Learning precise surrogate models of complex computer simulations and physical machines often require long-lasting or expensive experiments. Furthermore, the modeled physical dependencies exhibit nonlinear and nonstationary behavior. Machine learning methods that are used to produce the surrogate model should therefore address these problems by providing a scheme to keep the number of queries small, e.g. by using active learning and be able to capture the nonlinear and nonstationary properties of the system. One way of modeling the nonstationarity is to induce input-partitioning, a principle that has proven to be advantageous in active learning for Gaussian processes. However, these methods either assume a known partitioning, need to introduce complex sampling schemes or rely on very simple geometries. In this work, we present a simple, yet powerful kernel family that incorporates a partitioning that: i) is learnable via gradient-based methods, ii) uses a geometry that is more flexible than previous ones, while still being applicable in the low data regime. Thus, it provides a good prior for active learning procedures. We empirically demonstrate excellent performance on various active learning tasks.

Blind source separation (BSS) aims to recover an unobserved signal $S$ from its mixture $X=f(S)$ under the condition that the effecting transformation $f$ is invertible but unknown. As this is a basic problem with many practical applications, a fundamental issue is to understand how the solutions to this problem behave when their supporting statistical prior assumptions are violated. In the classical context of linear mixtures, we present a general framework for analysing such violations and quantifying their impact on the blind recovery of $S$ from $X$. Modelling $S$ as a multidimensional stochastic process, we introduce an informative topology on the space of possible causes underlying a mixture $X$, and show that the behaviour of a generic BSS-solution in response to general deviations from its defining structural assumptions can be profitably analysed in the form of explicit continuity guarantees with respect to this topology. This allows for a flexible and convenient quantification of general model uncertainty scenarios and amounts to the first comprehensive robustness framework for BSS. Our approach is entirely constructive, and we demonstrate its utility with novel theoretical guarantees for a number of statistical applications.

Support Vector Machines (SVM) are one of the most powerful machine learning models around, and this topic has been one that students have requested ever since I started making courses. These days, everyone seems to be talking about deep learning, but in fact there was a time when support vector machines were seen as superior to neural networks. One of the things you'll learn about in this course is that a support vector machine actually is a neural network, and they essentially look identical if you were to draw a diagram. The toughest obstacle to overcome when you're learning about support vector machines is that they are very theoretical. This theory very easily scares a lot of people away, and it might feel like learning about support vector machines is beyond your ability.

Now, depending on your use case, You can identify the type of machine learning model you need (We will not be talking about the core ML concepts and how to choose the ML model for the use case in this article.). Once we have the type of ML model that we need, we can use the GoogleSQL queries to create the model. The syntax for creating the model can be found here. For example, to create a logistic regression model using the Google Analytics sample dataset for BigQuery. The following GoogleSQL query is used to create the model you use to predict whether a website visitor will make a transaction.

Next, we cover Unsupervised Learning techniques such as density estimation, clustering, and principal component analysis. Important tools in unsupervised learning include the cross-entropy training loss, mixture models, the Expectation–Maximization algorithm, and the Singular Value Decomposition. This is followed by Regression. The purpose of this chapter is to explain the mathematical ideas behind regression models and their practical aspects.

Detecting abrupt changes in the community structure of a network from noisy observations is a fundamental problem in statistics and machine learning. This paper presents an online change detection algorithm called Spectral-CUSUM to detect unknown network structure changes through a generalized likelihood ratio statistic. We characterize the average run length (ARL) and the expected detection delay (EDD) of the Spectral-CUSUM procedure and prove its asymptotic optimality. Finally, we demonstrate the good performance of the Spectral-CUSUM procedure and compare it with several baseline methods using simulations and real data examples on seismic event detection using sensor network data.

