The optimal policy of a reinforcement learning problem is often discontinuous and non-smooth. I.e., for two states with similar representations, their optimal policies can be significantly different. In this case, representing the entire policy with a function approximator (FA) with shared parameters for all states maybe not desirable, as the generalization ability of parameters sharing makes representing discontinuous, non-smooth policies difficult. A common way to solve this problem, known as Mixture-of-Experts, is to represent the policy as the weighted sum of multiple components, where different components perform well on different parts of the state space. Following this idea and inspired by a recent work called advantage-weighted information maximization, we propose to learn for each state weights of these components, so that they entail the information of the state itself and also the preferred action learned so far for the state. The action preference is characterized via the advantage function. In this case, the weight of each component would only be large for certain groups of states whose representations are similar and preferred action representations are also similar. Therefore each component is easy to be represented. We call a policy parameterized in this way an Advantage Weighted Mixture Policy (AWMP) and apply this idea to improve soft-actor-critic (SAC), one of the most competitive continuous control algorithm. Experimental results demonstrate that SAC with AWMP clearly outperforms SAC in four commonly used continuous control tasks and achieve stable performance across different random seeds.

This is a continuation of our series on machine learning methods that have been implemented in JASP (version 0.11 onwards). In this blog post we train a machine learning model to find clusters within our data set. The goal of a clustering task is to detect structures in the data. To do so, the algorithm needs to (1) identify the number of structures/groups in the data, and (2) figure out how the features are distributed in each group. For instance, clustering can be used to detect subgenres in electronic music, subgroups in a customer database, or to identify areas where there are greater incidences of particular types of crime.

Indian Institute of Technology Madras students were part of an international research project led by a Queen's University Belfast Researcher in the U.K. who has developed an innovative new algorithm to make Artificial Intelligence (AI) fairer and less biased when processing data. Dr. Deepak Padmanabhan, Researcher at Queen's University Belfast and Adjunct Faculty Member at IIT Madras, has been leading an international project, working with Ms. Savitha Abraham and Ms. Sowmya Sundaram, PhD Students, Department of Computer Science and Engineering, IIT Madras, to tackle the discrimination problem within clustering algorithms. Companies often use AI technologies to sift through huge amounts of data in situations such as an oversubscribed job vacancy or in policing when there is a large volume of CCTV data linked to a crime. However, while AI can save on time, the process is often biased in terms of race, gender, age, religion and country of origin. Dr. Padmanabhan said that AI techniques for exploratory data analysis, known as'clustering algorithms', are often criticised as being biased in terms of'sensitive attributes' such as race, gender, age, religion and country of origin.

With strong roots in statistics(data), Machine Learning is becoming among the very fascinating and quick-paced computer science areas to work in. There is an unending source of businesses and software machine learning could be implemented to make them more wise and skillful. Chatbots, spam filtering, advertising serving, search engines, and fraud detection, are one of just a few examples of machine learning versions encourage everyday day to day life. Machine Learning is what allows us find patterns and create mathematical models for matters that would at times be unthinkable for individuals to perform. Not at all like informatics courses which include topics such as methods of exploratory data analysis, data, communication, and visualization, machine learning courses only focus on teaching machine learning algorithms the way they are numerically A programming language, and how to use them.

With strong roots in statistics(data), Machine Learning is becoming among the very fascinating and quick-paced computer science areas to work in. There is an unending source of businesses and software machine learning could be implemented to make them more wise and skillful. Chatbots, spam filtering, advertising serving, search engines, and fraud detection, are one of just a few examples of machine learning versions encourage everyday day to day life. Machine Learning is what allows us find patterns and create mathematical models for matters that would at times be unthinkable for individuals to perform. Not at all like informatics courses which include topics such as methods of exploratory data analysis, data, communication, and visualization, machine learning courses only focus on teaching machine learning algorithms the way they are numerically A programming language, and how to use them.

