Multi-task learning can leverage information learned by one task to benefit the training of other tasks. Despite this capacity, naively training all tasks together in one model often degrades performance, and exhaustively searching through combinations of task groupings can be prohibitively expensive. As a result, efficiently identifying the tasks that would benefit from co-training remains a challenging design question without a clear solution. In this paper, we suggest an approach to select which tasks should train together in multi-task learning models. Our method determines task groupings in a single training run by co-training all tasks together and quantifying the effect to which one task's gradient would affect another task's loss. On the large-scale Taskonomy computer vision dataset, we find this method can decrease test loss by 10.0\% compared to simply training all tasks together while operating 11.6 times faster than a state-of-the-art task grouping method.

Knowing the position of the robot in the world is crucial for navigation. Nowadays, Bayesian filters, such as Kalman and particle-based, are standard approaches in mobile robotics. Recently, end-to-end learning has allowed for scaling-up to high-dimensional inputs and improved generalization. However, there are still limitations to providing reliable laser navigation. Here we show a proof-of-concept of the predictive processing-inspired approach to perception applied for localization and navigation using laser sensors, without the need for odometry. We learn the generative model of the laser through self-supervised learning and perform both online state-estimation and navigation through stochastic gradient descent on the variational free-energy bound. We evaluated the algorithm on a mobile robot (TIAGo Base) with a laser sensor (SICK) in Gazebo. Results showed improved state-estimation performance when comparing to a state-of-the-art particle filter in the absence of odometry. Furthermore, conversely to standard Bayesian estimation approaches our method also enables the robot to navigate when providing the desired goal by inferring the actions that minimize the prediction error.

Internet of Things (IoT) based applications face an increasing number of potential security risks, which need to be systematically assessed and addressed. Expert-based manual assessment of IoT security is a predominant approach, which is usually inefficient. To address this problem, we propose an automated security assessment framework for IoT networks. Our framework first leverages machine learning and natural language processing to analyze vulnerability descriptions for predicting vulnerability metrics. The predicted metrics are then input into a two-layered graphical security model, which consists of an attack graph at the upper layer to present the network connectivity and an attack tree for each node in the network at the bottom layer to depict the vulnerability information. This security model automatically assesses the security of the IoT network by capturing potential attack paths. We evaluate the viability of our approach using a proof-of-concept smart building system model which contains a variety of real-world IoT devices and potential vulnerabilities. Our evaluation of the proposed framework demonstrates its effectiveness in terms of automatically predicting the vulnerability metrics of new vulnerabilities with more than 90% accuracy, on average, and identifying the most vulnerable attack paths within an IoT network. The produced assessment results can serve as a guideline for cybersecurity professionals to take further actions and mitigate risks in a timely manner.

We study the fundamental problem of ReLU regression, where the goal is to fit Rectified Linear Units (ReLUs) to data. This supervised learning task is efficiently solvable in the realizable setting, but is known to be computationally hard with adversarial label noise. In this work, we focus on ReLU regression in the Massart noise model, a natural and well-studied semi-random noise model. In this model, the label of every point is generated according to a function in the class, but an adversary is allowed to change this value arbitrarily with some probability, which is {\em at most} $\eta < 1/2$. We develop an efficient algorithm that achieves exact parameter recovery in this model under mild anti-concentration assumptions on the underlying distribution. Such assumptions are necessary for exact recovery to be information-theoretically possible. We demonstrate that our algorithm significantly outperforms naive applications of $\ell_1$ and $\ell_2$ regression on both synthetic and real data.

In the recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the growing concern of potential violation of privacy due to adversarial attack. To address the privacy issue, this paper studies a dynamic personalized pricing problem with \textit{unknown} nonparametric demand models under data privacy protection. Two concepts of data privacy, which have been widely applied in practices, are introduced: \textit{central differential privacy (CDP)} and \textit{local differential privacy (LDP)}, which is proved to be stronger than CDP in many cases. We develop two algorithms which make pricing decisions and learn the unknown demand on the fly, while satisfying the CDP and LDP gurantees respectively. In particular, for the algorithm with CDP guarantee, the regret is proved to be at most $\tilde O(T^{(d+2)/(d+4)}+\varepsilon^{-1}T^{d/(d+4)})$. Here, the parameter $T$ denotes the length of the time horizon, $d$ is the dimension of the personalized information vector, and the key parameter $\varepsilon>0$ measures the strength of privacy (smaller $\varepsilon$ indicates a stronger privacy protection). On the other hand, for the algorithm with LDP guarantee, its regret is proved to be at most $\tilde O(\varepsilon^{-2/(d+2)}T^{(d+1)/(d+2)})$, which is near-optimal as we prove a lower bound of $\Omega(\varepsilon^{-2/(d+2)}T^{(d+1)/(d+2)})$ for any algorithm with LDP guarantee.

