We discuss deep reinforcement learning in an overview style. We draw a big picture, filled with details. We discuss six core elements, six important mechanisms, and twelve applications, focusing on contemporary work, and in historical contexts. We start with background of artificial intelligence, machine learning, deep learning, and reinforcement learning (RL), with resources. Next we discuss RL core elements, including value function, policy, reward, model, exploration vs. exploitation, and representation. Then we discuss important mechanisms for RL, including attention and memory, unsupervised learning, hierarchical RL, multi-agent RL, relational RL, and learning to learn. After that, we discuss RL applications, including games, robotics, natural language processing (NLP), computer vision, finance, business management, healthcare, education, energy, transportation, computer systems, and, science, engineering, and art. Finally we summarize briefly, discuss challenges and opportunities, and close with an epilogue.

We consider the problem of balancing exploration and exploitation in sequential decision making problems. To explore efficiently, it is vital to consider the uncertainty over all consequences of a decision, and not just those that follow immediately; the uncertainties involved need to be propagated according to the dynamics of the problem. To this end, we develop Successor Uncertainties, a probabilistic model for the state-action value function of a Markov Decision Process that propagates uncertainties in a coherent and scalable way. We relate our approach to other classical and contemporary methods for exploration and present an empirical analysis.

Though ordinary differential equations (ODE) are used extensively in science and engineering, the task of learning ODE parameters from noisy observations still presents challenges. To address these challenges, we propose a direct method that involves alternating minimization of an objective function over the filtered states and parameters. This objective function directly measures how well the filtered states and parameters satisfy the ODE, in contrast to many existing methods that use separate objectives over the observations, filtered states, and parameters. As we show on several ODE systems, as compared to state-of-the-art methods, the direct method exhibits increased robustness (to noise, parameter initialization, and hyperparameters), decreased training times, and improved accuracy in estimating both filtered states and parameters. The direct method involves only one hyperparameter that plays the role of an inverse step size. We show how the direct method can be used with general multistep numerical discretizations, and demonstrate its performance on systems with up to d 40 dimensions. The code of our algorithms can be found in the authors' web pages.

Unsupervised ensemble learning has long been an interesting yet challenging problem that comes to prominence in recent years with the increasing demand of crowdsourcing in various applications. In this paper, we propose a novel method-- unsupervised ensemble learning via Ising model approximation (unElisa) that combines a pruning step with a predicting step. We focus on the binary case and use an Ising model to characterize interactions between the ensemble and the underlying true classifier. The presence of an edge between an observed classifier and the true classifier indicates a direct dependence whereas the absence indicates the corresponding one provides no additional information and shall be eliminated. This observation leads to the pruning step where the key is to recover the neighborhood of the true classifier. We show that it can be recovered successfully with exponentially decaying error in the high-dimensional setting by performing nodewise $\ell_1$-regularized logistic regression. The pruned ensemble allows us to get a consistent estimate of the Bayes classifier for predicting. We also propose an augmented version of majority voting by reversing all labels given by a subgroup of the pruned ensemble. We demonstrate the efficacy of our method through extensive numerical experiments and through the application to EHR-based phenotyping prediction on Rheumatoid Arthritis (RA) using data from Partners Healthcare System.

Change detection involves segmenting sequential data such that observations in the same segment share some desired properties. Multivariate change detection continues to be a challenging problem due to the variety of ways change points can be correlated across channels and the potentially poor signal-to-noise ratio on individual channels. In this paper, we are interested in locating additive outliers (AO) and level shifts (LS) in the unsupervised setting. We propose ABACUS, Automatic BAyesian Changepoints Under Sparsity, a Bayesian source separation technique to recover latent signals while also detecting changes in model parameters. Multi-level sparsity achieves both dimension reduction and modeling of signal changes. We show ABACUS has competitive or superior performance in simulation studies against state-of-the-art change detection methods and established latent variable models. We also illustrate ABACUS on two real application, modeling genomic profiles and analyzing household electricity consumption.

Parameter learning is the technique for obtaining the probabilistic parameters in conditional probability tables in Bayesian networks from tables with (observed) data --- where it is assumed that the underlying graphical structure is known. There are basically two ways of doing so, referred to as maximal likelihood estimation (MLE) and as Bayesian learning. This paper provides a categorical analysis of these two techniques and describes them in terms of basic properties of the multiset monad M, the distribution monad D and the Giry monad G. In essence, learning is about the reltionships between multisets (used for counting) on the one hand and probability distributions on the other. These relationsips will be described as suitable natural transformations.

Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to the gradient or a large number of likelihood evaluations. We introduce here a novel sample-efficient inference framework, Variational Bayesian Monte Carlo (VBMC). VBMC combines variational inference with Gaussian-process based, active-sampling Bayesian quadrature, using the latter to efficiently approximate the intractable integral in the variational objective. Our method produces both a nonparametric approximation of the posterior distribution and an approximate lower bound of the model evidence, useful for model selection. We demonstrate VBMC both on several synthetic likelihoods and on a neuronal model with data from real neurons. Across all tested problems and dimensions (up to $D = 10$), VBMC performs consistently well in reconstructing the posterior and the model evidence with a limited budget of likelihood evaluations, unlike other methods that work only in very low dimensions. Our framework shows great promise as a novel tool for posterior and model inference with expensive, black-box likelihoods.

In this paper, we develop a non-parametric Bayesian estimation of Hawkes process kernel functions. Our method is based on the cluster representation of Hawkes processes. We sample random branching structures, and thus split the Hawkes process into clusters of Poisson processes, where the intensity function of each of these processes is the nonparametric triggering kernel of the Hawkes process. We derive both a block Gibbs sampler and a maximum a posteriori estimator based on stochastic expectation maximization. On synthetic data, we show our method to be flexible and scalable, and on two largescale Twitter diffusion datasets, we show our method to outperform the parametric Hawkes model. We observe that the learned non-parametric kernel reflects the longevity of different content types. Code has been made publicly available.

Making decisions requires information relevant to the task at hand. Many real-life decision-making situations allow acquiring further relevant information at a specific cost. For example, in assessing the health status of a patient we may decide to take additional measurements such as diagnostic tests or imaging scans before making a final assessment. More information that is relevant allows for better decisions but it may be costly to acquire all of this information. How can we trade off the desire to make good decisions with the option to acquire further information at a cost? To this end, we propose a principled framework, named EDDI (Efficient Dynamic Discovery of high-value Information), based on the theory of Bayesian experimental design. In EDDI we propose a novel partial variational autoencoder (Partial VAE), to efficiently handle missing data over varying subsets of known information. EDDI combines this Partial VAE with an acquisition function that maximizes expected information gain on a set of target variables. EDDI is efficient and demonstrates that dynamic discovery of high-value information is possible; we show cost reduction at the same decision quality and improved decision quality at the same cost in benchmarks and in two health-care applications. We believe there is great potential for realizing these gains in real-world decision support systems.

Most of agents that learn policy for tasks with reinforcement learning (RL) lack the ability to communicate with people, which makes human-agent collaboration challenging. We believe that, in order for RL agents to comprehend utterances from human colleagues, RL agents must infer the mental states that people attribute to them because people sometimes infer an interlocutor's mental states and communicate on the basis of this mental inference. This paper proposes PublicSelf model, which is a model of a person who infers how the person's own behavior appears to their colleagues. We implemented the PublicSelf model for an RL agent in a simulated environment and examined the inference of the model by comparing it with people's judgment. The results showed that the agent's intention that people attributed to the agent's movement was correctly inferred by the model in scenes where people could find certain intentionality from the agent's behavior.