It aims to provide students with an understanding of the role computation can play in solving problems and to help students, regardless of their major, feel justifiably confident of their ability to write small programs that allow them to accomplish useful goals. The class uses the Python 3.5 programming language.

Parallel tempering addresses some of the drawbacks of canonical Markov Chain Monte-Carlo methods for Bayesian neural learning with the ability to utilize high performance computing. However, certain challenges remain given the large range of network parameters and big data. Surrogate-assisted optimization considers the estimation of an objective function for models given computational inefficiency or difficulty to obtain clear results. We address the inefficiency of parallel tempering for large-scale problems by combining parallel computing features with surrogate assisted estimation of likelihood function that describes the plausibility of a model parameter value, given specific observed data. In this paper, we present surrogate-assisted parallel tempering for Bayesian neural learning where the surrogates are used to estimate the likelihood. The estimation via the surrogate becomes useful rather than evaluating computationally expensive models that feature large number of parameters and datasets. Our results demonstrate that the methodology significantly lowers the computational cost while maintaining quality in decision making using Bayesian neural learning. The method has applications for a Bayesian inversion and uncertainty quantification for a broad range of numerical models.

We leverage automatic differentiation (AD) and probabilistic programming languages to develop an end-to-end optimization algorithm for batch triangulation of a large number of unknown objects. Given noisy detections extracted from noisily geo-located street level imagery without depth information, we jointly estimate the number and location of objects of different types, together with parameters for sensor noise characteristics and prior distribution of objects conditioned on side information. The entire algorithm is framed as nested stochastic variational inference. An inner loop solves a soft data association problem via loopy belief propagation; a middle loop performs soft EM clustering using a regularized Newton solver (leveraging an AD framework); an outer loop backpropagates through the inner loops to train global parameters. We place priors over sensor parameters for different traffic object types, and demonstrate improvements with richer priors incorporating knowledge of the environment. We test our algorithm on detections of road signs observed by cars with mounted cameras, though in practice this technique can be used for any geo-tagged images. We assume images do not have depth information (e.g. from lidar or stereo cameras). The detections were extracted by neural image detectors and classifiers, and we independently triangulate each type of sign (e.g. stop, traffic light). We find that our model is more robust to DNN misclassifications than current methods, generalizes across sign types, and can use geometric information to increase precision (e.g. Stop signs seldom occur on highways). Our algorithm outperforms our current production baseline based on k-means clustering. We show that variational inference training allows generalization by learning sign-specific parameters.

Inverse design is an outstanding challenge in disordered systems with multiple length scales such as polymers, particularly when designing polymers with desired phase behavior. We demonstrate high-accuracy tuning of poly(2-oxazoline) cloud point via machine learning. With a design space of four repeating units and a range of molecular masses, we achieve an accuracy of 4 {\deg}C root mean squared error (RMSE) in a temperature range of 24-90 {\deg}C, employing gradient boosting with decision trees. The RMSE is >3x better than linear and polynomial regression. We perform inverse design via particle-swarm optimization, predicting and synthesizing 17 polymers with constrained design at 4 target cloud points from 37 to 80 {\deg}C. Our approach challenges the status quo in polymer design with a machine learning algorithm, that is capable of fast and systematic discovery of new polymers.

Estimating the individual treatment effect (ITE) from observational data is essential in medicine. A central challenge in estimating the ITE is handling confounders, which are factors that affect both an intervention and its outcome. Most previous work relies on the unconfoundedness assumption, which posits that all the confounders are measured in the observational data. However, if there are unmeasurable (latent) confounders, then confounding bias is introduced. Fortunately, noisy proxies for the latent confounders are often available and can be used to make an unbiased estimate of the ITE. In this paper, we develop a novel adversarial learning framework to make unbiased estimates of the ITE using noisy proxies.

