We first consider the sources of uncertainty in NNs, and briefly review Bayesian Neural Networks (BNN), the group of Bayesian approaches to tackle uncertainties in NNs. After presenting mathematical formulation of MC dropout, we proceed to suggesting potential benefits and associated costs for using MC dropout in typical NN models, with the results from our experiments.

The construction of replication strategies for contingent claims in the presence of risk and market friction is a key problem of financial engineering. In real markets, continuous replication, such as in the model of Black, Scholes and Merton, is not only unrealistic but it is also undesirable due to high transaction costs. Over the last decades stochastic optimal-control methods have been developed to balance between effective replication and losses. More recently, with the rise of artificial intelligence, temporal-difference Reinforcement Learning, in particular variations of $Q$-learning in conjunction with Deep Neural Networks, have attracted significant interest. From a practical point of view, however, such methods are often relatively sample inefficient, hard to train and lack performance guarantees. This motivates the investigation of a stable benchmark algorithm for hedging. In this article, the hedging problem is viewed as an instance of a risk-averse contextual $k$-armed bandit problem, for which a large body of theoretical results and well-studied algorithms are available. We find that the $k$-armed bandit model naturally fits to the $P\&L$ formulation of hedging, providing for a more accurate and sample efficient approach than $Q$-learning and reducing to the Black-Scholes model in the absence of transaction costs and risks.

Attributed graph embedding, which learns vector representations from graph topology and node features, is a challenging task for graph analysis. Recently, methods based on graph convolutional networks (GCNs) have made great progress on this task. However,existing GCN-based methods have three major drawbacks. Firstly,our experiments indicate that the entanglement of graph convolutional filters and weight matrices will harm both the performance and robustness. Secondly, we show that graph convolutional filters in these methods reveal to be special cases of generalized Laplacian smoothing filters, but they do not preserve optimal low-pass characteristics. Finally, the training objectives of existing algorithms are usually recovering the adjacency matrix or feature matrix, which are not always consistent with real-world applications. To address these issues, we propose Adaptive Graph Encoder (AGE), a novel attributed graph embedding framework. AGE consists of two modules: (1) To better alleviate the high-frequency noises in the node features, AGE first applies a carefully-designed Laplacian smoothing filter. (2) AGE employs an adaptive encoder that iteratively strengthens the filtered features for better node embeddings. We conduct experiments using four public benchmark datasets to validate AGE on node clustering and link prediction tasks. Experimental results show that AGE consistently outperforms state-of-the-art graph embedding methods considerably on these tasks.

Graph neural networks (GNNs) have emerged as a powerful approach for solving many network mining tasks. However, learning on large graphs remains a challenge - many recently proposed scalable GNN approaches rely on an expensive message-passing procedure to propagate information through the graph. We present the PPRGo model which utilizes an efficient approximation of information diffusion in GNNs resulting in significant speed gains while maintaining state-of-the-art prediction performance. In addition to being faster, PPRGo is inherently scalable, and can be trivially parallelized for large datasets like those found in industry settings. We demonstrate that PPRGo outperforms baselines in both distributed and single-machine training environments on a number of commonly used academic graphs. To better analyze the scalability of large-scale graph learning methods, we introduce a novel benchmark graph with 12.4 million nodes, 173 million edges, and 2.8 million node features. We show that training PPRGo from scratch and predicting labels for all nodes in this graph takes under 2 minutes on a single machine, far outpacing other baselines on the same graph. We discuss the practical application of PPRGo to solve large-scale node classification problems at Google.