Approximate message passing (AMP) emerges as an effective iterative paradigm for solving high-dimensional statistical problems. However, prior AMP theory -- which focused mostly on high-dimensional asymptotics -- fell short of predicting the AMP dynamics when the number of iterations surpasses $o\big(\frac{\log n}{\log\log n}\big)$ (with $n$ the problem dimension). To address this inadequacy, this paper develops a non-asymptotic framework for understanding AMP in spiked matrix estimation. Built upon new decomposition of AMP updates and controllable residual terms, we lay out an analysis recipe to characterize the finite-sample behavior of AMP in the presence of an independent initialization, which is further generalized to allow for spectral initialization. As two concrete consequences of the proposed analysis recipe: (i) when solving $\mathbb{Z}_2$ synchronization, we predict the behavior of spectrally initialized AMP for up to $O\big(\frac{n}{\mathrm{poly}\log n}\big)$ iterations, showing that the algorithm succeeds without the need of a subsequent refinement stage (as conjectured recently by \citet{celentano2021local}); (ii) we characterize the non-asymptotic behavior of AMP in sparse PCA (in the spiked Wigner model) for a broad range of signal-to-noise ratio.

As autonomous vehicles (AVs) become more prevalent on public roads, they will inevitably interact with human-driven vehicles (HVs) in mixed traffic scenarios. To ensure safe interactions between AVs and HVs, it is crucial to account for the uncertain behaviors of HVs when developing control strategies for AVs. In this paper, we propose an efficient learning-based modeling approach for HVs that combines a first-principles model with a Gaussian process (GP) learning-based component. The GP model corrects the velocity prediction of the first-principles model and estimates its uncertainty. Utilizing this model, a model predictive control (MPC) strategy, referred to as GP-MPC, was designed to enhance the safe control of a mixed vehicle platoon by integrating the uncertainty assessment into the distance constraint. We compare our GP-MPC strategy with a baseline MPC that uses only the first-principles model in simulation studies. We show that our GP-MPC strategy provides more robust safe distance guarantees and enables more efficient travel behaviors (higher travel speeds) for all vehicles in the mixed platoon. Moreover, by incorporating a sparse GP technique in HV modeling and a dynamic GP prediction in MPC, we achieve an average computation time for GP-MPC at each time step that is only 5% longer than the baseline MPC, which is approximately 100 times faster than our previous work that did not use these approximations. This work demonstrates how learning-based modeling of HVs can enhance safety and efficiency in mixed traffic involving AV-HV interaction.

Contrastive learning is a cornerstone underlying recent progress in multi-view and multimodal learning, e.g., in representation learning with image/caption pairs. While its effectiveness is not yet fully understood, a line of recent work reveals that contrastive learning can invert the data generating process and recover ground truth latent factors shared between views. In this work, we present new identifiability results for multimodal contrastive learning, showing that it is possible to recover shared factors in a more general setup than the multi-view setting studied previously. Specifically, we distinguish between the multi-view setting with one generative mechanism (e.g., multiple cameras of the same type) and the multimodal setting that is characterized by distinct mechanisms (e.g., cameras and microphones). Our work generalizes previous identifiability results by redefining the generative process in terms of distinct mechanisms with modality-specific latent variables. We prove that contrastive learning can block-identify latent factors shared between modalities, even when there are nontrivial dependencies between factors. We empirically verify our identifiability results with numerical simulations and corroborate our findings on a complex multimodal dataset of image/text pairs. Zooming out, our work provides a theoretical basis for multimodal representation learning and explains in which settings multimodal contrastive learning can be effective in practice.

Emotional Reaction Intensity(ERI) estimation is an important task in multimodal scenarios, and has fundamental applications in medicine, safe driving and other fields. In this paper, we propose a solution to the ERI challenge of the fifth Affective Behavior Analysis in-the-wild(ABAW), a dual-branch based multi-output regression model. The spatial attention is used to better extract visual features, and the Mel-Frequency Cepstral Coefficients technology extracts acoustic features, and a method named modality dropout is added to fusion multimodal features. Our method achieves excellent results on the official validation set.