Safe, controllable and credible artificial intelligence has been the goal which the humanity has been pursuing. In the field of machine learning, in order to achieve this goal, it is necessary for learning algorithm to really interact with the humanity; It is necessary for the learning algorithm to have the ability to correct errors, so as to avoid a prediction model with serious errors caused by unnecessary deviation in training data; It needs to be able to check its own learning process or decision-making process based on unsuccessful prediction results, especially for complex learning tasks; It is necessary to establish a learning algorithm for capturing and learning causal relationships in the world around us, so that the prediction model could predict what will happen under certain conditions, even if these conditions are significantly different from those of the past; It needs the learning algorithm which can really take full control of generalization performance of the prediction model. As big data accelerates transformation of scientific research pattern, scientific research is translating from a hypothetical drive mode to a data-driven one, which needs learning algorithm to discover new natural phenomena and laws through big data mining, statistic and analysis. However, recently, all of this is out of reach. The reason is that the prediction model and its training process are not yet understood by human beings, and are not covered by the knowledge base we currently have.

Grey-box fuzzers such as American Fuzzy Lop (AFL) are popular tools for finding bugs and potential vulnerabilities in programs. While these fuzzers have been able to find vulnerabilities in many widely used programs, they are not efficient; of the millions of inputs executed by AFL in a typical fuzzing run, only a handful discover unseen behavior or trigger a crash. The remaining inputs are redundant, exhibiting behavior that has already been observed. Here, we present an approach to increase the efficiency of fuzzers like AFL by applying machine learning to directly model how programs behave. We learn a forward prediction model that maps program inputs to execution traces, training on the thousands of inputs collected during standard fuzzing. This learned model guides exploration by focusing on fuzzing inputs on which our model is the most uncertain (measured via the entropy of the predicted execution trace distribution). By focusing on executing inputs our learned model is unsure about, and ignoring any input whose behavior our model is certain about, we show that we can significantly limit wasteful execution. Through testing our approach on a set of binaries released as part of the DARPA Cyber Grand Challenge, we show that our approach is able to find a set of inputs that result in more code coverage and discovered crashes than baseline fuzzers with significantly fewer executions.

A general machine learning architecture is introduced that uses wavelet scattering coefficients of an inputted three dimensional signal as features. Solid harmonic wavelet scattering transforms of three dimensional signals were previously introduced in a machine learning framework for the regression of properties of small organic molecules. Here this approach is extended for general steerable wavelets which are equivariant to translations and rotations, resulting in a sparse model of the target function. The scattering coefficients inherit from the wavelets invariance to translations and rotations. As an illustration of this approach a linear regression model is learned for the formation energy of amorphous lithium-silicon material states trained over a database generated using plane-wave Density Functional Theory methods. State-of-the-art results are produced as compared to other machine learning approaches over similarly generated databases.

The method of block coordinate gradient descent (BCD) has been a powerful method for large-scale optimization. This paper considers the BCD method that successively updates a series of blocks selected according to a Markov chain. This kind of block selection is neither i.i.d. random nor cyclic. On the other hand, it is a natural choice for some applications in distributed optimization and Markov decision process, where i.i.d. random and cyclic selections are either infeasible or very expensive. By applying mixing-time properties of a Markov chain, we prove convergence of Markov chain BCD for minimizing Lipschitz differentiable functions, which can be nonconvex. When the functions are convex and strongly convex, we establish both sublinear and linear convergence rates, respectively. We also present a method of Markov chain inertial BCD. Finally, we discuss potential applications.

One primary focus in multimodal feature extraction is to find the representations of individual modalities that are maximally correlated. As a well-known measure of dependence, the Hirschfeld-Gebelein-R\'{e}nyi (HGR) maximal correlation becomes an appealing objective because of its operational meaning and desirable properties. However, the strict whitening constraints formalized in the HGR maximal correlation limit its application. To address this problem, this paper proposes Soft-HGR, a novel framework to extract informative features from multiple data modalities. Specifically, our framework prevents the "hard" whitening constraints, while simultaneously preserving the same feature geometry as in the HGR maximal correlation. The objective of Soft-HGR is straightforward, only involving two inner products, which guarantees the efficiency and stability in optimization. We further generalize the framework to handle more than two modalities and missing modalities. When labels are partially available, we enhance the discriminative power of the feature representations by making a semi-supervised adaptation. Empirical evaluation implies that our approach learns more informative feature mappings and is more efficient to optimize.