Secret to GoogleBrain and RankBrain algorithm revealed. One is going to give a historical overview about GoogleBrain and analyse the pattern, then we will conclude our finding about the current situation and future changes in search engine algorithm. Back in 2006 there were some interests in implementing artificial intelligence in Google search engine algorithm. A few years later in 2014, GoogleBrain was established after acquisition of DeepMind, a British artificial intelligence company which was founded in 2010. They worked on how to play video games based on machine learning and artificial neural networks (ANNs).

Variational Bayesian neural nets combine the flexibility of deep learning with Bayesian uncertainty estimation. Unfortunately, there is a tradeoff between cheap but simple variational families (e.g.~fully factorized) or expensive and complicated inference procedures. We show that natural gradient ascent with adaptive weight noise implicitly fits a variational posterior to maximize the evidence lower bound (ELBO). This insight allows us to train full-covariance, fully factorized, or matrix-variate Gaussian variational posteriors using noisy versions of natural gradient, Adam, and K-FAC, respectively, making it possible to scale up to modern-size ConvNets. On standard regression benchmarks, our noisy K-FAC algorithm makes better predictions and matches Hamiltonian Monte Carlo's predictive variances better than existing methods. Its improved uncertainty estimates lead to more efficient exploration in active learning, and intrinsic motivation for reinforcement learning.

In this paper, we provide new insights on the Unadjusted Langevin Algorithm. We show that this method can be formulated as a first order optimization algorithm of an objective functional defined on the Wasserstein space of order $2$. Using this interpretation and techniques borrowed from convex optimization, we give a non-asymptotic analysis of this method to sample from logconcave smooth target distribution on $\mathbb{R}^d$. Our proofs are then easily extended to the Stochastic Gradient Langevin Dynamics, which is a popular extension of the Unadjusted Langevin Algorithm. Finally, this interpretation leads to a new methodology to sample from a non-smooth target distribution, for which a similar study is done.

This work considers the problem of provably optimal reinforcement learning for (episodic) finite horizon MDPs, i.e. how an agent learns to maximize his/her (long term) reward in an uncertain environment. The main contribution is in providing a novel algorithm --- Variance-reduced Upper Confidence Q-learning (vUCQ) --- which enjoys a regret bound of $\widetilde{O}(\sqrt{HSAT} + H^5SA)$, where the $T$ is the number of time steps the agent acts in the MDP, $S$ is the number of states, $A$ is the number of actions, and $H$ is the (episodic) horizon time. This is the first regret bound that is both sub-linear in the model size and asymptotically optimal. The algorithm is sub-linear in that the time to achieve $\epsilon$-average regret (for any constant $\epsilon$) is $O(SA)$, which is a number of samples that is far less than that required to learn any (non-trivial) estimate of the transition model (the transition model is specified by $O(S^2A)$ parameters). The importance of sub-linear algorithms is largely the motivation for algorithms such as $Q$-learning and other "model free" approaches. vUCQ algorithm also enjoys minimax optimal regret in the long run, matching the $\Omega(\sqrt{HSAT})$ lower bound. Variance-reduced Upper Confidence Q-learning (vUCQ) is a successive refinement method in which the algorithm reduces the variance in $Q$-value estimates and couples this estimation scheme with an upper confidence based algorithm. Technically, the coupling of both of these techniques is what leads to the algorithm enjoying both the sub-linear regret property and the (asymptotically) optimal regret.

State space models provide an interpretable framework for complex time series by combining an intuitive dynamical system model with a probabilistic observation model. We developed a flexible online learning framework for latent nonlinear state dynamics and filtered latent states. Our method utilizes the stochastic gradient variational Bayes method to jointly optimize the parameters of the nonlinear dynamics, observation model, and the black-box recognition model. Unlike previous approaches, our framework can incorporate non-trivial observation noise models and infer in real-time. We test our method on point process observations driven by continuous attractor dynamics, demonstrating its ability to recover the phase portrait, filtered trajectory, and produce long-term predictions for real-time machine learning.

Latent variable models with hidden binary units appear in various applications. Learning such models, in particular in the presence of noise, is a challenging computational problem. In this paper we propose a novel spectral approach to this problem, based on the eigenvectors of both the second order moment matrix and third order moment tensor of the observed data. We prove that under mild non-degeneracy conditions, our method consistently estimates the model parameters at the optimal parametric rate. Our tensor-based method generalizes previous orthogonal tensor decomposition approaches, where the hidden units were assumed to be either statistically independent or mutually exclusive. We illustrate the consistency of our method on simulated data and demonstrate its usefulness in learning a common model for population mixtures in genetics.

This Chapter, "ABC Samplers", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and algorithms used to sample from the ABC approximation to the posterior distribution, including methods based on rejection/importance sampling, MCMC and sequential Monte Carlo.

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of reasonably good (or safe) policies are already known and we are only interested in optimizing in their convex hull. We show that this problem is NP-hard to solve exactly as well as to approximate to arbitrary accuracy. However, under a condition that is akin to the occupancy measures of the base policies having large overlap, we show that there exists an efficient algorithm that finds a policy that is almost as good as the best convex combination of the base policies. The running time of the proposed algorithm is linear in the number of states and polynomial in the number of base policies. In practice, we demonstrate an efficient implementation for large state problems. Compared to traditional policy gradient methods, the proposed approach has the advantage that, apart from the computation of occupancy measures of some base policies, the iterative method need not interact with the environment during the optimization process. This is especially important in complex systems where estimating the value of a policy can be a time consuming process.

In particular, their cross-sectional shapes help determine their oil-bearing capacity. Current classification schemes for sand body shapes are qualitative, simple, and ad hoc, and so there is a need for a quantitative analysis with the help of statistical models. There are several problems of interest: estimation of shape class parameters given labelled data shapes (a'data shape' is an ordered set of points in R 2); classification of new data shapes; and unsupervised classification. Parameter estimation is described by the probability P(w y,c), where w denotes the shape class parameters andy the dataset, which consists of several data shapes, together with their class labelsc. By Bayes' theorem, this is given by: P(w y,c) P(y w,c) P(w).

In this paper, we unify causal and non-causal feature selection methods based on the Bayesian network framework. We first show that the objectives of causal and non-causal feature selection methods are equal and are to find the Markov blanket of a class attribute, the theoretically optimal feature set for classification. We demonstrate that causal and non-causal feature selection take different assumptions of dependency among features to find Markov blanket, and their algorithms are shown different level of approximation for finding Markov blanket. In this framework, we are able to analyze the sample and error bounds of casual and non-causal methods. We conducted extensive experiments to show the correctness of our theoretical analysis.