When we are programming Logistic Regression or Neural Networks we should avoid explicit \(for \) loops. It's not always possible, but when we can, we should use built-in functions or find some other ways to compute it. Vectorizing the implementation of Logistic Regression makes the code highly efficient. In this post we will see how we can use this technique to compute gradient descent without using even a single \(for \) loop. This code was non-vectorized and highly inefficent so we need to transform it.

Examples include meteorology, biology, and physics. The usual way to model deterministic dynamical systems is by using (partial) differential equations. Typically, differential equations models for a given dynamical system are derived using apriori insights into the problem at hand; then the model is validated using empirical observations. In an era in which massive data-sets pertaining to different fields of science are widely available, an interesting problem is whether it is possible for a useful differential equations model to be learned directly from data, without any major modeling effort required by the researcher. Our goal in this paper is to develop a general methodology for building such differential equations models in contexts in which not all relevant variables are observed, that is, in cases in which the main variable of interest depends on other variables of which no measurements are available. As a concrete example, consider the following problem. RTE, the electricity transmission system operator of France, uses high-level simulations of hourly temperature series to study the impact different climate scenarios have on electricity consumption, and hence on the French electrical power grid.

Mathematical models of system dynamics are a core technology in most model-based engineered systems acting and interacting with their environment. Examples include GPS, autonomous vehicles, passenger aircraft and robotics, to name just a few. The remarkable utility of mathematical models stems from the fact that, inter alia, they enable decision making based on prediction of system behaviour under new scenarios, accelerate the analysis and design processes, are fundamental to detecting faults or changes, and they are capable of handling uncertainty that is present in data, assumptions and algorithms. Motivated by the broad applicability and utility of modelling, the scientific community has devoted significant research attention towards learning dynamical models from data. Importantly, for dynamic systems, the sequence or ordering of the data must be maintained as future outcomes are deemed to be fundamentally related to the past. This is sometimes called sequence learning (Sun and Giles, 2001) or system identification (Ljung, 1999). In essence, these approaches search over a space of models and determine the model that best (in some sense) fits the data while maintaining the time ordering. The current paper is directed towards solving this important problem. To make these ideas more concrete, here we assume that data from the system of interest is available in the form of a data record y 1:T {y 1,...,y T }, where each measurementy k is potentially multidimensional and the number of available measurements is denoted as T 0. We further assume that the data may be adequately described as an instance from a joint distribution that is parametrized by an unknown vectorθ (called the parameter vector), that is (with abuse of notation)

Several modern applications require the integration of multiple large data matrices that have shared rows and/or columns. For example, cancer studies that integrate multiple omics platforms across multiple types of cancer, pan-omics pan-cancer analysis, have extended our knowledge of molecular heterogenity beyond what was observed in single tumor and single platform studies. However, these studies have been limited by available statistical methodology. We propose a flexible approach to the simultaneous factorization and decomposition of variation across such bidimensionally linked matrices, BIDIFAC+. This decomposes variation into a series of low-rank components that may be shared across any number of row sets (e.g., omics platforms) or column sets (e.g., cancer types). This builds on a growing literature for the factorization and decomposition of linked matrices, which has primarily focused on multiple matrices that are linked in one dimension (rows or columns) only. Our objective function extends nuclear norm penalization, is motivated by random matrix theory, gives an identifiable decomposition under relatively mild conditions, and can be shown to give the mode of a Bayesian posterior distribution. We apply BIDIFAC+ to pan-omics pan-cancer data from TCGA, identifying shared and specific modes of variability across 4 different omics platforms and 29 different cancer types.

This paper concerns error bounds for recursive equations subject to Markovian disturbances. Motivating examples abound within the fields of Markov chain Monte Carlo (MCMC) and Reinforcement Learning (RL), and many of these algorithms can be interpreted as special cases of stochastic approximation (SA). It is argued that it is not possible in general to obtain a Hoeffding bound on the error sequence, even when the underlying Markov chain is reversible and geometrically ergodic, such as the M/M/1 queue. This is motivation for the focus on mean square error bounds for parameter estimates. It is shown that mean square error achieves the optimal rate of $O(1/n)$, subject to conditions on the step-size sequence. Moreover, the exact constants in the rate are obtained, which is of great value in algorithm design.