Chatbots play a pivotal role for businesses as they can effortlessly handle a barrage of customer queries and messages without any slowdown. They have single-handedly reduced the customer service workload for us by automating a majority of the process. They do this by utilizing techniques backed with Artificial Intelligence, Machine Learning, and Data Science. Chatbots work by analyzing the input from the customer and replying with an appropriate mapped response. To train the chatbot, you can use Recurrent Neural Networks with the intents JSON dataset while the implementation can be handled using Python.

Supply and demand are two fundamental concepts of sellers and customers. Predicting demand accurately is critical for organizations in order to be able to make plans. In this paper, we propose a new approach for demand prediction on an e-commerce web site. The proposed model differs from earlier models in several ways. The business model used in the e-commerce web site, for which the model is implemented, includes many sellers that sell the same product at the same time at different prices where the company operates a market place model. The demand prediction for such a model should consider the price of the same product sold by competing sellers along the features of these sellers. In this study we first applied different regression algorithms for specific set of products of one department of a company that is one of the most popular online e-commerce companies in Turkey. Then we used stacked generalization or also known as stacking ensemble learning to predict demand. Finally, all the approaches are evaluated on a real world data set obtained from the e-commerce company. The experimental results show that some of the machine learning methods do produce almost as good results as the stacked generalization method.

Graph neural networks (GNNs) have achieved high performance in analyzing graph-structured data and have been widely deployed in safety-critical areas, such as finance and autonomous driving. However, only a few works have explored GNNs' robustness to adversarial attacks, and their designs are usually limited by the scale of input datasets (i.e., focusing on small graphs with only thousands of nodes). In this work, we propose, SAG, the first scalable adversarial attack method with Alternating Direction Method of Multipliers (ADMM). We first decouple the large-scale graph into several smaller graph partitions and cast the original problem into several subproblems. Then, we propose to solve these subproblems using projected gradient descent on both the graph topology and the node features that lead to considerably lower memory consumption compared to the conventional attack methods. Rigorous experiments further demonstrate that SAG can significantly reduce the computation and memory overhead compared with the state-of-the-art approach, making SAG applicable towards graphs with large size of nodes and edges.

This paper introduces an automated skill acquisition framework in reinforcement learning which involves identifying a hierarchical description of the given task in terms of abstract states and extended actions between abstract states. Identifying such structures present in the task provides ways to simplify and speed up reinforcement learning algorithms. These structures also help to generalize such algorithms over multiple tasks without relearning policies from scratch. We use ideas from dynamical systems to find metastable regions in the state space and associate them with abstract states. The spectral clustering algorithm PCCA+ is used to identify suitable abstractions aligned to the underlying structure. Skills are defined in terms of the sequence of actions that lead to transitions between such abstract states. The connectivity information from PCCA+ is used to generate these skills or options. These skills are independent of the learning task and can be efficiently reused across a variety of tasks defined over the same model. This approach works well even without the exact model of the environment by using sample trajectories to construct an approximate estimate. We also present our approach to scaling the skill acquisition framework to complex tasks with large state spaces for which we perform state aggregation using the representation learned from an action conditional video prediction network and use the skill acquisition framework on the aggregated state space.

In this paper, we describe our system submitted for SemEval 2020 Task 9, Sentiment Analysis for Code-Mixed Social Media Text alongside other experiments. Our best performing system is a Transfer Learning-based model that fine-tunes "XLM-RoBERTa", a transformer-based multilingual masked language model, on monolingual English and Spanish data and Spanish-English code-mixed data. Our system outperforms the official task baseline by achieving a 70.1% average F1-Score on the official leaderboard using the test set. For later submissions, our system manages to achieve a 75.9% average F1-Score on the test set using CodaLab username "ahmed0sultan".

