Hands-on Machine Learning With Python: An online, 12-hour workshop focused on machine learning algorithms and their application. Targeted at: Engineering (all streams) as well as science students, who are looking forward to get started with machine learning. Instructor profile: A certified data scientist, with a demonstrated history of working in the information technology and services industry. Note: We will be limiting the participants to 50. About Us: Founded in 2018, Machine Learning India (MLI), is a thriving community of 350,000 passionate technologists across India and the globe.

We consider the problem of designing policies for Markov decision processes (MDPs) with dynamic coherent risk objectives and constraints. We begin by formulating the problem in a Lagrangian framework. Under the assumption that the risk objectives and constraints can be represented by a Markov risk transition mapping, we propose an optimization-based method to synthesize Markovian policies that lower-bound the constrained risk-averse problem. We demonstrate that the formulated optimization problems are in the form of difference convex programs (DCPs) and can be solved by the disciplined convex-concave programming (DCCP) framework. We show that these results generalize linear programs for constrained MDPs with total discounted expected costs and constraints. Finally, we illustrate the effectiveness of the proposed method with numerical experiments on a rover navigation problem involving conditional-value-at-risk (CVaR) and entropic-value-at-risk (EVaR) coherent risk measures.

We consider the problem of learning the underlying graph of a sparse Ising model with $p$ nodes from $n$ i.i.d. samples. The most recent and best performing approaches combine an empirical loss (the logistic regression loss or the interaction screening loss) with a regularizer (an L1 penalty or an L1 constraint). This results in a convex problem that can be solved separately for each node of the graph. In this work, we leverage the cardinality constraint L0 norm, which is known to properly induce sparsity, and further combine it with an L2 norm to better model the non-zero coefficients. We show that our proposed estimators achieve an improved sample complexity, both (a) theoretically -- by reaching new state-of-the-art upper bounds for recovery guarantees -- and (b) empirically -- by showing sharper phase transitions between poor and full recovery for graph topologies studied in the literature -- when compared to their L1-based counterparts.

Probabilistic inference in pairwise Markov Random Fields (MRFs), i.e. computing the partition function or computing a MAP estimate of the variables, is a foundational problem in probabilistic graphical models. Semidefinite programming relaxations have long been a theoretically powerful tool for analyzing properties of probabilistic inference, but have not been practical owing to the high computational cost of typical solvers for solving the resulting SDPs. In this paper, we propose an efficient method for computing the partition function or MAP estimate in a pairwise MRF by instead exploiting a recently proposed coordinate-descent-based fast semidefinite solver. We also extend semidefinite relaxations from the typical binary MRF to the full multi-class setting, and develop a compact semidefinite relaxation that can again be solved efficiently using the solver. We show that the method substantially outperforms (both in terms of solution quality and speed) the existing state of the art in approximate inference, on benchmark problems drawn from previous work. We also show that our approach can scale to large MRF domains such as fully-connected pairwise CRF models used in computer vision.

Learning task-agnostic dynamics models in high-dimensional observation spaces can be challenging for model-based RL agents. We propose a novel way to learn latent world models by learning to predict sequences of future actions conditioned on task completion. These task-conditioned models adaptively focus modeling capacity on task-relevant dynamics, while simultaneously serving as an effective heuristic for planning with sparse rewards. We evaluate our method on challenging visual goal completion tasks and show a substantial increase in performance compared to prior model-free approaches. Deep reinforcement learning has proven to be a powerful and effective framework for solving a diversity of challenging decision-making problems (Silver et al., 2017a; Berner et al., 2019). However these algorithms are typically trained to maximize a single reward function, ignoring information that is not directly relevant to the associated task at hand. This way of learning is in stark contrast to how humans learn (Tenenbaum, 2018). Without being prompted by a specific task, humans can still explore their environment, practice achieving imaginary goals, and in so doing learn about the dynamics of the environment. When subsequently presented with a novel task, humans can utilize this learned knowledge to bootstrap learning -- a property we would like our artificial agents to have. In this work, we investigate one way to bridge this gap by learning world models (Ha & Schmidhuber, 2018) that enable the realization of previously unseen tasks. By modeling the task-agnostic dynamics of an environment, an agent can make predictions about how its own actions may affect the environment state without the need for additional samples from the environment. Prior work has shown that by using powerful function approximators to model environment dynamics, training an agent entirely within its own world models can result in large gains in sample efficiency (Ha & Schmidhuber, 2018).

