We study the problem of sparsity constrained $M$-estimation with arbitrary corruptions to both {\em explanatory and response} variables in the high-dimensional regime, where the number of variables $d$ is larger than the sample size $n$. Our main contribution is a highly efficient gradient-based optimization algorithm that we call Trimmed Hard Thresholding -- a robust variant of Iterative Hard Thresholding (IHT) by using trimmed mean in gradient computations. Our algorithm can deal with a wide class of sparsity constrained $M$-estimation problems, and we can tolerate a nearly dimension independent fraction of arbitrarily corrupted samples. More specifically, when the corrupted fraction satisfies $\epsilon \lesssim {1} /\left({\sqrt{k} \log (nd)}\right)$, where $k$ is the sparsity of the parameter, we obtain accurate estimation and model selection guarantees with optimal sample complexity. Furthermore, we extend our algorithm to sparse Gaussian graphical model (precision matrix) estimation via a neighborhood selection approach. We demonstrate the effectiveness of robust estimation in sparse linear, logistic regression, and sparse precision matrix estimation on synthetic and real-world US equities data.

Ensuring that classifiers are non-discriminatory or fair with respect to a sensitive feature (e.g., race or gender) is a topical problem. Progress in this task requires fixing a definition of fairness, and there have been several proposals in this regard over the past few years. Several of these, however, assume either binary sensitive features (thus precluding categorical or real-valued sensitive groups), or result in non-convex objectives (thus adversely affecting the optimisation landscape). In this paper, we propose a new definition of fairness that generalises some existing proposals, while allowing for generic sensitive features and resulting in a convex objective. The key idea is to enforce that the expected losses (or risks) across each subgroup induced by the sensitive feature are commensurate. We show how this relates to the rich literature on risk measures from mathematical finance. As a special case, this leads to a new convex fairness-aware objective based on minimising the conditional value at risk (CVaR).

Developers have to collect thousands of voice samples and annotate them by hand, a process that often takes weeks. That's why researchers at Amazon's Alexa division pursued transfer learning, which leverages a neural network -- i.e., layers of mathematical functions that mimic neurons in the brain -- trained on a large dataset of previously annotated samples to bootstrap training in a new domain with sparse data. In a newly published paper ("Unsupervised Transfer Learning for Spoken Language Understanding in Intelligent Agents"), Alexa AI scientists describe a technique that taps millions of unannotated interactions with Amazon's voice assistant to reduce errors by 8 percent. They'll present the fruit of their labor at the Association for the Advancement of Artificial Intelligence (AAAI) in Honolulu, Hawaii later this year. These interactions were used to train an AI system to generate embeddings -- numerical representations of words -- such that words with similar functions were grouped closely together.

Next-generation wireless networks (NGWN) have a substantial potential in terms of supporting a broad range of complex compelling applications both in military and civilian fields, where the users are able to enjoy high-rate, low-latency, low-cost and reliable information services. Achieving this ambitious goal requires new radio techniques for adaptive learning and intelligent decision making because of the complex heterogeneous nature of the network structures and wireless services. Machine learning algorithms have great success in supporting big data analytics, efficient parameter estimation and interactive decision making. Hence, in this article, we review the thirty-year history of machine learning by elaborating on supervised learning, unsupervised learning, reinforcement learning and deep learning, respectively. Furthermore, we investigate their employment in the compelling applications of NGWNs, including heterogeneous networks (HetNets), cognitive radios (CR), Internet of things (IoT), machine to machine networks (M2M), and so on. This article aims for assisting the readers in clarifying the motivation and methodology of the various machine learning algorithms, so as to invoke them for hitherto unexplored services as well as scenarios of future wireless networks.

We propose the predictability, computability, and stability (PCS) framework to extract reproducible knowledge from data that can guide scientific hypothesis generation and experimental design. The PCS framework builds on key ideas in machine learning, using predictability as a reality check and evaluating computational considerations in data collection, data storage, and algorithm design. It augments PC with an overarching stability principle, which largely expands traditional statistical uncertainty considerations. In particular, stability assesses how results vary with respect to choices (or perturbations) made across the data science life cycle, including problem formulation, pre-processing, modeling (data and algorithm perturbations), and exploratory data analysis (EDA) before and after modeling. Furthermore, we develop PCS inference to investigate the stability of data results and identify when models are consistent with relatively simple phenomena. We compare PCS inference with existing methods, such as selective inference, in high-dimensional sparse linear model simulations to demonstrate that our methods consistently outperform others in terms of ROC curves over a wide range of simulation settings. Finally, we propose a PCS documentation based on Rmarkdown, iPython, or Jupyter Notebook, with publicly available, reproducible codes and narratives to back up human choices made throughout an analysis. The PCS workflow and documentation are demonstrated in a genomics case study available on Zenodo.

