Reinforcement learning, one of the most active research areas in artificial intelligence, is a computational approach to learning whereby an agent tries to maximize the total amount of reward it receives when interacting with a complex, uncertain environment. In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the key ideas and algorithms of reinforcement learning. Their discussion ranges from the history of the field's intellectual foundations to the most recent developments and applications. The only necessary mathematical background is familiarity with elementary concepts of probability. The book is divided into three parts. Part I defines the reinforcement learning problem in terms of Markov decision processes. Part II provides basic solution methods: dynamic programming, Monte Carlo methods, and temporal-difference learning. Part III presents a unified view of the solution methods and incorporates artificial neural networks, eligibility traces, and planning; the two final chapters present case studies and consider the future of reinforcement learning.

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Reinforcement Learning: An Introduction

THE DESIGN AND ANALYSIS OF EXPERIMENTS. By Oscar Kempthorne. New York, John Wiley and Sons, Inc., 1952. 631 pp. $8.50. This book by a teacher of statistics (as well as a consultant for \"experimenters\") is a comprehensive study of the philosophical background for the statistical design of experiment. It is necessary to have some facility with algebraic notation and manipulation to be able to use the volume intelligently. The problems are presented from the theoretical point of view, without such practical examples as would be helpful for those not acquainted with mathematics. The mathematical justification for the techniques is given. As a somewhat advanced treatment of the design and analysis of experiments, this volume will be interesting and helpful for many who approach statistics theoretically as well as practically. With emphasis on the \"why,\" and with description given broadly, the author relates the subject matter to the general theory of statistics and to the general problem of experimental inference. MARGARET J. ROBERTSON

The Design and Analysis of Experiments

Machine Learning is the study of methods for programming computers to learn. Computers are applied to a wide range of tasks, and for most of these it is relatively easy for programmers to design and implement the necessary software. However, there are many tasks for which this is difficult or impossible. These can be divided into four general categories. First, there are problems for which there exist no human experts. For example, in modern automated manufacturing facilities, there is a need to predict machine failures before they occur by analyzing sensor readings. Because the machines are new, there are no human experts who can be interviewed by a programmer to provide the knowledge necessary to build a computer system. A machine learning system can study recorded data and subsequent machine failures and learn prediction rules. Second, there are problems where human experts exist, but where they are unable to explain their expertise. This is the case in many perceptual tasks, such as speech recognition, hand-writing recognition, and natural language understanding. Virtually all humans exhibit expert-level abilities on these tasks, but none of them can describe the detailed steps that they follow as they perform them. Fortunately, humans can provide machines with examples of the inputs and correct outputs for these tasks, so machine learning algorithms can learn to map the inputs to the outputs. Third, there are problems where phenomena are changing rapidly. In finance, for example, people would like to predict the future behavior of the stock market, of consumer purchases, or of exchange rates. These behaviors change frequently, so that even if a programmer could construct a good predictive computer program, it would need to be rewritten frequently. A learning program can relieve the programmer of this burden by constantly modifying and tuning a set of learned prediction rules. Fourth, there are applications that need to be customized for each computer user separately. Consider, for example, a program to filter unwanted electronic mail messages. Different users will need different filters. It is unreasonable to expect each user to program his or her own rules, and it is infeasible to provide every user with a software engineer to keep the rules up-to-date. A machine learning system can learn which mail messages the user rejects and maintain the filtering rules automatically. Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis. Statistics focuses on understanding the phenomena that have generated the data, often with the goal of testing different hypotheses about those phenomena. Data mining seeks to find patterns in the data that are understandable by people. Psychological studies of human learning aspire to understand the mechanisms underlying the various learning behaviors exhibited by people (concept learning, skill acquisition, strategy change, etc.).

Machine learning

SciPy is an open source scientific computing library for the Python programming language. SciPy 1.0 was released in late 2017, about 16 years after the original version 0.1 release. SciPy has become a de facto standard for leveraging scientific algorithms in the Python programming language, with more than 600 unique code contributors, thousands of dependent packages, over 100,000 dependent repositories, and millions of downloads per year. This includes usage of SciPy in almost half of all machine learning projects on GitHub, and usage by high profile projects including LIGO gravitational wave analysis and creation of the first-ever image of a black hole (M87). The library includes functionality spanning clustering, Fourier transforms, integration, interpolation, file I/O, linear algebra, image processing, orthogonal distance regression, minimization algorithms, signal processing, sparse matrix handling, computational geometry, and statistics. In this work, we provide an overview of the capabilities and development practices of the SciPy library and highlight some recent technical developments.

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SciPy 1.0--Fundamental Algorithms for Scientific Computing in Python

Probability Distributions.- Linear Models for Regression.- Linear Models for Classification.- Neural Networks.- Kernel Methods.- Sparse Kernel Machines.- Graphical Models.- Mixture Models and EM.- Approximate Inference.- Sampling Methods.- Continuous Latent Variables.- Sequential Data.- Combining Models.

Pattern Recognition and Machine Learning

Real-world relational data are seldom stationary, yet traditional collaborative filtering algorithms generally rely on this assumption. Motivated by our sales prediction problem, we propose a factor-based algorithm that is able to take time into account. By introducing additional factors for time, we formalize this problem as a tensor factorization with a special constraint on the time dimension. Further, we provide a fully Bayesian treatment to avoid tuning parameters and achieve automatic model complexity control. To learn the model we develop an efficient sampling procedure that is capable of analyzing large-scale data sets. This new algorithm, called Bayesian Probabilistic Tensor Factorization (BPTF), is evaluated on several real-world problems including sales prediction and movie recommendation. Empirical results demonstrate the superiority of our temporal model.

