In the first part, we explored how Bayesian Statistics might be used to make reinforcement learning less data-hungry. Now we execute this idea in a simple example, using Tensorflow Probability to implement our model. When it comes to games, it is difficult to imagine something simpler than rock, paper, scissors. Despite the simplicity, googling the game reveals a remarkable body of literature. We want to use Bayesian Statistics to play this game and exploit the biases of a human opponent.

This article develops a deep reinforcement learning (Deep-RL) framework for dynamic pricing on managed lanes with multiple access locations and heterogeneity in travelers' value of time, origin, and destination. This framework relaxes assumptions in the literature by considering multiple origins and destinations, multiple access locations to the managed lane, en route diversion of travelers, partial observability of the sensor readings, and stochastic demand and observations. The problem is formulated as a partially observable Markov decision process (POMDP) and policy gradient methods are used to determine tolls as a function of real-time observations. Tolls are modeled as continuous and stochastic variables, and are determined using a feedforward neural network. The method is compared against a feedback control method used for dynamic pricing. We show that Deep-RL is effective in learning toll policies for maximizing revenue, minimizing total system travel time, and other joint weighted objectives, when tested on real-world transportation networks. The Deep-RL toll policies outperform the feedback control heuristic for the revenue maximization objective by generating revenues up to 9.5% higher than the heuristic and for the objective minimizing total system travel time (TSTT) by generating TSTT up to 10.4% lower than the heuristic. We also propose reward shaping methods for the POMDP to overcome the undesired behavior of toll policies, like the jam-and-harvest behavior of revenue-maximizing policies. Additionally, we test transferability of the algorithm trained on one set of inputs for new input distributions and offer recommendations on real-time implementations of Deep-RL algorithms. The source code for our experiments is available online at https://github.com/venktesh22/ExpressLanes_Deep-RL

Stochastic parameterizations account for uncertainty in the representation of unresolved sub-grid processes by sampling from the distribution of possible sub-grid forcings. Some existing stochastic parameterizations utilize data-driven approaches to characterize uncertainty, but these approaches require significant structural assumptions that can limit their scalability. Machine learning models, including neural networks, are able to represent a wide range of distributions and build optimized mappings between a large number of inputs and sub-grid forcings. Recent research on machine learning parameterizations has focused only on deterministic parameterizations. In this study, we develop a stochastic parameterization using the generative adversarial network (GAN) machine learning framework. The GAN stochastic parameterization is trained and evaluated on output from the Lorenz '96 model, which is a common baseline model for evaluating both parameterization and data assimilation techniques. We evaluate different ways of characterizing the input noise for the model and perform model runs with the GAN parameterization at weather and climate timescales. Some of the GAN configurations perform better than a baseline bespoke parameterization at both timescales, and the networks closely reproduce the spatio-temporal correlations and regimes of the Lorenz '96 system. We also find that in general those models which produce skillful forecasts are also associated with the best climate simulations.

In this paper, we use an aerial base station (aerial-BS) to enhance fairness in a dynamic environment with user mobility. The problem of optimally placing the aerial-BS is a non-deterministic polynomial-time hard (NP-hard) problem. Moreover, the network topology is subject to continuous changes due to the user mobility. These issues intensify the quest to develop an adaptive and fast algorithm for 3D placement of the aerial-BS. To this end, we propose a method based on reinforcement learning to achieve these goals. Simulation results show that our method increases fairness among users in a reasonable computing time, while the solution is comparatively close to the optimal solution obtained by exhaustive search.

Probabilistic programming is a powerful abstraction for statistical machine learning. Applying static analysis methods to probabilistic programs could serve to optimize the learning process, automatically verify properties of models, and improve the programming interface for users. This field of static analysis for probabilistic programming (SAPP) is young and unorganized, consisting of a constellation of techniques with various goals and limitations. The primary aim of this work is to synthesize the major contributions of the SAPP field within an organizing structure and context. We provide technical background for static analysis and probabilistic programming, suggest a functional taxonomy for probabilistic programming languages, and analyze the applicability of major ideas in the SAPP field. We conclude that, while current static analysis techniques for probabilistic programs have practical limitations, there are a number of future directions with high potential to improve the state of statistical machine learning.