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior distribution of the network parameters, most BNN approaches are either limited to small networks or rely on constraining assumptions such as parameter independence. These drawbacks have enabled prominence of simple, but computationally heavy approaches such as Deep Ensembles, whose training and testing costs increase linearly with the number of networks. In this work we aim for efficient deep BNNs amenable to complex computer vision architectures, e.g. ResNet50 DeepLabV3+, and tasks, e.g. semantic segmentation, with fewer assumptions on the parameters. We achieve this by leveraging variational autoencoders (VAEs) to learn the interaction and the latent distribution of the parameters at each network layer. Our approach, Latent-Posterior BNN (LP-BNN), is compatible with the recent BatchEnsemble method, leading to highly efficient ({in terms of computation and} memory during both training and testing) ensembles. LP-BNN s attain competitive results across multiple metrics in several challenging benchmarks for image classification, semantic segmentation and out-of-distribution detection.

In the recent past, psychological stress has been increasingly observed in humans, and early detection is crucial to prevent health risks. Stress detection using on-device deep learning algorithms has been on the rise owing to advancements in pervasive computing. However, an important challenge that needs to be addressed is handling unlabeled data in real-time via suitable ground truthing techniques (like Active Learning), which should help establish affective states (labels) while also selecting only the most informative data points to query from an oracle. In this paper, we propose a framework with capabilities to represent model uncertainties through approximations in Bayesian Neural Networks using Monte-Carlo (MC) Dropout. This is combined with suitable acquisition functions for active learning. Empirical results on a popular stress and affect detection dataset experimented on a Raspberry Pi 2 indicate that our proposed framework achieves a considerable efficiency boost during inference, with a substantially low number of acquired pool points during active learning across various acquisition functions. Variation Ratios achieves an accuracy of 90.38% which is comparable to the maximum test accuracy achieved while training on about 40% lesser data.

As machine learning (ML) has been applied to facilitate decision-making in various areas, such as hiring, loan grading etc., there have been and continue to be increasing concerns [3, 31] that ML models will inevitably "learn undesired bias" from the training data and make unfair predictions. From algorithms erroneously detecting suspects of crimes base on the color of their skin [7] and deciding who goes to jail [26], to algorithms used to predict test scores that provide unfairly higher scores to socioeconomically privileged students, allowing them to enter universities at a higher rate [27], the lack of understanding and control of undesired bias in ML models has tangible consequences. To deal with this challenge of biased models, many researchers have devoted their efforts, e.g., [15, 17, 35, 8, 2] to define, detect and mitigate bias in ML over the past decade. These approaches mainly measure and reduce undesired bias with respect to a sensitive attribute, such as age or race, in the training dataset. Although many of them provide various effective approaches, they all focus on centralized ML, where the training dataset is stored in a single place, executing the learning procedure, and hence assume full access to the entire dataset.

Probabilistic Machine Learning comes hand in hand with Stock Trading: Probabilistic Machine Learning uses past instances to predict probabilities of certain events happening in future instances. This can be directly applied to stock trading, to predict future stock prices. This program will use Gaussian Naive Bayes to classify data into increasing stock price, or decreasing stock price. Because of the volatility of the stocks, I will not be using the closing price of the stock to predict it, but rather be using the ratio between the past and current closing prices. Gaussian Naive Bayes is an algorithm that classifies data by extrapolating data using Gaussian Distribution (identical to Normal Distribution) as well as Bayes theorem.

The planning domain has experienced increased interest in the formal synthesis of decision-making policies. This formal synthesis typically entails finding a policy which satisfies formal specifications in the form of some well-defined logic, such as Linear Temporal Logic (LTL) or Computation Tree Logic (CTL), among others. While such logics are very powerful and expressive in their capacity to capture desirable agent behavior, their value is limited when deriving decision-making policies which satisfy certain types of asymptotic behavior. In particular, we are interested in specifying constraints on the steady-state behavior of an agent, which captures the proportion of time an agent spends in each state as it interacts for an indefinite period of time with its environment. This is sometimes called the average or expected behavior of the agent. In this paper, we explore the steady-state planning problem of deriving a decision-making policy for an agent such that constraints on its steady-state behavior are satisfied. A linear programming solution for the general case of multichain Markov Decision Processes (MDPs) is proposed and we prove that optimal solutions to the proposed programs yield stationary policies with rigorous guarantees of behavior.