Probabilistic generative models are attractive for scientific modeling because their inferred parameters can be used to generate hypotheses and design experiments. This requires that the learned model provide an accurate representation of the input data and yield a latent space that effectively predicts outcomes relevant to the scientific question. Supervised Variational Autoencoders (SVAEs) have previously been used for this purpose, where a carefully designed decoder can be used as an interpretable generative model while the supervised objective ensures a predictive latent representation. Unfortunately, the supervised objective forces the encoder to learn a biased approximation to the generative posterior distribution, which renders the generative parameters unreliable when used in scientific models. This issue has remained undetected as reconstruction losses commonly used to evaluate model performance do not detect bias in the encoder. We address this previously-unreported issue by developing a second order supervision framework (SOS-VAE) that influences the decoder to induce a predictive latent representation. This ensures that the associated encoder maintains a reliable generative interpretation. We extend this technique to allow the user to trade-off some bias in the generative parameters for improved predictive performance, acting as an intermediate option between SVAEs and our new SOS-VAE. We also use this methodology to address missing data issues that often arise when combining recordings from multiple scientific experiments. We demonstrate the effectiveness of these developments using synthetic data and electrophysiological recordings with an emphasis on how our learned representations can be used to design scientific experiments.

Random walk based node embedding algorithms learn vector representations of nodes by optimizing an objective function of node embedding vectors and skip-bigram statistics computed from random walks on the network. They have been applied to many supervised learning problems such as link prediction and node classification and have demonstrated state-of-the-art performance. Yet, their properties remain poorly understood. This paper studies properties of random walk based node embeddings in the unsupervised setting of discovering hidden block structure in the network, i.e., learning node representations whose cluster structure in Euclidean space reflects their adjacency structure within the network. We characterize the ergodic limits of the embedding objective, its generalization, and related convex relaxations to derive corresponding non-randomized versions of the node embedding objectives. We also characterize the optimal node embedding Grammians of the non-randomized objectives for the expected graph of a two-community Stochastic Block Model (SBM). We prove that the solution Grammian has rank $1$ for a suitable nuclear norm relaxation of the non-randomized objective. Comprehensive experimental results on SBM random networks reveal that our non-randomized ergodic objectives yield node embeddings whose distribution is Gaussian-like, centered at the node embeddings of the expected network within each community, and concentrate in the linear degree-scaling regime as the number of nodes increases.

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models have been proposed that can be easily embedded within a hierarchical modeling framework to carry out Bayesian inference. While the focus of statistical research has mostly been directed toward innovative and more complex model development, relatively limited attention has been accorded to approaches for easily implementable scalable hierarchical models for the practicing scientist or spatial analyst. This article discusses how point-referenced spatial process models can be cast as a conjugate Bayesian linear regression that can rapidly deliver inference on spatial processes. The approach allows exact sampling directly (avoids iterative algorithms such as Markov chain Monte Carlo) from the joint posterior distribution of regression parameters, the latent process and the predictive random variables, and can be easily implemented on statistical programming environments such as R.

Reliably predicting potential failure risks of machine learning (ML) systems when deployed with production data is a crucial aspect of trustworthy AI. This paper introduces Risk Advisor, a novel post-hoc meta-learner for estimating failure risks and predictive uncertainties of any already-trained black-box classification model. In addition to providing a risk score, the Risk Advisor decomposes the uncertainty estimates into aleatoric and epistemic uncertainty components, thus giving informative insights into the sources of uncertainty inducing the failures. Consequently, Risk Advisor can distinguish between failures caused by data variability, data shifts and model limitations and advise on mitigation actions (e.g., collecting more data to counter data shift). Extensive experiments on various families of black-box classification models and on real-world and synthetic datasets covering common ML failure scenarios show that the Risk Advisor reliably predicts deployment-time failure risks in all the scenarios, and outperforms strong baselines.

As part of Probabilistic Risk Assessment studies, it is necessary to study the fragility of mechanical and civil engineered structures when subjected to seismic loads. This risk can be measured with fragility curves, which express the probability of failure of the structure conditionally to a seismic intensity measure. The estimation of fragility curves relies on time-consuming numerical simulations, so that careful experimental design is required in order to gain the maximum information on the structure's fragility with a limited number of code evaluations. We propose and implement an active learning methodology based on adaptive importance sampling in order to reduce the variance of the training loss. The efficiency of the proposed method in terms of bias, standard deviation and prediction interval coverage are theoretically and numerically characterized. Keywords: Computer experiments, probabilistic risk assessment, importance sampling, statistical learning 1. Introduction The notion of fragility curve was developed in the early 80s in the context of seismic probabilistic risk assesment (SPRA) [1, 2] or performance based earthquake engineering (PBEE) [3]. Fully documented templates are available in the elsarticle package on CTAN. Fragility curves are used in several domains: nuclear safety evaluation [4], estimation of the collapse risk of structures in seismic regions [5], design checking process [6]. Nonetheless, the use of fragility curves is not limited to seismic load but is extended to other loading sources such as wind and waves 10 [7]. For complex structures, fragility curve estimation requires a large number of numerical mechanical simulations, involving in most cases non linear computationally expensive calculations. Moreover, they should account for both the uncertainties due to the seismic demand and due to the lack of knowledge on the system itself, respectively called random and epistemic uncertainties [8, 9]. As 15 failure for a typical and reliable mechanical structure is a rare event, the crude Monte Carlo method cannot be applied because it would require too many numerical simulations to produce a sufficiently large number of failed states [10, p.27].