This thesis rigorously studies fundamental reinforcement learning (RL) methods in modern practical considerations, including robust RL, distributional RL, and offline RL with neural function approximation. The thesis first prepares the readers with an overall overview of RL and key technical background in statistics and optimization. In each of the settings, the thesis motivates the problems to be studied, reviews the current literature, provides computationally efficient algorithms with provable efficiency guarantees, and concludes with future research directions. The thesis makes fundamental contributions to the three settings above, both algorithmically, theoretically, and empirically, while staying relevant to practical considerations.

In a bag-of-words model, the senses of a word with multiple meanings, e.g. "bank" (used either in a river-bank or an institution sense), are represented as probability distributions over context words, and sense prevalence is represented as a probability distribution over senses. Both of these may change with time. Modelling and measuring this kind of sense change is challenging due to the typically high-dimensional parameter space and sparse datasets. A recently published corpus of ancient Greek texts contains expert-annotated sense labels for selected target words. Automatic sense-annotation for the word "kosmos" (meaning decoration, order or world) has been used as a test case in recent work with related generative models and Monte Carlo methods. We adapt an existing generative sense change model to develop a simpler model for the main effects of sense and time, and give MCMC methods for Bayesian inference on all these models that are more efficient than existing methods. We carry out automatic sense-annotation of snippets containing "kosmos" using our model, and measure the time-evolution of its three senses and their prevalence. As far as we are aware, ours is the first analysis of this data, within the class of generative models we consider, that quantifies uncertainty and returns credible sets for evolving sense prevalence in good agreement with those given by expert annotation.

Density-based directed distances -- particularly known as divergences -- between probability distributions are widely used in statistics as well as in the adjacent research fields of information theory, artificial intelligence and machine learning. Prominent examples are the Kullback-Leibler information distance (relative entropy) which e.g. is closely connected to the omnipresent maximum likelihood estimation method, and Pearson's chisquare-distance which e.g. is used for the celebrated chisquare goodness-of-fit test. Another line of statistical inference is built upon distribution-function-based divergences such as e.g. the prominent (weighted versions of) Cramer-von Mises test statistics respectively Anderson-Darling test statistics which are frequently applied for goodness-of-fit investigations; some more recent methods deal with (other kinds of) cumulative paired divergences and closely related concepts. In this paper, we provide a general framework which covers in particular both the above-mentioned density-based and distribution-function-based divergence approaches; the dissimilarity of quantiles respectively of other statistical functionals will be included as well. From this framework, we structurally extract numerous classical and also state-of-the-art (including new) procedures. Furthermore, we deduce new concepts of dependence between random variables, as alternatives to the celebrated mutual information. Some variational representations are discussed, too.

We introduce in this survey the major concepts, models, and algorithms proposed so far to infer causal relations from observational time series, a task usually referred to as causal discovery in time series. To do so, after a description of the underlying concepts and modelling assumptions, we present different methods according to the family of approaches they belong to: Granger causality, constraint-based approaches, noise-based approaches, score-based approaches, logic-based approaches, topology-based approaches, and difference-based approaches. We then evaluate several representative methods to illustrate the behaviour of different families of approaches. This illustration is conducted on both artificial and real datasets, with different characteristics. The main conclusions one can draw from this survey is that causal discovery in times series is an active research field in which new methods (in every family of approaches) are regularly proposed, and that no family or method stands out in all situations. Indeed, they all rely on assumptions that may or may not be appropriate for a particular dataset.

In our previous work, we introduced the rule-based Bayesian Regression, a methodology that leverages two concepts: (i) Bayesian inference, for the general framework and uncertainty quantification and (ii) rule-based systems for the incorporation of expert knowledge and intuition. The resulting method creates a penalty equivalent to a common Bayesian prior, but it also includes information that typically would not be available within a standard Bayesian context. In this work, we extend the aforementioned methodology with grammatical evolution, a symbolic genetic programming technique that we utilise for automating the rules' derivation. Our motivation is that grammatical evolution can potentially detect patterns from the data with valuable information, equivalent to that of expert knowledge. We illustrate the use of the rule-based Evolutionary Bayesian learning technique by applying it to synthetic as well as real data, and examine the results in terms of point predictions and associated uncertainty.

We develop a mixtures-of-experts (ME) approach to the multiclass classification where the predictors are univariate functions. It consists of a ME model in which both the gating network and the experts network are constructed upon multinomial logistic activation functions with functional inputs. We perform a regularized maximum likelihood estimation in which the coefficient functions enjoy interpretable sparsity constraints on targeted derivatives. We develop an EM-Lasso like algorithm to compute the regularized MLE and evaluate the proposed approach on simulated and real data.

In the moment between reading a phone number and punching it into your phone, you may find that the digits have mysteriously gone astray--even if you've seared the first ones into your memory, the last ones may still blur unaccountably. Was the 6 before the 8 or after it? Maintaining such scraps of information long enough to act on them draws on an ability called visual working memory. For years, scientists have debated whether working memory has space for only a few items at a time or if it just has limited room for detail: Perhaps our mind's capacity is spread across either a few crystal-clear recollections or a multitude of more dubious fragments. Original story reprinted with permission from Quanta Magazine, an editorially independent publication of the Simons Foundation whose mission is to enhance public understanding of science by covering research developments and trends in mathematics and the physical and life sciences.

In machine learning, crowdsourcing is an economical way to label a large amount of data. However, the noise in the produced labels may deteriorate the accuracy of any classification method applied to the labelled data. We propose an enhanced nearest neighbor classifier (ENN) to overcome this issue. Two algorithms are developed to estimate the worker quality (which is often unknown in practice): one is to construct the estimate based on the denoised worker labels by applying the $k$NN classifier to the expert data; the other is an iterative algorithm that works even without access to the expert data. Other than strong numerical evidence, our proposed methods are proven to achieve the same regret as its oracle version based on high-quality expert data. As a technical by-product, a lower bound on the sample size assigned to each worker to reach the optimal convergence rate of regret is derived.

Frequentist and Bayesian are two different versions of statistics. Frequentist is a more classical version, which, as the name suggests, rely on the long run frequency of events (data points) to calculate the variable of interest. Bayesian on the other hand, can also work without having a large number of events (in fact, it could work even with one data point!). The cardinal difference between the two is that: frequentist will give you a point estimate, whereas Bayesian will give you a distribution. Having a point estimate means that -- "we are certain that this is the output for this variable of interest". Whereas, having a distribution can be interpreted as -- "we have some belief that the mean of the distribution is the good estimate for this variable of interest, but there is uncertainty too, in the form of standard deviation".

Increased Internet speeds and advanced technology means data science is high in demand. According to Glassdoor, a career as a data scientist is the third-best job in the United States for 2022. This increase in popularity means that all IT professionals, and aspiring professionals, should be familiar with our list of data science terms. For those looking to become a data scientist, in-depth knowledge of both basic and advanced data science terminology is vital. Our glossary of data science terminology will act as a data science terminology cheat sheet of basic and advanced terms as you start your journey as a data scientist.