Convolutional Neural Networks (CNNs) are widely used to solve classification tasks in computer vision. However, they can be tricked into misclassifying specially crafted `adversarial' samples -- and samples built to trick one model often work alarmingly well against other models trained on the same task. In this paper we introduce Sitatapatra, a system designed to block the transfer of adversarial samples. It diversifies neural networks using a key, as in cryptography, and provides a mechanism for detecting attacks. What's more, when adversarial samples are detected they can typically be traced back to the individual device that was used to develop them. The run-time overheads are minimal permitting the use of Sitatapatra on constrained systems.

Local competition among neighboring neurons is a common procedure taking place in biological systems. This finding has inspired research on more biologically plausible deep networks that comprise competing linear units, as opposed to nonlinear units that do not entail any form of (local) competition. This paper revisits this modeling paradigm, with the aim of enabling inference of networks that retain state-of-the-art accuracy for the least possible model complexity; this includes the needed number of connections or locally competing sets of units, as well as the required floating-point precision for storing the network weights. To this end, we leverage solid arguments from the field of Bayesian nonparametrics. Specifically, we introduce auxiliary discrete latent variables of model component utility, and perform Bayesian inference over them. Then, we impose appropriate stick-breaking priors over the introduced discrete latent variables; these give rise to a well-established sparsity-inducing mechanism. As we experimentally show using benchmark datasets, our approach yields networks with less memory footprint than the state-of-the-art, and with no compromises in predictive accuracy.

Recognizing pedestrian attributes is an important task in computer vision community due to it plays an important role in video surveillance. Many algorithms has been proposed to handle this task. The goal of this paper is to review existing works using traditional methods or based on deep learning networks. Firstly, we introduce the background of pedestrian attributes recognition (PAR, for short), including the fundamental concepts of pedestrian attributes and corresponding challenges. Secondly, we introduce existing benchmarks, including popular datasets and evaluation criterion. Thirdly, we analyse the concept of multi-task learning and multi-label learning, and also explain the relations between these two learning algorithms and pedestrian attribute recognition. We also review some popular network architectures which have widely applied in the deep learning community. Fourthly, we analyse popular solutions for this task, such as attributes group, part-based, \emph{etc}. Fifthly, we shown some applications which takes pedestrian attributes into consideration and achieve better performance. Finally, we summarized this paper and give several possible research directions for pedestrian attributes recognition. The project page of this paper can be found from the following website: \url{https://sites.google.com/view/ahu-pedestrianattributes/}.

The classification of shapes is of great interest in diverse areas ranging from medical imaging to computer vision and beyond. While many statistical frameworks have been developed for the classification problem, most are strongly tied to early formulations of the problem - with an object to be classified described as a vector in a relatively low-dimensional Euclidean space. Statistical shape data have two main properties that suggest a need for a novel approach: (i) shapes are inherently infinite dimensional with strong dependence among the positions of nearby points, and (ii) shape space is not Euclidean, but is fundamentally curved. To accommodate these features of the data, we work with the square-root velocity function of the curves to provide a useful formal description of the shape, pass to tangent spaces of the manifold of shapes at different projection points which effectively separate shapes for pairwise classification in the training data, and use principal components within these tangent spaces to reduce dimensionality. We illustrate the impact of the projection point and choice of subspace on the misclassification rate with a novel method of combining pairwise classifiers.

Systematic trading strategies are algorithmic procedures that allocate assets aiming to optimize a certain performance criterion. To obtain an edge in a highly competitive environment, the analyst needs to proper fine-tune its strategy, or discover how to combine weak signals in novel alpha creating manners. Both aspects, namely fine-tuning and combination, have been extensively researched using several methods, but emerging techniques such as Generative Adversarial Networks can have an impact into such aspects. Therefore, our work proposes the use of Conditional Generative Adversarial Networks (cGANs) for trading strategies calibration and aggregation. To this purpose, we provide a full methodology on: (i) the training and selection of a cGAN for time series data; (ii) how each sample is used for strategies calibration; and (iii) how all generated samples can be used for ensemble modelling. To provide evidence that our approach is well grounded, we have designed an experiment with multiple trading strategies, encompassing 579 assets. We compared cGAN with an ensemble scheme and model validation methods, both suited for time series. Our results suggest that cGANs are a suitable alternative for strategies calibration and combination, providing outperformance when the traditional techniques fail to generate any alpha.