End-to-end learners for autonomous driving are deep neural networks that predict the instantaneous steering angle directly from images of the ahead-lying street. These learners must provide reliable uncertainty estimates for their predictions in order to meet safety requirements and initiate a switch to manual control in areas of high uncertainty. Yet end-to-end learners typically only deliver point predictions, since distributional predictions are associated with large increases in training time or additional computational resources during prediction. To address this shortcoming we investigate efficient and scalable approximate inference for the implicit copula neural linear model of Klein, Nott and Smith (2021) in order to quantify uncertainty for the predictions of end-to-end learners. The result are densities for the steering angle that are marginally calibrated, i.e.~the average of the estimated densities equals the empirical distribution of steering angles. To ensure the scalability to large $n$ regimes, we develop efficient estimation based on variational inference as a fast alternative to computationally intensive, exact inference via Hamiltonian Monte Carlo. We demonstrate the accuracy and speed of the variational approach in comparison to Hamiltonian Monte Carlo on two end-to-end learners trained for highway driving using the comma2k19 data set. The implicit copula neural linear model delivers accurate calibration, high-quality prediction intervals and allows to identify overconfident learners. Our approach also contributes to the explainability of black-box end-to-end learners, since predictive densities can be used to understand which steering actions the end-to-end learner sees as valid.

We propose nonparametric Bayesian estimators for causal inference exploiting Regression Discontinuity/Kink (RD/RK) under sharp and fuzzy designs. Our estimators are based on Gaussian Process (GP) regression and classification. The GP methods are powerful probabilistic modeling approaches that are advantageous in terms of derivative estimation and uncertainty qualification, facilitating RK estimation and inference of RD/RK models. These estimators are extended to hierarchical GP models with an intermediate Bayesian neural network layer and can be characterized as hybrid deep learning models. Monte Carlo simulations show that our estimators perform similarly and often better than competing estimators in terms of precision, coverage and interval length. The hierarchical GP models improve upon one-layer GP models substantially. An empirical application of the proposed estimators is provided.

Gradient descent is a iterative optimization algorithm in Linear Regression to find a local minimum of a differential function. The gradient descent algorithm will choose a random initialization at the beginning for slopes and intercept and calculate the Error term. During every iteration it will back check the error term and back propagate and update the Slope and Intercept values until minimizing the error. Learning rate represents the step size and the Partial derivate represent the direction towards it should move. Always recommended to choose a smaller Learning rate so that it will not miss the local minimum.

Presently, nearly all manual tasks are being automated. Machine learning algorithms are changing the definition of manual. It is very evident that machine learning is one of the hottest trends in the tech industry and is incredibly powerful to make predictions, and calculated suggestions based on large amounts of data. Machine learning engineers should be thorough with the routine algorithms to understand ML operations and execute advanced techniques. Here are the top 10 machine learning algorithms every engineer should know.

Recent work has raised concerns on the risk of spurious correlations and unintended biases in statistical machine learning models that threaten model robustness and fairness. In this paper, we propose a simple and intuitive regularization approach to integrate causal knowledge during model training and build a robust and fair model by emphasizing causal features and de-emphasizing spurious features. Specifically, we first manually identify causal and spurious features with principles inspired from the counterfactual framework of causal inference. Then, we propose a regularization approach to penalize causal and spurious features separately. By adjusting the strength of the penalty for each type of feature, we build a predictive model that relies more on causal features and less on non-causal features. We conduct experiments to evaluate model robustness and fairness on three datasets with multiple metrics. Empirical results show that the new models built with causal awareness significantly improve model robustness with respect to counterfactual texts and model fairness with respect to sensitive attributes.

