Value-based approaches can be difficult to use in continuous action spaces, because an optimization has to be solved to find the greedy action for the action-values. A common strategy has been to restrict the functional form of the action-values to be convex or quadratic in the actions, to simplify this optimization. Such restrictions, however, can prevent learning accurate action-values. In this work, we propose the Actor-Expert framework for value-based methods, that decouples action-selection (Actor) from the action-value representation (Expert). The Expert uses Q-learning to update the action-values towards the optimal action-values, whereas the Actor (learns to) output the greedy action for the current action-values. We develop a Conditional Cross Entropy Method for the Actor, to learn the greedy action for a generically parameterized Expert, and provide a two-timescale analysis to validate asymptotic behavior. We demonstrate in a toy domain with bimodal action-values that previous restrictive action-value methods fail whereas the decoupled Actor-Expert with a more general action-value parameterization succeeds. Finally, we demonstrate that Actor-Expert performs as well as or better than these other methods on several benchmark continuous-action domains.

Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied for automatic feature selection and market prediction. However, in experiments reported so far, less attention has been paid to the correlation among different markets as a possible source of information for extracting features. In this paper, we suggest a CNN-based framework with specially designed CNNs, that can be applied on a collection of data from a variety of sources, including different markets, in order to extract features for predicting the future of those markets. The suggested framework has been applied for predicting the next day's direction of movement for the indices of S&P 500, NASDAQ, DJI, NYSE, and RUSSELL markets based on various sets of initial features. The evaluations show a significant improvement in prediction's performance compared to the state of the art baseline algorithms.

Classification methods based on sparse estimation have drawn much attention recently, due to their effectiveness in processing high-dimensional data such as images. In this paper, a method to improve the performance of a sparse representation classification (SRC) approach is proposed; it is then applied to the problem of online process monitoring of human workers, specifically manual material handling (MMH) operations monitored using wearable sensors (involving 111 sensor channels). Our proposed method optimizes the design matrix (aka dictionary) in the linear model used for SRC, minimizing its ill-posedness to achieve a sparse solution. This procedure is based on the idea of dictionary learning (DL): we optimize the design matrix formed by training datasets to minimize both redundancy and coherency as well as reducing the size of these datasets. Use of such optimized training data can subsequently improve classification accuracy and help decrease the computational time needed for the SRC; it is thus more applicable for online process monitoring. Performance of the proposed methodology is demonstrated using wearable sensor data obtained from manual material handling experiments, and is found to be superior to those of benchmark methods in terms of accuracy, while also requiring computational time appropriate for MMH online monitoring.

We study the parameter estimation problem for a varying index coefficient model in high dimensions. Unlike the most existing works that simultaneously estimate the parameters and link functions, based on the generalized Stein's identity, we propose computationally efficient estimators for the high dimensional parameters without estimating the link functions. We consider two different setups where we either estimate each sparse parameter vector individually or estimate the parameters simultaneously as a sparse or low-rank matrix. For all these cases, our estimators are shown to achieve optimal statistical rates of convergence (up to logarithmic terms in the low-rank setting). Moreover, throughout our analysis, we only require the covariate to satisfy certain moment conditions, which is significantly weaker than the Gaussian or elliptically symmetric assumptions that are commonly made in the existing literature. Finally, we conduct extensive numerical experiments to corroborate the theoretical results.

Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood theoretically on their optimality and limitations of their performance. To the best of our knowledge, the only existing areas where precise statistical-computational trade-offs have been established are approximation of kernel values, kernel ridge regression, and kernel principal component analysis. Our goal is to spark the investigation of optimality of RFF-based approximations in tasks involving not only function values but derivatives, which naturally lead to optimization problems with kernel derivatives. Particularly, in this paper, we focus on the approximation quality of RFFs for kernel derivatives and prove that the existing finite-sample guarantees can be improved exponentially in terms of the domain where they hold, using recent tools from unbounded empirical process theory. Our result implies that the same approximation guarantee is achievable for kernel derivatives using RFF as for kernel values.

At least 6k out of the packages on PyPI are focused on data science.

As of now, the fairly short book is wrapped up in near about 400 pages, so that all the topics are not covered. Also, to add to it, the PDF of this book will be freely available to the audience after publication.

Attribute-aware CF models aims at rating prediction given not only the historical rating from users to items, but also the information associated with users (e.g. age), items (e.g. price), or even ratings (e.g. rating time). This paper surveys works in the past decade developing attribute-aware CF systems, and discovered that mathematically they can be classified into four different categories. We provide the readers not only the high level mathematical interpretation of the existing works in this area but also the mathematical insight for each category of models. Finally we provide in-depth experiment results comparing the effectiveness of the major works in each category.

The rising use of deep learning and other big-data algorithms has led to an increasing demand for hardware platforms that are computationally powerful, yet energy-efficient. Due to the amount of data parallelism in these algorithms, high-performance 3D manycore platforms that incorporate both CPUs and GPUs present a promising direction. However, as systems use heterogeneity (e.g., a combination of CPUs, GPUs, and accelerators) to improve performance and efficiency, it becomes more pertinent to address the distinct and likely conflicting communication requirements (e.g., CPU memory access latency or GPU network throughput) that arise from such heterogeneity. Unfortunately, it is difficult to quickly explore the hardware design space and choose appropriate tradeoffs between these heterogeneous requirements. To address these challenges, we propose the design of a 3D Network-on-Chip (NoC) for heterogeneous manycore platforms that considers the appropriate design objectives for a 3D heterogeneous system and explores various tradeoffs using an efficient ML-based multi-objective optimization technique. The proposed design space exploration considers the various requirements of its heterogeneous components and generates a set of 3D NoC architectures that efficiently trades off these design objectives. Our findings show that by jointly considering these requirements (latency, throughput, temperature, and energy), we can achieve 9.6% better Energy-Delay Product on average at nearly iso-temperature conditions when compared to a thermally-optimized design for 3D heterogeneous NoCs. More importantly, our results suggest that our 3D NoCs optimized for a few applications can be generalized for unknown applications as well. Our results show that these generalized 3D NoCs only incur a 1.8% (36-tile system) and 1.1% (64-tile system) average performance loss compared to application-specific NoCs.

The notion of DPP was first introduced by [Mac75] to model fermions. Since then, They have been extensively studied, and efficient algorithms have been discovered for tasks like sampling from DPPs [LJS15, DR10, AGR16], marginalization [BR05], and learning [GKFT14, UBMR17] them (in the discrete domain). In machine learning they are mainly used to solve problems where selecting a diverse set of objects is preferred since they offer negative correlation. To get intuition about why they are good models to capture diversity, suppose each row of the gram matrix associated with the kernel is a feature vector representing an item. It means the probability of a set of items is proportional to the square of the volume of the space spanned the vectors representing items. Therefore, larger volume shows those items are more spread which resembles diversity.