Machine and reinforcement learning (RL) are being applied to plan and control the behavior of autonomous systems interacting with the physical world -- examples include self-driving vehicles, distributed sensor networks, and agile robots. However, if machine learning is to be applied in these new settings, the resulting algorithms must come with the reliability, robustness, and safety guarantees that are hallmarks of the control theory literature, as failures could be catastrophic. Thus, as RL algorithms are increasingly and more aggressively deployed in safety critical settings, it is imperative that control theorists be part of the conversation. The goal of this tutorial paper is to provide a jumping off point for control theorists wishing to work on RL related problems by covering recent advances in bridging learning and control theory, and by placing these results within the appropriate historical context of the system identification and adaptive control literatures.

This paper is a broad and accessible survey of the methods we have at our disposal for Monte Carlo gradient estimation in machine learning and across the statistical sciences: the problem of computing the gradient of an expectation of a function with respect to parameters defining the distribution that is integrated; the problem of sensitivity analysis. In machine learning research, this gradient problem lies at the core of many learning problems, in supervised, unsupervised and reinforcement learning. We will generally seek to rewrite such gradients in a form that allows for Monte Carlo estimation, allowing them to be easily and efficiently used and analysed. We explore three strategies--the pathwise, score function, and measure-valued gradient estimators-- exploring their historical developments, derivation, and underlying assumptions. We describe their use in other fields, show how they are related and can be combined, and expand on their possible generalisations. Wherever Monte Carlo gradient estimators have been derived and deployed in the past, important advances have followed. A deeper and more widely-held understanding of this problem will lead to further advances, and it is these advances that we wish to support.

When forecasting time series with a hierarchical structure, the existing state of the art is to forecast each time series independently, and, in a post-treatment step, to reconcile the time series in a way that respects the hierarchy (Hyndman et al., 2011; Wickramasuriya et al., 2018). We propose a new loss function that can be incorporated into any maximum likelihood objective with hierarchical data, resulting in reconciled estimates with confidence intervals that correctly account for additional uncertainty due to imperfect reconciliation. We evaluate our method using a non-linear model and synthetic data on a counterfactual forecasting problem, where we have access to the ground truth and contemporaneous covariates, and show that we largely improve over the existing state-of-the-art method.

The problem of estimating event truths from conflicting agent opinions is investigated. An autoencoder learns the complex relationships between event truths, agent reliabilities and agent observations. A Bayesian network model is proposed to guide the learning of the autoencoder by modeling the dependence of agent reliabilities corresponding to different data samples. At the same time, it also models the social relationships between agents in the network. The proposed approach is unsupervised and is applicable when ground truth labels of events are unavailable. A variational inference method is used to jointly estimate the hidden variables in the Bayesian network and the parameters in the autoencoder. Simulations and experiments on real data suggest that the proposed method performs better than several other inference methods, including majority voting, the Bayesian Classifier Combination (BCC) method, the Community BCC method, and the recently proposed VISIT method.

Statistical Learning is the process of estimating an unknown probabilistic input-output relationship of a system using a limited number of observations; and a statistical learning machine (SLM) is the machine that learned such a process. While their roots grow deeply in Probability Theory, SLMs are ubiquitous in the modern world. Automatic Target Recognition (ATR) in military applications, Computer Aided Diagnosis (CAD) in medical imaging, DNA microarrays in Genomics, Optical Character Recognition (OCR), Speech Recognition (SR), spam email filtering, stock market prediction, etc., are few examples and applications for SLM; diverse fields but one theory. The field of Statistical Learning can be decomposed to two basic subfields, Design and Assessment. Three main groups of specializations-namely statisticians, engineers, and computer scientists (ordered ascendingly by programming capabilities and descendingly by mathematical rigor)-exist on the venue of this field and each takes its elephant bite. Exaggerated rigorous analysis of statisticians sometimes deprives them from considering new ML techniques and methods that, yet, have no "complete" mathematical theory. On the other hand, immoderate add-hoc simulations of computer scientists sometimes derive them towards unjustified and immature results. A prudent approach is needed that has the enough flexibility to utilize simulations and trials and errors without sacrificing any rigor. If this prudent attitude is necessary for this field it is necessary, as well, in other fields of Engineering.

