In this work, we propose \texttt{TimeGrad}, an autoregressive model for multivariate probabilistic time series forecasting which samples from the data distribution at each time step by estimating its gradient. To this end, we use diffusion probabilistic models, a class of latent variable models closely connected to score matching and energy-based methods. Our model learns gradients by optimizing a variational bound on the data likelihood and at inference time converts white noise into a sample of the distribution of interest through a Markov chain using Langevin sampling. We demonstrate experimentally that the proposed autoregressive denoising diffusion model is the new state-of-the-art multivariate probabilistic forecasting method on real-world data sets with thousands of correlated dimensions. We hope that this method is a useful tool for practitioners and lays the foundation for future research in this area.

We present CRISP (COVID-19 Risk Score Prediction), a probabilistic graphical model for COVID-19 infection spread through a population based on the SEIR model where we assume access to (1) mutual contacts between pairs of individuals across time across various channels (e.g., Bluetooth contact traces), as well as (2) test outcomes at given times for infection, exposure and immunity tests. Our micro-level model keeps track of the infection state for each individual at every point in time, ranging from susceptible, exposed, infectious to recovered. We develop a Monte Carlo EM algorithm to infer contact-channel specific infection transmission probabilities. Our algorithm uses Gibbs sampling to draw samples of the latent infection status of each individual over the entire time period of analysis, given the latent infection status of all contacts and test outcome data. Experimental results with simulated data demonstrate our CRISP model can be parametrized by the reproduction factor $R_0$ and exhibits population-level infectiousness and recovery time series similar to those of the classical SEIR model. However, due to the individual contact data, this model allows fine grained control and inference for a wide range of COVID-19 mitigation and suppression policy measures. Moreover, the algorithm is able to support efficient testing in a test-trace-isolate approach to contain COVID-19 infection spread. To the best of our knowledge, this is the first model with efficient inference for COVID-19 infection spread based on individual-level contact data; most epidemic models are macro-level models that reason over entire populations. The implementation of CRISP is available in Python and C++ at https://github.com/zalandoresearch/CRISP.

We present a generative model that is defined on finite sets of exchangeable, potentially high dimensional, data. As the architecture is an extension of RealNVPs, it inherits all its favorable properties, such as being invertible and allowing for exact log-likelihood evaluation. We show that this architecture is able to learn finite non-i.i.d. set data distributions, learn statistical dependencies between entities of the set and is able to train and sample with variable set sizes in a computationally efficient manner. Experiments on 3D point clouds show state-of-the art likelihoods.

Visualizing an outfit is an essential part of shopping for clothes. Due to the combinatorial aspect of combining fashion articles, the available images are limited to a pre-determined set of outfits. In this paper, we broaden these visualizations by generating high-resolution images of fashion models wearing a custom outfit under an input body pose. We show that our approach can not only transfer the style and the pose of one generated outfit to another, but also create realistic images of human bodies and garments.

Personalized size and fit recommendations bear crucial significance for any fashion e-commerce platform. Predicting the correct fit drives customer satisfaction and benefits the business by reducing costs incurred due to size-related returns. Traditional collaborative filtering algorithms seek to model customer preferences based on their previous orders. A typical challenge for such methods stems from extreme sparsity of customer-article orders. To alleviate this problem, we propose a deep learning based content-collaborative methodology for personalized size and fit recommendation. Our proposed method can ingest arbitrary customer and article data and can model multiple individuals or intents behind a single account. The method optimizes a global set of parameters to learn population-level abstractions of size and fit relevant information from observed customer-article interactions. It further employs customer and article specific embedding variables to learn their properties. Together with learned entity embeddings, the method maps additional customer and article attributes into a latent space to derive personalized recommendations. Application of our method to two publicly available datasets demonstrate an improvement over the state-of-the-art published results. On two proprietary datasets, one containing fit feedback from fashion experts and the other involving customer purchases, we further outperform comparable methodologies, including a recent Bayesian approach for size recommendation.

