Using deep reinforcement learning, we train control policies for autonomous vehicles leading a platoon of vehicles onto a roundabout. Using Flow, a library for deep reinforcement learning in micro-simulators, we train two policies, one policy with noise injected into the state and action space and one without any injected noise. In simulation, the autonomous vehicle learns an emergent metering behavior for both policies in which it slows to allow for smoother merging. We then directly transfer this policy without any tuning to the University of Delaware Scaled Smart City (UDSSC), a 1:25 scale testbed for connected and automated vehicles. We characterize the performance of both policies on the scaled city. We show that the noise-free policy winds up crashing and only occasionally metering. However, the noise-injected policy consistently performs the metering behavior and remains collision-free, suggesting that the noise helps with the zero-shot policy transfer. Additionally, the transferred, noise-injected policy leads to a 5% reduction of average travel time and a reduction of 22% in maximum travel time in the UDSSC. Videos of the controllers can be found at https://sites.google.com/view/iccps-policy-transfer.

On 10 October 2017, the development of a Digital Agenda of the Federal Statistical Office of Germany (Destatis) has started (Statistisches Bundesamt 2018). One of many topics that were intensively discussed was Machine Learning. In a meeting at 13-15 November 2017, the office and department heads of Destatis evaluated and prioritised 59 measures of the Digital Agenda according to their benefits and costs. A "Proof of Concept Machine Learning" was given high priority and classified as one of four lighthouse projects of the Digital Agenda. The content specification was "Proof of Concept Machine Learning - Set up Proof of Concept for Machine Learning, e.g. in business statistics, to perform automatic categorization and improve analysis potential". The deadline for completion of the project was set for mid-2018.

As societies around the world are ageing, the number of Alzheimer's disease (AD) patients is rapidly increasing. To date, no low-cost, non-invasive biomarkers have been established to advance the objectivization of AD diagnosis and progression assessment. Here, we utilize Bayesian neural networks to develop a multivariate predictor for AD severity using a wide range of quantitative EEG (QEEG) markers. The Bayesian treatment of neural networks both automatically controls model complexity and provides a predictive distribution over the target function, giving uncertainty bounds for our regression task. It is therefore well suited to clinical neuroscience, where data sets are typically sparse and practitioners require a precise assessment of the predictive uncertainty. We use data of one of the largest prospective AD EEG trials ever conducted to demonstrate the potential of Bayesian deep learning in this domain, while comparing two distinct Bayesian neural network approaches, i.e., Monte Carlo dropout and Hamiltonian Monte Carlo.

The shape of an object is an important characteristic for many vision problems such as segmentation, detection and tracking. Being independent of appearance, it is possible to generalize to a large range of objects from only small amounts of data. However, shapes represented as silhouette images are challenging to model due to complicated likelihood functions leading to intractable posteriors. In this paper we present a generative model of shapes which provides a low dimensional latent encoding which importantly resides on a smooth manifold with respect to the silhouette images. The proposed model propagates uncertainty in a principled manner allowing it to learn from small amounts of data and providing predictions with associated uncertainty. We provide experiments that show how our proposed model provides favorable quantitative results compared with the state-of-the-art while simultaneously providing a representation that resides on a low-dimensional interpretable manifold.

In this paper, we revisit the Kalman filter theory. After giving the intuition on a simplified financial markets example, we revisit the maths underlying it. We then show that Kalman filter can be presented in a very different fashion using graphical models. This enables us to establish the connection between Kalman filter and Hidden Markov Models. We then look at their application in financial markets and provide various intuitions in terms of their applicability for complex systems such as financial markets. Although this paper has been written more like a self contained work connecting Kalman filter to Hidden Markov Models and hence revisiting well known and establish results, it contains new results and brings additional contributions to the field. First, leveraging on the link between Kalman filter and HMM, it gives new algorithms for inference for extended Kalman filters. Second, it presents an alternative to the traditional estimation of parameters using EM algorithm thanks to the usage of CMA-ES optimization. Third, it examines the application of Kalman filter and its Hidden Markov models version to financial markets, providing various dynamics assumptions and tests. We conclude by connecting Kalman filter approach to trend following technical analysis system and showing their superior performances for trend following detection.

