Paired estimation of change in parameters of interest over a population plays a central role in several application domains including those in the social sciences, epidemiology, medicine and biology. In these domains, the size of the population under study is often very large, however, the number of observations available per individual in the population is very small (\emph{sparse observations}) which makes the problem challenging. Consider the setting with $N$ independent individuals, each with unknown parameters $(p_i, q_i)$ drawn from some unknown distribution on $[0, 1]^2$. We observe $X_i \sim \text{Bin}(t, p_i)$ before an event and $Y_i \sim \text{Bin}(t, q_i)$ after the event. Provided these paired observations, $\{(X_i, Y_i) \}_{i=1}^N$, our goal is to accurately estimate the \emph{distribution of the change in parameters}, $\delta_i := q_i - p_i$, over the population and properties of interest like the \emph{$\ell_1$-magnitude of the change} with sparse observations ($t\ll N$). We provide \emph{information theoretic lower bounds} on the error in estimating the distribution of change and the $\ell_1$-magnitude of change. Furthermore, we show that the following two step procedure achieves the optimal error bounds: first, estimate the full joint distribution of the paired parameters using the maximum likelihood estimator (MLE) and then estimate the distribution of change and the $\ell_1$-magnitude of change using the joint MLE. Notably, and perhaps surprisingly, these error bounds are of the same order as the minimax optimal error bounds for learning the \emph{full} joint distribution itself (in Wasserstein-1 distance); in other words, estimating the magnitude of the change of parameters over the population is, in a minimax sense, as difficult as estimating the full joint distribution itself.

Learning kinetic systems from data is one of the core challenges in many fields. Identifying stable models is essential for the generalization capabilities of data-driven inference. We introduce a computationally efficient framework, called CausalKinetiX, that identifies structure from discrete time, noisy observations, generated from heterogeneous experiments. The algorithm assumes the existence of an underlying, invariant kinetic model, a key criterion for reproducible research. Results on both simulated and real-world examples suggest that learning the structure of kinetic systems benefits from a causal perspective. The identified variables and models allow for a concise description of the dynamics across multiple experimental settings and can be used for prediction in unseen experiments. We observe significant improvements compared to well established approaches focusing solely on predictive performance, especially for out-of-sample generalization.

After every weekend session you'll need to solve assignments until next week.

Text-based games are a natural challenge domain for deep reinforcement learning algorithms. Their state and action spaces are combinatorially large, their reward function is sparse, and they are partially observable: the agent is informed of the consequences of its actions through textual feedback. In this paper we emphasize this latter point and consider the design of a deep reinforcement learning agent that can play from feedback alone. Our design recognizes and takes advantage of the structural characteristics of text-based games. We first propose a contextualisation mechanism, based on accumulated reward, which simplifies the learning problem and mitigates partial observability. We then study different methods that rely on the notion that most actions are ineffectual in any given situation, following Zahavy et al.'s idea of an admissible action. We evaluate these techniques in a series of text-based games of increasing difficulty based on the TextWorld framework, as well as the iconic game Zork. Empirically, we find that these techniques improve the performance of a baseline deep reinforcement learning agent applied to text-based games.

Our research focuses on studying and developing methods for reducing the dimensionality of large datasets, common in biomedical applications. A major problem when learning information about patients based on genetic sequencing data is that there are often more feature variables (genetic data) than observations (patients). This makes direct supervised learning difficult. One way of reducing the feature space is to use latent Dirichlet allocation in order to group genetic variants in an unsupervised manner. Latent Dirichlet allocation is a common model in natural language processing, which describes a document as a mixture of topics, each with a probability of generating certain words. This can be generalized as a Bayesian tensor decomposition to account for multiple feature variables. While we made some progress improving and modifying these methods, our significant contributions are with hierarchical topic modeling. We developed distinct methods of incorporating hierarchical topic modeling, based on nested Chinese restaurant processes and Pachinko Allocation Machine, into Bayesian tensor decompositions. We apply these models to predict whether or not patients have autism spectrum disorder based on genetic sequencing data. We examine a dataset from National Database for Autism Research consisting of paired siblings -- one with autism, and the other without -- and counts of their genetic variants. Additionally, we linked the genes with their Reactome biological pathways. We combine this information into a tensor of patients, counts of their genetic variants, and the membership of these genes in pathways. Once we decompose this tensor, we use logistic regression on the reduced features in order to predict if patients have autism. We also perform a similar analysis of a dataset of patients with one of four common types of cancer (breast, lung, prostate, and colorectal).