Program synthesis of general-purpose source code from natural language specifications is challenging due to the need to reason about high-level patterns in the target program and low-level implementation details at the same time. In this work, we present PATOIS, a system that allows a neural program synthesizer to explicitly interleave high-level and low-level reasoning at every generation step. It accomplishes this by automatically mining common code idioms from a given corpus, incorporating them into the underlying language for neural synthesis, and training a tree-based neural synthesizer to use these idioms during code generation. We evaluate PATOIS on two complex semantic parsing datasets and show that using learned code idioms improves the synthesizer's accuracy.

This survey presents the most relevant neural network models of autism spectrum disorder and schizophrenia, from the first connectionist models to recent deep network architectures. We analyzed and compared the most representative symptoms with its neural model counterpart, detailing the alteration introduced in the network that generates each of the symptoms, and identifying their strengths and weaknesses. For completeness we additionally cross-compared Bayesian and free-energy approaches. Models of schizophrenia mainly focused on hallucinations and delusional thoughts using neural disconnections or inhibitory imbalance as the predominating alteration. Models of autism rather focused on perceptual difficulties, mainly excessive attention to environment details, implemented as excessive inhibitory connections or increased sensory precision. We found an excessive tight view of the psychopathologies around one specific and simplified effect, usually constrained to the technical idiosyncrasy of the network used. Recent theories and evidence on sensorimotor integration and body perception combined with modern neural network architectures offer a broader and novel spectrum to approach these psychopathologies, outlining the future research on neural networks computational psychiatry, a powerful asset for understanding the inner processes of the human brain.

Autonomous vehicles (AV) are expected to navigate in complex traffic scenarios with multiple surrounding vehicles. The correlations between road users vary over time, the degree of which, in theory, could be infinitely large, and thus posing a great challenge in modeling and predicting the driving environment. In this research, we propose a method to reproduce such high-dimensional scenarios in a finitely tractable form by defining a stochastic vector field model in multi-vehicle interactions. We then apply non-parametric Bayesian learning to extract the underlying motion patterns from a large quantity of naturalistic traffic data. We use Gaussian process to model multi-vehicle motion, and Dirichlet process to assign each observation to a specific scenario. We implement the proposed method on NGSim highway and intersection data sets, in which complex multi-vehicle interactions are prevalent. The results show that the proposed method is capable of capturing motion patterns from both settings, without imposing heroic prior, hence can be applied for a wide array of traffic situations. The proposed modeling can enable simulation platforms and other testing methods designed for AV evaluation, to easily model and generate traffic scenarios emulating large scale driving data.

We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the cardinality constrained likelihood problem to certifiable optimality. The approach uses techniques from mixed-integer optimization and convex optimization, and provides a high-quality solution with a guarantee on its suboptimality, even if the algorithm is terminated early. Using a variety of synthetic and real datasets, we demonstrate that our approach can solve problems where the dimension of the inverse covariance matrix is up to 1,000s. We also demonstrate that our approach produces significantly sparser solutions than Glasso and other popular learning procedures, makes less false discoveries, while still maintaining state-of-the-art accuracy.

Bayesian Neural Networks (BNNs) place priors There exists a large body of work to improve the quality of over the parameters in a neural network. Inference inference for Bayesian neural networks (BNNs) by improving in BNNs, however, is difficult; all inference the approximate inference procedure (e.g. Graves 2011; methods for BNNs are approximate. In this work, Blundell et al. 2015; Hernández-Lobato et al. 2016, to name we empirically compare the quality of predictive a few), or by improving the flexibility of the variational uncertainty estimates for 10 common inference approximation for variational inference (e.g.