In this paper, we propose deep learning techniques for econometrics, specifically for causal inference and for estimating individual as well as average treatment effects. The contribution of this paper is twofold: 1. For generalized neighbor matching to estimate individual and average treatment effects, we analyze the use of autoencoders for dimensionality reduction while maintaining the local neighborhood structure among the data points in the embedding space. This deep learning based technique is shown to perform better than simple k nearest neighbor matching for estimating treatment effects, especially when the data points have several features/covariates but reside in a low dimensional manifold in high dimensional space. We also observe better performance than manifold learning methods for neighbor matching. 2. Propensity score matching is one specific and popular way to perform matching in order to estimate average and individual treatment effects. We propose the use of deep neural networks (DNNs) for propensity score matching, and present a network called PropensityNet for this. This is a generalization of the logistic regression technique traditionally used to estimate propensity scores and we show empirically that DNNs perform better than logistic regression at propensity score matching. Code for both methods will be made available shortly on Github at: https://github.com/vikas84bf

In the recent literature the important role of depth in deep learning has been emphasized. In this paper we argue that sufficient width of a feedforward network is equally important by answering the simple question under which conditions the decision regions of a neural network are connected. It turns out that for a class of activation functions including leaky ReLU, neural networks having a pyramidal structure, that is no layer has more hidden units than the input dimension, produce necessarily connected decision regions. This implies that a sufficiently wide layer is necessary to produce disconnected decision regions. We discuss the implications of this result for the construction of neural networks, in particular the relation to the problem of adversarial manipulation of classifiers.

Commercial activity trackers are set to become an essential tool in health research, due to increasing availability in the general population. The corresponding vast amounts of mostly unlabeled data pose a challenge to statistical modeling approaches. To investigate the feasibility of deep learning approaches for unsupervised learning with such data, we examine weekly usage patterns of Fitbit activity trackers with deep Boltzmann machines (DBMs). This method is particularly suitable for modeling complex joint distributions via latent variables. We also chose this specific procedure because it is a generative approach, i.e., artificial samples can be generated to explore the learned structure. We describe how the data can be preprocessed to be compatible with binary DBMs. The results reveal two distinct usage patterns in which one group frequently uses trackers on Mondays and Tuesdays, whereas the other uses trackers during the entire week. This exemplary result shows that DBMs are feasible and can be useful for modeling activity tracker data.

We propose Scheduled Auxiliary Control (SAC-X), a new learning paradigm in the context of Reinforcement Learning (RL). SAC-X enables learning of complex behaviors - from scratch - in the presence of multiple sparse reward signals. To this end, the agent is equipped with a set of general auxiliary tasks, that it attempts to learn simultaneously via off-policy RL. The key idea behind our method is that active (learned) scheduling and execution of auxiliary policies allows the agent to efficiently explore its environment - enabling it to excel at sparse reward RL. Our experiments in several challenging robotic manipulation settings demonstrate the power of our approach. A video of the rich set of learned behaviours can be found at https://youtu.be/mPKyvocNe M.

Deep neural networks have excelled on a wide range of problems, from vision to language and game playing. Neural networks very gradually incorporate information into weights as they process data, requiring very low learning rates. If the training distribution shifts, the network is slow to adapt, and when it does adapt, it typically performs badly on the training distribution before the shift. Our method, Memory-based Parameter Adaptation, stores examples in memory and then uses a context-based lookup to directly modify the weights of a neural network. Much higher learning rates can be used for this local adaptation, reneging the need for many iterations over similar data before good predictions can be made. As our method is memory-based, it alleviates several shortcomings of neural networks, such as catastrophic forgetting, fast, stable acquisition of new knowledge, learning with an imbalanced class labels, and fast learning during evaluation. We demonstrate this on a range of supervised tasks: large-scale image classification and language modelling.

In this paper, we explore deep reinforcement learning algorithms for vision-based robotic grasping. Model-free deep reinforcement learning (RL) has been successfully applied to a range of challenging environments, but the proliferation of algorithms makes it difficult to discern which particular approach would be best suited for a rich, diverse task like grasping. To answer this question, we propose a simulated benchmark for robotic grasping that emphasizes off-policy learning and generalization to unseen objects. Off-policy learning enables utilization of grasping data over a wide variety of objects, and diversity is important to enable the method to generalize to new objects that were not seen during training. We evaluate the benchmark tasks against a variety of Q-function estimation methods, a method previously proposed for robotic grasping with deep neural network models, and a novel approach based on a combination of Monte Carlo return estimation and an off-policy correction. Our results indicate that several simple methods provide a surprisingly strong competitor to popular algorithms such as double Q-learning, and our analysis of stability sheds light on the relative tradeoffs between the algorithms.

We present and evaluate Deep Private-Feature Extractor (DPFE), a deep model which is trained and evaluated based on information theoretic constraints. Using the selective exchange of information between a user's device and a service provider, DPFE enables the user to prevent certain sensitive information from being shared with a service provider, while allowing them to extract approved information using their model. We introduce and utilize the log-rank privacy, a novel measure to assess the effectiveness of DPFE in removing sensitive information and compare different models based on their accuracy-privacy tradeoff. We then implement and evaluate the performance of DPFE on smartphones to understand its complexity, resource demands, and efficiency tradeoffs. Our results on benchmark image datasets demonstrate that under moderate resource utilization, DPFE can achieve high accuracy for primary tasks while preserving the privacy of sensitive features.

In this paper we introduce a novel method of gradient normalization and decay with respect to depth. Our method leverages the simple concept of normalizing all gradients in a deep neural network, and then decaying said gradients with respect to their depth in the network. Our proposed normalization and decay techniques can be used in conjunction with most current state of the art optimizers and are a very simple addition to any network. This method, although simple, showed improvements in convergence time on state of the art networks such as DenseNet and ResNet on image classification tasks, as well as on an LSTM for natural language processing tasks.

Deep learning methods have achieved high performance in sound recognition tasks. Deciding how to feed the training data is important for further performance improvement. We propose a novel learning method for deep sound recognition: Between-Class learning (BC learning). Our strategy is to learn a discriminative feature space by recognizing the between-class sounds as between-class sounds. We generate between-class sounds by mixing two sounds belonging to different classes with a random ratio. We then input the mixed sound to the model and train the model to output the mixing ratio. The advantages of BC learning are not limited only to the increase in variation of the training data; BC learning leads to an enlargement of Fisher's criterion in the feature space and a regularization of the positional relationship among the feature distributions of the classes. The experimental results show that BC learning improves the performance on various sound recognition networks, datasets, and data augmentation schemes, in which BC learning proves to be always beneficial. Furthermore, we construct a new deep sound recognition network (EnvNet-v2) and train it with BC learning. As a result, we achieved a performance surpasses the human level.

This is the second part of the article about investment strategies applied to the market of crypto assets. With the breakthrough of Deep Neural Networks and Reinforcement Learning we can deeply explore many entrenched problems at the financial markets which haven't been reachable till now. The investors' interest in topic is growing rapidly and here are some intriguing opinions about using Deep Learning on financial markets: There are existing a lot of Deep Learning approaches to the financial market trading. However many of them try to predict price movements or trends (Heaton et al., 2016; Niaki and Hoseinzade, 2013; Freitas et al., 2009). With history prices of all assets as its input, a neural network can output a predicted vector of asset prices for the next period.The performance of these price-prediction-based algorithms however highly depend on the degree of prediction accuracy, but it turns out that future market prices are too difficult to predict.