Literature on self-assessment in machine learning mainly focuses on the production of well-calibrated algorithms through consensus frameworks i.e. calibration is seen as a problem. Yet, we observe that learning to be properly confident could behave like a powerful regularization and thus, could be an opportunity to improve performance.Precisely, we show that used within a framework of action detection, the learning of a self-assessment score is able to improve the whole action localization process.Experimental results show that our approach outperforms the state-of-the-art on two action detection benchmarks. On THUMOS14 dataset, the mAP at tIoU@0.5 is improved from 42.8\% to 44.6\%, and from 50.4\% to 51.7\% on ActivityNet1.3 dataset. For lower tIoU values, we achieve even more significant improvements on both datasets.

This paper extends the Distributionally Robust Optimization (DRO) approach for offline contextual bandits. Specifically, we leverage this framework to introduce a convex reformulation of the Counterfactual Risk Minimization principle. Besides relying on convex programs, our approach is compatible with stochastic optimization, and can therefore be readily adapted tothe large data regime. Our approach relies on the construction of asymptotic confidence intervals for offline contextual bandits through the DRO framework. By leveraging known asymptotic results of robust estimators, we also show how to automatically calibrate such confidence intervals, which in turn removes the burden of hyper-parameter selection for policy optimization. We present preliminary empirical results supporting the effectiveness of our approach.

Antimicrobial peptides (AMPs) are at the focus of attention due to their therapeutic importance and developing computational tools for the identification of efficient antibiotics from the primary structure. Here, we utilized the 13CNMR spectral of amino acids and clustered them into various groups. These clusters were used to build feature vectors for the AMP sequences based on the composition, transition, and distribution of cluster members. These features, along with the physicochemical properties of AMPs were exploited to learn computational models to predict active AMPs solely from their sequences. Naïve Bayes (NB), k-nearest neighbors (KNN), support-vector machine (SVM), random forest (RF), and eXtreme Gradient Boosting (XGBoost) were employed to build the classification system using the collected AMP datasets from the CAMP, LAMP, ADAM, and AntiBP databases.

It is the analysis of the dataset that has a sequence of time stamps. It has become more and more important with the increasing emphasis on machine learning. So many different types of industries use time-series data now for time series forecasting, seasonality analysis, finding trends, and making important business and research decisions. So it is very important as a data scientist or data analyst to understand the time series data clearly. I will start with some general functions and show some more topics using the Facebook Stock price dataset. Time series data can come in with so many different formats. But not all of those formats are friendly to python's pandas' library. The most convenient format is the timestamp format for Pandas.

Machine Learning is a subfield within Artificial Intelligence that builds algorithms that allow computers to learn to perform tasks from data instead of being explicitly programmed. We can make machines learn to do things! The first time I heard that, it blew my mind. That means that we can program computers to learn things by themselves! The ability of learning is one of the most important aspects of intelligence. Translating that power to machines, sounds like a huge step towards making them more intelligent. And in fact, Machine Learning is the area that is making most of the progress in Artificial Intelligence today; being a trendy topic right now and pushing the possibility to have more intelligent machines.

Mathematics is a science that deals with the logic of different things like quantity, shape and arrangement. Mathematics is everywhere -- and as it is all around us, it has become an important part of our daily lives. As society has evolved, so has its usage and application. The evolution of mathematics has led to some problems becoming too complicated and time consuming for a human brain to solve alone, and therefore an increase in the demand for quantum computing has arisen. Even if a mathematician tried to solve these types of complex problems, they could never actually test whether they were correct in the real world e.g.

A Data Scientist is the one who is the best programmer among all the statisticians and the best statistician among all the programmers. Every Data Scientist needs an efficient strategy to solve data science problems. Data Science positions are unique across the country so we can try and predict the salary of data science positions based on Job Title, Company, and Geography, etc. Here I have built a project where any user can plug in the information, and it splits up into a range of salaries, so if anyone is trying to negotiate, then this is a pretty cool tool for them to use. This stage is significant because it helps clarify the customer's target.

It is a practical, hands-on course, i.e. we will spend some time dealing with some of the theoretical concepts related to both statistical and machine learning regression analysis. However, majority of the course will focus on implementing different techniques on real data and interpret the results. After each video you will learn a new concept or technique which you may apply to your own projects.

In searching for a generalizable representation of temporally extended tasks, we spot two necessary constituents: the utility needs to be non-Markovian to transfer temporal relations invariant to a probability shift, the utility also needs to be lifted to abstract out specific grounding objects. In this work, we study learning such utility from human demonstrations. While inverse reinforcement learning (IRL) has been accepted as a general framework of utility learning, its fundamental formulation is one concrete Markov Decision Process. Thus the learned reward function does not specify the task independently of the environment. Going beyond that, we define a domain of generalization that spans a set of planning problems following a schema. We hence propose a new quest, Generalized Inverse Planning, for utility learning in this domain. We further outline a computational framework, Maximum Entropy Inverse Planning (MEIP), that learns non-Markovian utility and associated concepts in a generative manner. The learned utility and concepts form a task representation that generalizes regardless of probability shift or structural change. Seeing that the proposed generalization problem has not been widely studied yet, we carefully define an evaluation protocol, with which we illustrate the effectiveness of MEIP on two proof-of-concept domains and one challenging task: learning to fold from demonstrations.

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these models analytically. Approximate Bayesian computation (ABC) methods allow Bayesian inference in such situations. The procedures are nonetheless typically computationally intensive. Recently, computationally attractive empirical likelihood-based ABC methods have been suggested in the literature. All of these methods rely on the availability of several suitable analytically tractable estimating equations, and this is sometimes problematic. We propose an easy-to-use empirical likelihood ABC method in this article. First, by using a variational approximation argument as a motivation, we show that the target log-posterior can be approximated as a sum of an expected joint log-likelihood and the differential entropy of the data generating density. The expected log-likelihood is then estimated by an empirical likelihood where the only inputs required are a choice of summary statistic, it's observed value, and the ability to simulate the chosen summary statistics for any parameter value under the model. The differential entropy is estimated from the simulated summaries using traditional methods. Posterior consistency is established for the method, and we discuss the bounds for the required number of simulated summaries in detail. The performance of the proposed method is explored in various examples.