structures, the degree of polynomial mean functions, and the number of mixture components.

Artificial Intelligence (AI) history consists of original work and research by not only mathematicians and computer scientists, but studies by psychologists, physicists, and economists have also been much used. The timeline consists of the pre-1950 era of statistical methods to present AlphaZero in 2017 and more. The most significant push in the development of technology was during the 2nd world war where both the allied forces and their enemies worked hard to develop technology which can help them get superiority over others. The timeline started in 1943, work by McCulloch and Pitts on Artificial Neuron gets the recognition of first work on AI. After work done by and McCulloch, Donald Hebb demonstrated rule for modifying connection strings between neurons -- this is called Hebbian learning.

The editors at Solutions Review have compiled this list of the best machine learning certifications online to consider acquiring. Machine learning involves studying computer algorithms that improve automatically through experience. It is a sub-field of artificial intelligence where machine learning algorithms build models based on sample (or training) data. Once a predictive model is constructed it can be used to make predictions or decisions without being specifically commanded to do so. Machine learning is now a mainstream technology with a wide variety of uses and applications.

A fundamental task in AI is to assess (in)dependence between mixed-type variables (text, image, sound). We propose a Bayesian kernelised correlation test of (in)dependence using a Dirichlet process model. The new measure of (in)dependence allows us to answer some fundamental questions: Based on data, are (mixed-type) variables independent? How likely is dependence/independence to hold? How high is the probability that two mixed-type variables are more than just weakly dependent? We theoretically show the properties of the approach, as well as algorithms for fast computation with it. We empirically demonstrate the effectiveness of the proposed method by analysing its performance and by comparing it with other frequentist and Bayesian approaches on a range of datasets and tasks with mixed-type variables.

We describe the new field of mathematical analysis of deep learning. This field emerged around a list of research questions that were not answered within the classical framework of learning theory. These questions concern: the outstanding generalization power of overparametrized neural networks, the role of depth in deep architectures, the apparent absence of the curse of dimensionality, the surprisingly successful optimization performance despite the non-convexity of the problem, understanding what features are learned, why deep architectures perform exceptionally well in physical problems, and which fine aspects of an architecture affect the behavior of a learning task in which way. We present an overview of modern approaches that yield partial answers to these questions. For selected approaches, we describe the main ideas in more detail.

Machine Learning services are being deployed in a large range of applications that make it easy for an adversary, using the algorithm and/or the model, to gain access to sensitive data. This paper investigates fundamental bounds on information leakage. First, we identify and bound the success rate of the worst-case membership inference attack, connecting it to the generalization error of the target model. Second, we study the question of how much sensitive information is stored by the algorithm about the training set and we derive bounds on the mutual information between the sensitive attributes and model parameters. Although our contributions are mostly of theoretical nature, the bounds and involved concepts are of practical relevance. Inspired by our theoretical analysis, we study linear regression and DNN models to illustrate how these bounds can be used to assess the privacy guarantees of ML models.

Markov Decision Processes (MDPs) play key mathematical models in Reinforcement Learning (RL). Despite its success in empirical performances [Haarnoja et al., 2018, Mnih et al., 2015, 2016, Silver et al., 2016], there are also many works providing insightful and solid theoretical understandings towards RL. The difficulty of solving an MDP mainly is due to the reward and transition probability, whose exact information is usually unknown to observers. To deal with the situations, one common approach resorts to offline methods, where the agent only has access to a given explorable dataset generated by given strategies. Many practical deep RL algorithms employ the offline method and achieve state-of-art success [Mnih et al., 2015, Lillicrap et al., 2015, Fujimoto et al., 2019]. In addition to empirical success, there are flourishing works on offline RL from a theoretical perspective. Some prior works [Chen and Jiang, 2019, Agarwal et al., 2020, Duan et al., 2021] have provided solid results on model-free offline methods, while some other works [Sidford et al., 2018, Xie et al., 2019, Yin and Wang, 2020, Yin et al., 2020] consider model-based approaches. However, Mannor et al. [2004] showed that model-based approaches can be quite sensitive to estimation errors by directly estimating the transition probability from an offline dataset.

In recent years, quantitative investment methods combined with artificial intelligence have attracted more and more attention from investors and researchers. Existing related methods based on the supervised learning are not very suitable for learning problems with long-term goals and delayed rewards in real futures trading. In this paper, therefore, we model the price prediction problem as a Markov decision process (MDP), and optimize it by reinforcement learning with expert trajectory. In the proposed method, we employ more than 100 short-term alpha factors instead of price, volume and several technical factors in used existing methods to describe the states of MDP. Furthermore, unlike DQN (deep Q-learning) and BC (behavior cloning) in related methods, we introduce expert experience in training stage, and consider both the expert-environment interaction and the agent-environment interaction to design the temporal difference error so that the agents are more adaptable for inevitable noise in financial data. Experimental results evaluated on share price index futures in China, including IF (CSI 300) and IC (CSI 500), show that the advantages of the proposed method compared with three typical technical analysis and two deep leaning based methods.