Today's business ecosystem has become very competitive. Customer satisfaction has become a major focus for business growth. Business organizations are spending a lot of money and human resources on various strategies to understand and fulfill their customer's needs. But, because of defective manual analysis on multifarious needs of customers, many organizations are failing to achieve customer satisfaction. As a result, they are losing customer's loyalty and spending extra money on marketing. We can solve the problems by implementing Sentiment Analysis. It is a combined technique of Natural Language Processing (NLP) and Machine Learning (ML). Sentiment Analysis is broadly used to extract insights from wider public opinion behind certain topics, products, and services. We can do it from any online available data. In this paper, we have introduced two NLP techniques (Bag-of-Words and TF-IDF) and various ML classification algorithms (Support Vector Machine, Logistic Regression, Multinomial Naive Bayes, Random Forest) to find an effective approach for Sentiment Analysis on a large, imbalanced, and multi-classed dataset. Our best approaches provide 77% accuracy using Support Vector Machine and Logistic Regression with Bag-of-Words technique.

Francis Bacon popularized the idea that science is based on a process of induction by which repeated observations are, in some unspecified way, generalized to theories based on the assumption that the future resembles the past. This idea was criticized by Hume and others as untenable leading to the famous problem of induction. It wasn't until the work of Karl Popper that this problem was solved, by demonstrating that induction is not the basis for science and that the development of scientific knowledge is instead based on the same principles as biological evolution. Today, machine learning is also taught as being rooted in induction from big data. Solomonoff induction implemented in an idealized Bayesian agent (Hutter's AIXI) is widely discussed and touted as a framework for understanding AI algorithms, even though real-world attempts to implement something like AIXI immediately encounter fatal problems. In this paper, we contrast frameworks based on induction with Donald T. Campbell's universal Darwinism. We show that most AI algorithms in use today can be understood as using an evolutionary trial and error process searching over a solution space. In this work we argue that a universal Darwinian framework provides a better foundation for understanding AI systems. Moreover, at a more meta level the process of development of all AI algorithms can be understood under the framework of universal Darwinism.

Thompson Sampling has been widely used for contextual bandit problems due to the flexibility of its modeling power. However, a general theory for this class of methods in the frequentist setting is still lacking. In this paper, we present a theoretical analysis of Thompson Sampling, with a focus on frequentist regret bounds. In this setting, we show that the standard Thompson Sampling is not aggressive enough in exploring new actions, leading to suboptimality in some pessimistic situations. A simple modification called Feel-Good Thompson Sampling, which favors high reward models more aggressively than the standard Thompson Sampling, is proposed to remedy this problem. We show that the theoretical framework can be used to derive Bayesian regret bounds for standard Thompson Sampling, and frequentist regret bounds for Feel-Good Thompson Sampling. It is shown that in both cases, we can reduce the bandit regret problem to online least squares regression estimation. For the frequentist analysis, the online least squares regression bound can be directly obtained using online aggregation techniques which have been well studied. The resulting bandit regret bound matches the minimax lower bound in the finite action case. Moreover, the analysis can be generalized to handle a class of linearly embeddable contextual bandit problems (which generalizes the popular linear contextual bandit model). The obtained result again matches the minimax lower bound. Finally we illustrate that the analysis can be extended to handle some MDP problems.

This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization using estimates of illness probabilities in clinical choice between surveillance and aggressive treatment. Beyond its specifics, the paper sends a broad message. Statisticians and computer scientists have addressed conditional prediction for decision making in indirect ways, the former applying classical statistical theory and the latter measuring prediction accuracy in test samples. Neither approach is satisfactory. Statistical decision theory provides a coherent, generally applicable methodology.

In medicine, survival analysis studies the time duration to events of interest such as mortality. One major challenge is how to deal with multiple competing events (e.g., multiple disease diagnoses). In this work, we propose a transformer-based model that does not make the assumption for the underlying survival distribution and is capable of handling competing events, namely SurvTRACE. We account for the implicit \emph{confounders} in the observational setting in multi-events scenarios, which causes selection bias as the predicted survival probability is influenced by irrelevant factors. To sufficiently utilize the survival data to train transformers from scratch, multiple auxiliary tasks are designed for multi-task learning. The model hence learns a strong shared representation from all these tasks and in turn serves for better survival analysis. We further demonstrate how to inspect the covariate relevance and importance through interpretable attention mechanisms of SurvTRACE, which suffices to great potential in enhancing clinical trial design and new treatment development. Experiments on METABRIC, SUPPORT, and SEER data with 470k patients validate the all-around superiority of our method.