We apply methods from randomized numerical linear algebra (RandNLA) to develop improved algorithms for the analysis of large-scale time series data. We first develop a new fast algorithm to estimate the leverage scores of an autoregressive (AR) model in big data regimes. We show that the accuracy of approximations lies within $(1+\mathcal{O}(\varepsilon))$ of the true leverage scores with high probability. These theoretical results are subsequently exploited to develop an efficient algorithm, called LSAR, for fitting an appropriate AR model to big time series data. Our proposed algorithm is guaranteed, with high probability, to find the maximum likelihood estimates of the parameters of the underlying true AR model and has a worst case running time that significantly improves those of the state-of-the-art alternatives in big data regimes. Empirical results on large-scale synthetic as well as real data highly support the theoretical results and reveal the efficacy of this new approach. To the best of our knowledge, this paper is the first attempt to establish a nexus between RandNLA and big time series data analysis.

This paper investigates the anti-jamming performance of a cognitive radar under a partially observable Markov decision process (POMDP) model. First, we obtain an explicit expression for uncertainty of jammer dynamics, which paves the way for illuminating the performance metric of probability of being jammed for the radar beyond a conventional signal-to-noise ratio ($\mathsf{SNR}$) based analysis. Considering two frequency hopping strategies developed in the framework of reinforcement learning (RL), this performance metric is analyzed with deep Q-network (DQN) and long short term memory (LSTM) networks under various uncertainty values. Finally, the requirement of the target network in the RL algorithm for both network architectures is replaced with a softmax operator. Simulation results show that this operator improves upon the performance of the traditional target network.

Deep Learning is a state-of-the-art technique to make inference on extensive or complex data. As a black box model due to their multilayer nonlinear structure, Deep Neural Networks are often criticized to be non-transparent and their predictions not traceable by humans. Furthermore, the models learn from artificial datasets, often with bias or contaminated discriminating content. Through their increased distribution, decision-making algorithms can contribute promoting prejudge and unfairness which is not easy to notice due to lack of transparency. Hence, scientists developed several so-called explanators or explainers which try to point out the connection between input and output to represent in a simplified way the inner structure of machine learning black boxes. In this survey we differ the mechanisms and properties of explaining systems for Deep Neural Networks for Computer Vision tasks. We give a comprehensive overview about taxonomy of related studies and compare several survey papers that deal with explainability in general. We work out the drawbacks and gaps and summarize further research ideas.

Moving target defense (MTD) is a proactive defense approach that aims to thwart attacks by continuously changing the attack surface of a system (e.g., changing host or network configurations), thereby increasing the adversary's uncertainty and attack cost. To maximize the impact of MTD, a defender must strategically choose when and what changes to make, taking into account both the characteristics of its system as well as the adversary's observed activities. Finding an optimal strategy for MTD presents a significant challenge, especially when facing a resourceful and determined adversary who may respond to the defender's actions. In this paper, we propose finding optimal MTD strategies using deep reinforcement learning. Based on an established model of adaptive MTD, we formulate finding an MTD strategy as finding a policy for a partially-observable Markov decision process. To significantly improve training performance, we introduce compact memory representations. To demonstrate our approach, we provide thorough numerical results, showing significant improvement over existing strategies.

In this workshop we will explore how to use physical intuition and ideas to design new classes of machine learning (ML) algorithms. Physics-inspired sampling algorithms could be used to train ML structures or sample the hyper-parameter space (e.g. Additionally, physics-based models such as Ising/Potts models or energy-based models have influenced ML inference frameworks such as Markov Random Fields and Restricted Boltzmann Machines, and we want to continue the discussion to facilitate this innovation transfer. Finally, physical insight could be used to enhance learning in the situation of scarce data by enforcing smoothness, differentiability or other physical properties relevant to a given problem. We will also explore the use of Koopmans' theorem to design learning algorithms for dynamical systems.