In optical coherence tomography (OCT) volumes of retina, the sequential acquisition of the individual slices makes this modality prone to motion artifacts, misalignments between adjacent slices being the most noticeable. Any distortion in OCT volumes can bias structural analysis and influence the outcome of longitudinal studies. On the other hand, presence of speckle noise that is characteristic of this imaging modality, leads to inaccuracies when traditional registration techniques are employed. Also, the lack of a well-defined ground truth makes supervised deep-learning techniques ill-posed to tackle the problem. In this paper, we tackle these issues by using deep reinforcement learning to correct inter-frame movements in an unsupervised manner. Specifically, we use dueling deep Q-network to train an artificial agent to find the optimal policy, i.e. a sequence of actions, that best improves the alignment by maximizing the sum of reward signals. Instead of relying on the ground-truth of transformation parameters to guide the rewarding system, for the first time, we use a combination of intensity based image similarity metrics. Further, to avoid the agent bias towards speckle noise, we ensure the agent can see retinal layers as part of the interacting environment. For quantitative evaluation, we simulate the eye movement artifacts by applying 2D rigid transformations on individual B-scans. The proposed model achieves an average of 0.985 and 0.914 for normalized mutual information and correlation coefficient, respectively. We also compare our model with elastix intensity based medical image registration approach, where significant improvement is achieved by our model for both noisy and denoised volumes.

These effects Genome-Wide Association Studies are typically may play an important role in complex diseases (Bell conducted using linear models to find genetic variants et al., 2011). Since deep networks are known to be able to associated with common diseases. In these model arbitrarily complicated nonlinear functions of their studies, association testing is done on a variant-byvariant inputs (Goodfellow et al., 2016), we aim to use them to basis, possibly missing out on nonlinear predict complex disease outcomes from genetic data, and interaction effects between variants. Deep networks then interpret them (sample by sample) to discover novel can be used to model these interactions, but interactions between SNPs that are significant predictors of they are difficult to train and interpret on large the disease outcome.

In this paper we provide an approach for deep learning that protects against adversarial examples in image classification-type networks. The approach relies on two mechanisms:1) a mechanism that increases robustness at the expense of accuracy, and, 2) a mechanism that improves accuracy but does not always increase robustness. We show that an approach combining the two mechanisms can provide protection against adversarial examples while retaining accuracy. We formulate potential attacks on our approach and provide experimental results to demonstrate the effectiveness of our approach.

Neural Architecture Search (NAS) has been used recently to achieve improved performance in various tasks and most prominently in image classification. Yet, current search strategies rely on large labeled datasets, which limit their usage in the case where only a smaller fraction of the data is annotated. Self-supervised learning has shown great promise in training neural networks using unlabeled data. In this work, we propose a self-supervised neural architecture search (SSNAS) that allows finding novel network models without the need for labeled data. We show that such a search leads to comparable results to supervised training with a "fully labeled" NAS and that it can improve the performance of self-supervised learning. Moreover, we demonstrate the advantage of the proposed approach when the number of labels in the search is relatively small.

We present a novel method for learning the weights of an artificial neural network - a Message Passing Learning Protocol (MPLP). In MPLP, we abstract every operations occurring in ANNs as independent agents. Each agent is responsible for ingesting incoming multidimensional messages from other agents, updating its internal state, and generating multidimensional messages to be passed on to neighbouring agents. We demonstrate the viability of MPLP as opposed to traditional gradient-based approaches on simple feed-forward neural networks, and present a framework capable of generalizing to non-traditional neural network architectures. MPLP is meta learned using end-to-end gradient-based meta-optimisation. We further discuss the observed properties of MPLP and hypothesize its applicability on various fields of deep learning.

A Dutch artist is using modern technology to create realistic photo-style portraits of famous figures only depicted in paint and sculpture. Bas Uterwijk, from Amsterdam, explained that he wanted to see if he could create realistic digital renderings of key faces in history, including Vincent Van Gogh and Napoleon. He also turned his talents to statues like Michelangelo's David and the Statue of Liberty. Bas uses Artbreeder, a'deep-learning' software which can create life-like images from scratch or based on a composite of different portraits. Bas Uterwijk, from Amsterdam, can create likenesses of famous historical figures using'deep-learning' technology.