We propose a general framework to robustly characterize joint and conditional probability distributions via transport maps. Transport maps or "flows" deterministically couple two distributions via an expressive monotone transformation. Yet, learning the parameters of such transformations in high dimensions is challenging given few samples from the unknown target distribution, and structural choices for these transformations can have a significant impact on performance. Here we formulate a systematic framework for representing and learning monotone maps, via invertible transformations of smooth functions, and demonstrate that the associated minimization problem has a unique global optimum. Given a hierarchical basis for the appropriate function space, we propose a sample-efficient adaptive algorithm that estimates a sparse approximation for the map. We demonstrate how this framework can learn densities with stable generalization performance across a wide range of sample sizes on real-world datasets.

Stochastic Neighbor Embedding (SNE) is a manifold learning and dimensionality reduction method with a probabilistic approach. In SNE, every point is consider to be the neighbor of all other points with some probability and this probability is tried to be preserved in the embedding space. SNE considers Gaussian distribution for the probability in both the input and embedding spaces. However, t-SNE uses the Student-t and Gaussian distributions in these spaces, respectively. In this tutorial and survey paper, we explain SNE, symmetric SNE, t-SNE (or Cauchy-SNE), and t-SNE with general degrees of freedom. We also cover the out-of-sample extension and acceleration for these methods. Some simulations to visualize the embeddings are also provided.

The recent decade has witnessed a blossom of developments on statistical learning theories and practice, embraced with the exciting progresses on large-scale optimizations and dimension reduction techniques. Factor models, as one of the central machinery on summarizing and extracting information from large scale datasets, have received much attention in this revolutionary era of data science, and many breakthrough methodologies and applications have been developed in this exciting area. This paper makes a selective overview on the recent developments of the factor model and its applications on econometric learning. Our review focuses on the perspective of the low-rank structure of factor models, and draws particular attentions to estimating the model from the low-rank recovery point of view. A central focus in the progress of this literature is the understanding and recovering low-rank structures of high-dimensional models. Many new learning theories and methods have been developed, which have revolutionized the modern understanding of econometric modeling. Meanwhile, the low-rank structure is one of the key properties of factor models. While this structure has long been aware of by researchers, studying the factor model from the perspective of low-rank matrix recovery is relatively new, and has led to many exciting new discoveries and understanding. The survey mainly consists of three parts: the first part is a review on new factor estimation based on modern techniques on recovering low-rank structures of high-dimensional models.

Asset value forecasting has always attracted an enormous amount of interest among researchers in quantitative analysis. The advent of modern machine learning models has introduced new tools to tackle this classical problem. In this paper, we apply machine learning algorithms to hitherto unexplored question of forecasting instances of significant fluctuations in currency exchange rates. We perform analysis of nine modern machine learning algorithms using data on four major currency pairs over a 10 year period. A key contribution is the novel use of outlier detection methods for this purpose. Numerical experiments show that outlier detection methods substantially outperform traditional machine learning and finance techniques. In addition, we show that a recently proposed new outlier detection method PKDE produces best overall results. Our findings hold across different currency pairs, significance levels, and time horizons indicating the robustness of the proposed method.

Quantum machine learning models have the potential to offer speedups and better predictive accuracy compared to their classical counterparts. However, these quantum algorithms, like their classical counterparts, have been shown to also be vulnerable to input perturbations, in particular for classification problems. These can arise either from noisy implementations or, as a worst-case type of noise, adversarial attacks. These attacks can undermine both the reliability and security of quantum classification algorithms. In order to develop defence mechanisms and to better understand the reliability of these algorithms, it is crucial to understand their robustness properties in presence of both natural noise sources and adversarial manipulation. From the observation that, unlike in the classical setting, measurements involved in quantum classification algorithms are naturally probabilistic, we uncover and formalize a fundamental link between binary quantum hypothesis testing (QHT) and provably robust quantum classification. Then from the optimality of QHT, we prove a robustness condition, which is tight under modest assumptions, and enables us to develop a protocol to certify robustness. Since this robustness condition is a guarantee against the worst-case noise scenarios, our result naturally extends to scenarios in which the noise source is known. Thus we also provide a framework to study the reliability of quantum classification protocols under more general settings.