We consider the approximation of expectations with respect to the distribution of a latent Markov process given noisy measurements. This is known as the smoothing problem and is often approached with particle and Markov chain Monte Carlo (MCMC) methods. These methods provide consistent but biased estimators when run for a finite time. We propose a simple way of coupling two MCMC chains built using Particle Independent Metropolis-Hastings (PIMH) to produce unbiased smoothing estimators. Unbiased estimators are appealing in the context of parallel computing, and facilitate the construction of confidence intervals. The proposed scheme only requires access to off-the-shelf Particle Filters (PF) and is thus easier to implement than recently proposed unbiased smoothers. The approach is demonstrated on a L\'evy-driven stochastic volatility model and a stochastic kinetic model.

Backpropagation and the chain rule of derivatives have been prominent; however, the total derivative rule has not enjoyed the same amount of attention. In this work we show how the total derivative rule leads to an intuitive visual framework for creating gradient estimators on graphical models. In particular, previous "policy gradient theorems" are easily derived. We derive new gradient estimators based on density estimation, as well as a likelihood ratio gradient, which "jumps" to an intermediate node, not directly to the objective function. We evaluate our methods on model-based policy gradient algorithms, achieve good performance, and present evidence towards demystifying the success of the popular PILCO algorithm.

We present a new method for design problems wherein the goal is to maximize or specify the value of one or more properties of interest. For example, in protein design, one may wish to find the protein sequence that maximizes fluorescence. We assume access to one or more, potentially black box, stochastic "oracle" predictive functions, each of which maps from input (e.g., protein sequences) design space to a distribution over a property of interest (e.g. protein fluorescence). At first glance, this problem can be framed as one of optimizing the oracle(s) with respect to the input. However, many state-of-the-art predictive models, such as neural networks, are known to suffer from pathologies, especially for data far from the training distribution. Thus we need to modulate the optimization of the oracle inputs with prior knowledge about what makes `realistic' inputs (e.g., proteins that stably fold). Herein, we propose a new method to solve this problem, Conditioning by Adaptive Sampling, which yields state-of-the-art results on a protein fluorescence problem, as compared to other recently published approaches. Formally, our method achieves its success by using model-based adaptive sampling to estimate the conditional distribution of the input sequences given the desired properties.

We introduce the problem of Dynamic Real-time Multimodal Routing (DREAMR), which requires planning and executing routes under uncertainty for an autonomous agent. The agent has access to a time-varying transit vehicle network in which it can use multiple modes of transportation. For instance, a drone can either fly or ride on terrain vehicles for segments of their routes. DREAMR is a difficult problem of sequential decision making under uncertainty with both discrete and continuous variables. We design a novel hierarchical hybrid planning framework to solve the DREAMR problem that exploits its structural decomposability. Our framework consists of a global open-loop planning layer that invokes and monitors a local closed-loop execution layer. Additional abstractions allow efficient and seamless interleaving of planning and execution. We create a large-scale simulation for DREAMR problems, with each scenario having hundreds of transportation routes and thousands of connection points. Our algorithmic framework significantly outperforms a receding horizon control baseline, in terms of elapsed time to reach the destination and energy expended by the agent.

With the rapid development of digital information, the data volume generated by humans and machines is growing exponentially. Along with this trend, machine learning algorithms have been formed and evolved continuously to discover new information and knowledge from different data sources. Learning algorithms using hyperboxes as fundamental representational and building blocks are a branch of machine learning methods. These algorithms have enormous potential for high scalability and online adaptation of predictors built using hyperbox data representations to the dynamically changing environments and streaming data. This paper aims to give a comprehensive survey of literature on hyperbox-based machine learning models. In general, according to the architecture and characteristic features of the resulting models, the existing hyperbox-based learning algorithms may be grouped into three major categories: fuzzy min-max neural networks, hyperbox-based hybrid models, and other algorithms based on hyperbox representation. Within each of these groups, this paper shows a brief description of the structure of models, associated learning algorithms, and an analysis of their advantages and drawbacks. Main applications of these hyperbox-based models to the real-world problems are also described in this paper. Finally, we discuss some open problems and identify potential future research directions in this field.