The inverse Potts problem to infer the Boltzmann distribution for homologous protein sequences from their single-site and pairwise frequencies recently attracts a great deal of attention due to its capacity to accurately predict residue-residue contacts in a 3D protein complex. A Boltzmann machine for the accurate estimation of the field and coupling interactions, which is required for other studies in protein evolution and folding, is studied about learning methods, regularization models and a tuning method of regularization parameters in order to infer the interactions with reasonable characteristics. Using $L_2$ regularization for fields, group $L_1$ for couplings is shown to be very effective for parse couplings in comparison with $L_2$ and with $L_1$. Two regularization parameters for fields and couplings are tuned to yield equal values for both the sample average and the ensemble average of evolutionary energies of natural proteins. Both the averages along a learning process smoothly change and converge, but their profiles are very different between the learning methods. Most per-parameter adaptive learning methods invented for machine learning cannot learn reasonable parameters for sparse-interaction systems. A modified Adam (ModAdam) method is invented to make step-size proportional to the partial derivative for sparse couplings and to use a soft thresholding function for group $L_1$. It is shown by first inferring interactions from protein sequences and then from Monte Carlo samples that the fields and couplings can be well recovered by the group $L_1$ and the ModAdam method. However, the distribution of evolutionary energies over natural proteins is shifted towards lower energies from that of Monte Carlo samples, indicating that there may be higher-order interactions to favor natural sequences.

Continuous-time Bayesian Networks (CTBNs) represent a compact yet powerful framework for understanding multivariate time-series data. Given complete data, parameters and structure can be estimated efficiently in closed-form. However, if data is incomplete, the latent states of the CTBN have to be estimated by laboriously simulating the intractable dynamics of the assumed CTBN. This is a problem, especially for structure learning tasks, where this has to be done for each element of super-exponentially growing set of possible structures. In order to circumvent this notorious bottleneck, we develop a novel gradient-based approach to structure learning. Instead of sampling and scoring all possible structures individually, we assume the generator of the CTBN to be composed as a mixture of generators stemming from different structures. In this framework, structure learning can be performed via a gradient-based optimization of mixture weights. We combine this approach with a novel variational method that allows for the calculation of the marginal likelihood of a mixture in closed-form. We proof the scalability of our method by learning structures of previously inaccessible sizes from synthetic and real-world data.

Maximum Likelihood Estimation (MLE) is the bread and butter of system inference for stochastic systems. In some generality, MLE will converge to the correct model in the infinite data limit. In the context of physical approaches to system inference, such as Boltzmann machines, MLE requires the arduous computation of partition functions summing over all configurations, both observed and unobserved. We present here a conceptually and computationally transparent data-driven approach to system inference that is based on the simple question: How should the Boltzmann weights of observed configurations be modified to make the probability distribution of observed configurations close to a flat distribution? This algorithm gives accurate inference by using only observed configurations for systems with a large number of degrees of freedom where other approaches are intractable.

Gene regulatory networks play a crucial role in controlling an organism's biological processes, which is why there is significant interest in developing computational methods that are able to extract their structure from high-throughput genetic data. Many of these computational methods are designed to infer individual regulatory relationships among genes from data on gene expression. We propose a novel efficient Bayesian method for discovering local causal relationships among triplets of (normally distributed) variables. In our approach, we score covariance structures for each triplet in one go and incorporate available background knowledge in the form of priors to derive posterior probabilities over local causal structures. Our method is flexible in the sense that it allows for different types of causal structures and assumptions. We apply our approach to the task of learning causal regulatory relationships among genes. We show that the proposed algorithm produces stable and conservative posterior probability estimates over local causal structures that can be used to derive an honest ranking of the most meaningful regulatory relationships. We demonstrate the stability and efficacy of our method both on simulated data and on real-world data from an experiment on yeast. Introduction Gene regulatory networks (GRNs) play a crucial role in controlling an organism's biological processes, such as cell differentiation and metabolism [1]. If we knew the structure of a GRN, we could intervene in the developmental process of the organism, for instance by targeting a specific gene with drugs. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/ . Gene regulatory relationships are inherently causal: one can manipulate the expression level of one gene (the'cause') to regulate that of another gene (the'effect'). Because of this, many GRN inference algorithms rely on causal modeling. Causal networks such as GRNs can be inferred globally or locally.

Now a day, model free algorithm achieve state of art performance on many RL problems, but the low efficiency of model free algorithm limited the usage. We combine model base RL, soft actor-critic framework, and curiosity. proposed an agent called RMC, giving a promise way to achieve good performance while maintain data efficiency. We suppress the performance of SAC and achieve state of the art performance, both on efficiency and stability. Meanwhile we can solving POMDP problem and achieve great generalization from MDP to POMDP.