In this work we propose a new neural network architecture that efficiently implements and learns general purpose set-equivariant functions. Such a function $f$ maps a set of entities $x=\left\{ x_{1},\ldots,x_{n}\right\} $ from one domain to a set of same cardinality $y=f\left(x\right)=\left\{ y_{1},\ldots,y_{n}\right\} $ in another domain regardless of the ordering of the entities. The architecture is based on a gated recurrent network which is iteratively applied to all entities individually and at the same time syncs with the progression of the whole population. In reminiscence to this pattern, which can be frequently observable in nature, we call our approach SWARM mapping. Set-equivariant and generally permutation invariant functions are important building blocks for many state of the art machine learning approaches. Even in application where the permutation invariance is not of primary interest, as to be seen in the recent success of attention based transformer models (Vaswani et. al. 2017). Accordingly, we demonstrate the power and usefulness of SWARM mappings in different applications. We compare the performance of our approach with another recently proposed set-equivariant function, the SetTransformer (Lee et.al. 2018) and we demonstrate that transformer solely based on SWARM layers gives state of the art results.

Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the environment are costly and a good simulator of the environment is not available. Further, as environments differ by application, the optimal inductive bias (architecture, hyperparameters, etc.) of a reinforcement agent depends on the application. In this work, we propose a multi-arm bandit framework that selects from a set of different reinforcement learning agents to choose the one with the best inductive bias. To alleviate the problem of sparse rewards, the reinforcement learning agents are augmented with surrogate rewards. This helps the bandit framework to select the best agents early, since these rewards are smoother and less sparse than the environment reward. The bandit has the double objective of maximizing the reward while the agents are learning and selecting the best agent after a finite number of learning steps. Our experimental results on standard environments show that the proposed framework is able to consistently select the optimal agent after a finite number of steps, while collecting more cumulative reward compared to selecting a sub-optimal architecture or uniformly alternating between different agents.

We present Fashion-MNIST, a new dataset comprising of 28x28 grayscale images of 70,000 fashion products from 10 categories, with 7,000 images per category. The training set has 60,000 images and the test set has 10,000 images. Fashion-MNIST is intended to serve as a direct drop-in replacement for the original MNIST dataset for benchmarking machine learning algorithms, as it shares the same image size, data format and the structure of training and testing splits. The dataset is freely available at https://github.com/zalandoresearch/fashion-mnist

This paper introduces a novel approach to texture synthesis based on generative adversarial networks (GAN) (Goodfellow et al., 2014). We extend the structure of the input noise distribution by constructing tensors with different types of dimensions. We call this technique Periodic Spatial GAN (PSGAN). The PSGAN has several novel abilities which surpass the current state of the art in texture synthesis. First, we can learn multiple textures from datasets of one or more complex large images. Second, we show that the image generation with PSGANs has properties of a texture manifold: we can smoothly interpolate between samples in the structured noise space and generate novel samples, which lie perceptually between the textures of the original dataset. In addition, we can also accurately learn periodical textures. We make multiple experiments which show that PSGANs can flexibly handle diverse texture and image data sources. Our method is highly scalable and it can generate output images of arbitrary large size.

Generative adversarial networks (GANs) are a recent approach to train generative models of data, which have been shown to work particularly well on image data. In the current paper we introduce a new model for texture synthesis based on GAN learning. By extending the input noise distribution space from a single vector to a whole spatial tensor, we create an architecture with properties well suited to the task of texture synthesis, which we call spatial GAN (SGAN). To our knowledge, this is the first successful completely data-driven texture synthesis method based on GANs. Our method has the following features which make it a state of the art algorithm for texture synthesis: high image quality of the generated textures, very high scalability w.r.t. the output texture size, fast real-time forward generation, the ability to fuse multiple diverse source images in complex textures. To illustrate these capabilities we present multiple experiments with different classes of texture images and use cases. We also discuss some limitations of our method with respect to the types of texture images it can synthesize, and compare it to other neural techniques for texture generation.