Bayesian optimization (BO) is a powerful method for optimizing complex black-box functions that are costly to evaluate directly. Although useful out of the box, complexities arise when the domain exhibits non-smooth structure, noise, or greater than five dimensions. Extending BO for these issues is non-trivial, which is why we suggest casting BO methods into the probabilistic programming paradigm. These systems (PPS) enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved BO methods. Here we present a probabilistic domain-specific language where BO is native, showing the Bayesian approach to optimization is more naturally expressed in a PPS, and better equipped to address the above issues. We validate the approach on standard optimization benchmarks, while demonstrating the utility of programmable structure to address the inner-optimization problem of BO. Importantly, we also show that the framework enables the user to more readily use advanced techniques such as unscented BO and noisy expected improvement.

Deep learning (DL) defines a data-driven programming paradigm that automatically composes the system decision logic from the training data. In company withthe data explosion and hardware acceleration during the past decade, DL achieves tremendous success in many cutting-edge applications. However, even the state-of-the-art DL systems still suffer from quality and reliability issues. It was only until recently that some preliminary progress was made in testing feed-forward DL systems.In contrast to feed-forward DL systems, recurrent neural networks(RNN) follow a very different architectural design, implementing temporal behaviours and "memory" with loops and internal states. Such stateful nature of RNN contributes to its success in handling sequential inputs such as audio, natural languages and video processing, but also poses new challenges for quality assurance. In this paper, we initiate the very first step towards testing RNN-based stateful DL systems. We model RNN as an abstract state transition system, based on which we define a set of test coverage criteria specialized for stateful DL systems. Moreover, we propose an automated testing framework, DeepCruiser, which systematically generates tests in large scale to uncover defects of stateful DL systems with coverage guidance. Our in-depth evaluation on a state-of-the-art speech-to-text DL system demonstrates the effectiveness of our technique in improving quality and reliability of stateful DL systems.

Learning useful representations with little or no supervision is a key challenge in artificial intelligence. We provide an in-depth review of recent advances in representation learning with a focus on autoencoder-based models. To organize these results we make use of meta-priors believed useful for downstream tasks, such as disentanglement and hierarchical organization of features. In particular, we uncover three main mechanisms to enforce such properties, namely (i) regularizing the (approximate or aggregate) posterior distribution, (ii) factorizing the encoding and decoding distribution, or (iii) introducing a structured prior distribution. While there are some promising results, implicit or explicit supervision remains a key enabler and all current methods use strong inductive biases and modeling assumptions. Finally, we provide an analysis of autoencoder-based representation learning through the lens of rate-distortion theory and identify a clear tradeoff between the amount of prior knowledge available about the downstream tasks, and how useful the representation is for this task.

In Bayesian classification, it is important to establish a probabilistic model for each class for likelihood estimation. Most of the previous methods modeled the probability distribution in the whole sample space. However, real-world problems are usually too complex to model in the whole sample space; some fundamental assumptions are required to simplify the global model, for example, the class conditional independence assumption for naive Bayesian classification. In this paper, with the insight that the distribution in a local sample space should be simpler than that in the whole sample space, a local probabilistic model established for a local region is expected much simpler and can relax the fundamental assumptions that may not be true in the whole sample space. Based on these advantages we propose establishing local probabilistic models for Bayesian classification. In addition, a Bayesian classifier adopting a local probabilistic model can even be viewed as a generalized local classification model; by tuning the size of the local region and the corresponding local model assumption, a fitting model can be established for a particular classification problem. The experimental results on several real-world datasets demonstrate the effectiveness of local probabilistic models for Bayesian classification.

We present a machine learning framework for multi-agent systems to learn both the optimal policy for maximizing the rewards and the encoding of the high dimensional visual observation. The encoding is useful for sharing local visual observations with other agents under communication resource constraints. The actor-encoder encodes the raw images and chooses an action based on local observations and messages sent by the other agents. The machine learning agent generates not only an actuator command to the physical device, but also a communication message to the other agents. We formulate a reinforcement learning problem, which extends the action space to consider the communication action as well. The feasibility of the reinforcement learning framework is demonstrated using a 3D simulation environment with two collaborating agents. The environment provides realistic visual observations to be used and shared between the two agents.