With latent variables, stochastic recurrent models have achieved state-of-the-art performance in modeling sound-wave sequence. However, opposite results are also observed in other domains, where standard recurrent networks often outperform stochastic models. To better understand this discrepancy, we re-examine the roles of latent variables in stochastic recurrent models for speech density estimation. Our analysis reveals that under the restriction of fully factorized output distribution in previous evaluations, the stochastic models were implicitly leveraging intra-step correlation but the standard recurrent baselines were prohibited to do so, resulting in an unfair comparison. To correct the unfairness, we remove such restriction in our re-examination, where all the models can explicitly leverage intra-step correlation with an auto-regressive structure. Over a diverse set of sequential data, including human speech, MIDI music, handwriting trajectory and frame-permuted speech, our results show that stochastic recurrent models fail to exhibit any practical advantage despite the claimed theoretical superiority. In contrast, standard recurrent models equipped with an auto-regressive output distribution consistently perform better, significantly advancing the state-of-the-art results on three speech datasets.

Despite the huge success of deep neural networks (NNs), finding good mechanisms for quantifying their prediction uncertainty is still an open problem. Bayesian neural networks are one of the most popular approaches to uncertainty quantification. On the other hand, it was recently shown that ensembles of NNs, which belong to the class of mixture models, can be used to quantify prediction uncertainty. In this paper, we build upon these two approaches. First, we increase the mixture model's flexibility by replacing the fixed mixing weights by an adaptive, input-dependent distribution (specifying the probability of each component) represented by NNs, and by considering uncountably many mixture components. The resulting class of models can be seen as the continuous counterpart to mixture density networks and is therefore referred to as compound density networks (CDNs). We employ both maximum likelihood and variational Bayesian inference to train CDNs, and empirically show that they yield better uncertainty estimates on out-of-distribution data and are more robust to adversarial examples than the previous approaches.

We propose to meta-learn causal structures based on how fast a learner adapts to new distributions arising from sparse distributional changes, e.g. due to interventions, actions of agents and other sources of non-stationarities. We show that under this assumption, the correct causal structural choices lead to faster adaptation to modified distributions because the changes are concentrated in one or just a few mechanisms when the learned knowledge is modularized appropriately. This leads to sparse expected gradients and a lower effective number of degrees of freedom needing to be relearned while adapting to the change. It motivates using the speed of adaptation to a modified distribution as a meta-learning objective. We demonstrate how this can be used to determine the cause-effect relationship between two observed variables. The distributional changes do not need to correspond to standard interventions (clamping a variable), and the learner has no direct knowledge of these interventions. We show that causal structures can be parameterized via continuous variables and learned end-to-end. We then explore how these ideas could be used to also learn an encoder that would map low-level observed variables to unobserved causal variables leading to faster adaptation out-of-distribution, learning a representation space where one can satisfy the assumptions of independent mechanisms and of small and sparse changes in these mechanisms due to actions and non-stationarities.

Predicting bioactivity and physical properties of small molecules is a central challenge in drug discovery. Deep learning is becoming the method of choice but studies to date focus on mean accuracy as the main metric. However, to replace costly and mission-critical experiments by models, a high mean accuracy is not enough: Outliers can derail a discovery campaign, thus models need reliably predict when it will fail, even when the training data is biased; experiments are expensive, thus models need to be data-efficient and suggest informative training sets using active learning. We show that uncertainty quantification and active learning can be achieved by Bayesian semi-supervised graph convolutional neural networks. The Bayesian approach estimates uncertainty in a statistically principled way through sampling from the posterior distribution. Semi-supervised learning disentangles representation learning and regression, keeping uncertainty estimates accurate in the low data limit and allowing the model to start active learning from a small initial pool of training data. Our study highlights the promise of Bayesian deep learning for chemistry.

Machine Learning is an important sub-field of the Artificial Intelligence and it has been become a very critical task to train Machine Learning techniques via effective method or techniques. Recently, researchers try to use alternative techniques to improve ability of Machine Learning techniques. Moving from the explanations, objective of this study is to introduce a novel SVM-CoDOA (Cognitive Development Optimization Algorithm trained Support Vector Machines) system for general medical diagnosis. In detail, the system consists of a SVM, which is trained by CoDOA, a newly developed optimization algorithm. As it is known, use of optimization algorithms is an essential task to train and improve Machine Learning techniques. In this sense, the study has provided a medical diagnosis oriented problem scope in order to show effectiveness of the SVM-CoDOA hybrid formation.