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Temporal Collaborative Filtering with Bayesian Probabilistic Tensor Factorization

Autonomous driving presents one of the largest problems that the robotics and artificial intelligence communities are facing at the moment, both in terms of difficulty and potential societal impact. Self-driving vehicles (SDVs) are expected to prevent road accidents and save millions of lives while improving the livelihood and life quality of many more. However, despite large interest and a number of industry players working in the autonomous domain, there still remains more to be done in order to develop a system capable of operating at a level comparable to best human drivers. One reason for this is high uncertainty of traffic behavior and large number of situations that an SDV may encounter on the roads, making it very difficult to create a fully generalizable system. To ensure safe and efficient operations, an autonomous vehicle is required to account for this uncertainty and to anticipate a multitude of possible behaviors of traffic actors in its surrounding. We address this critical problem and present a method to predict multiple possible trajectories of actors while also estimating their probabilities. The method encodes each actor’s surrounding context into a raster image, used as input by deep convolutional networks to automatically derive relevant features for the task. Following extensive offline evaluation and comparison to state-of-the-art baselines, the method was successfully tested on SDVs in closed-course tests.

Multimodal Trajectory Predictions for Autonomous Driving using Deep Convolutional Networks

Many control problems in the robotics field can be cast as partially observed Markovian decision problems (POMDPs), an optimal control formalism. Finding optimal solutions to such problems in general, however is known to be intractable. It has often been observed that in practice, simple structured controllers suffice for good sub-optimal control, and recent research in the artificial intelligence community has focused on policy search methods as techniques for finding sub-optimal controllers when such structured controllers do exist. Traditional model-based reinforcement learning algorithms make a certainty equivalence assumption on their learned models and calculate optimal policies for a maximum-likelihood Markovian model. We consider algorithms that evaluate and synthesize controllers under distributions of Markovian models. Previous work has demonstrated that algorithms that maximize mean reward with respect to model uncertainty leads to safer and more robust controllers. We consider briefly other performance criterion that emphasize robustness and exploration in the search for controllers, and note the relation with experiment design and active learning. To validate the power of the approach on a robotic application we demonstrate the presented learning control algorithm by flying an autonomous helicopter. We show that the controller learned is robust and delivers good performance in this real-world domain.

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Autonomous helicopter control using reinforcement learning policy search methods

Many scalable data mining tasks rely on active learning to provide the most useful accurately labeled instances. However, what if there are multiple labeling sources ('oracles' or 'experts') with different but unknown reliabilities? With the recent advent of inexpensive and scalable online annotation tools, such as Amazon's Mechanical Turk, the labeling process has become more vulnerable to noise - and without prior knowledge of the accuracy of each individual labeler. This paper addresses exactly such a challenge: how to jointly learn the accuracy of labeling sources and obtain the most informative labels for the active learning task at hand minimizing total labeling effort. More specifically, we present IEThresh (Interval Estimate Threshold) as a strategy to intelligently select the expert(s) with the highest estimated labeling accuracy. IEThresh estimates a confidence interval for the reliability of each expert and filters out the one(s) whose estimated upper-bound confidence interval is below a threshold - which jointly optimizes expected accuracy (mean) and need to better estimate the expert's accuracy (variance). Our framework is flexible enough to work with a wide range of different noise levels and outperforms baselines such as asking all available experts and random expert selection. In particular, IEThresh achieves a given level of accuracy with less than half the queries issued by all-experts labeling and less than a third the queries required by random expert selection on datasets such as the UCI mushroom one. The results show that our method naturally balances exploration and exploitation as it gains knowledge of which experts to rely upon, and selects them with increasing frequency.

Efficiently learning the accuracy of labeling sources for selective sampling

Bayesian Optimisation (BO) refers to a class of methods for global optimisation of a function f which is only accessible via point evaluations. It is typically used in settings where f is expensive to evaluate. A common use case for BO in machine learning is model selection, where it is not possible to analytically model the generalisation performance of a statistical model, and we resort to noisy and expensive training and validation procedures to choose the best model. Conventional BO methods have focused on Euclidean and categorical domains, which, in the context of model selection, only permits tuning scalar hyper-parameters of machine learning algorithms. However, with the surge of interest in deep learning, there is an increasing demand to tune neural network architectures. In this work, we develop NASBOT, a Gaussian process based BO framework for neural architecture search. To accomplish this, we develop a distance metric in the space of neural network architectures which can be computed efficiently via an optimal transport program. This distance might be of independent interest to the deep learning community as it may find applications outside of BO. We demonstrate that NASBOT outperforms other alternatives for architecture search in several cross validation based model selection tasks on multi-layer perceptrons and convolutional neural networks.

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Jeff Schneider

Papers

Temporal Collaborative Filtering with Bayesian Probabilistic Tensor Factorization

Multimodal Trajectory Predictions for Autonomous Driving using Deep Convolutional Networks

Autonomous helicopter control using reinforcement learning policy search methods

Efficiently learning the accuracy of labeling sources for selective sampling

Neural Architecture Search with Bayesian Optimisation and Optimal Transport