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We introduce a new constrained optimization method for policy gradient reinforcement learning, which uses two trust regions to regulate each policy update. In addition to using the proximity of one single old policy as the first trust region as done by prior works, we propose to form a second trust region through the construction of another virtual policy that represents a wide range of past policies. We then enforce the new policy to stay closer to the virtual policy, which is beneficial in case the old policy performs badly. More importantly, we propose a mechanism to automatically build the virtual policy from a memory buffer of past policies, providing a new capability for dynamically selecting appropriate trust regions during the optimization process. Our proposed method, dubbed as Memory-Constrained Policy Optimization (MCPO), is examined on a diverse suite of environments including robotic locomotion control, navigation with sparse rewards and Atari games, consistently demonstrating competitive performance against recent on-policy constrained policy gradient methods.

Laser-induced breakdown spectroscopy is a preferred technique for fast and direct multi-elemental mapping of samples under ambient pressure, without any limitation on the targeted element. However, LIBS mapping data have two peculiarities: an intrinsically low signal-to-noise ratio due to single-shot measurements, and a high dimensionality due to the high number of spectra acquired for imaging. This is all the truer as lateral resolution gets higher: in this case, the ablation spot diameter is reduced, as well as the ablated mass and the emission signal, while the number of spectra for a given surface increases. Therefore, efficient extraction of physico-chemical information from a noisy and large dataset is a major issue. Multivariate approaches were introduced by several authors as a means to cope with such data, particularly Principal Component Analysis. Yet, PCA is known to present theoretical constraints for the consistent reconstruction of the dataset, and has therefore limitations to efficient interpretation of LIBS mapping data. In this paper, we introduce HyperPCA, a new analysis tool for hyperspectral images based on a sparse representation of the data using Discrete Wavelet Transform and kernel-based sparse PCA to reduce the impact of noise on the data and to consistently reconstruct the spectroscopic signal, with a particular emphasis on LIBS data. The method is first illustrated using simulated LIBS mapping datasets to emphasize its performances with highly noisy and/or highly interfered spectra. Comparisons to standard PCA and to traditional univariate data analyses are provided. Finally, it is used to process real data in two cases that clearly illustrate the potential of the proposed algorithm. We show that the method presents advantages both in quantity and quality of the information recovered, thus improving the physico-chemical characterisation of analysed surfaces.

Remote-sensing (RS) Change Detection (CD) aims to detect "changes of interest" from co-registered bi-temporal images. The performance of existing deep supervised CD methods is attributed to the large amounts of annotated data used to train the networks. However, annotating large amounts of remote sensing images is labor-intensive and expensive, particularly with bi-temporal images, as it requires pixel-wise comparisons by a human expert. On the other hand, we often have access to unlimited unlabeled multi-temporal RS imagery thanks to ever-increasing earth observation programs. In this paper, we propose a simple yet effective way to leverage the information from unlabeled bi-temporal images to improve the performance of CD approaches. More specifically, we propose a semi-supervised CD model in which we formulate an unsupervised CD loss in addition to the supervised Cross-Entropy (CE) loss by constraining the output change probability map of a given unlabeled bi-temporal image pair to be consistent under the small random perturbations applied on the deep feature difference map that is obtained by subtracting their latent feature representations. Experiments conducted on two publicly available CD datasets show that the proposed semi-supervised CD method can reach closer to the performance of supervised CD even with access to as little as 10% of the annotated training data. Code available at //github.com/wgcban/SemiCD.

Modern web services routinely provide REST APIs for clients to access their functionality. These APIs present unique challenges and opportunities for automated testing, driving the recent development of many techniques and tools that generate test cases for API endpoints using various strategies. Understanding how these techniques compare to one another is difficult, as they have been evaluated on different benchmarks and using different metrics. To fill this gap, we performed an empirical study aimed to understand the landscape in automated testing of REST APIs and guide future research in this area. We first identified, through a systematic selection process, a set of 10 state-of-the-art REST API testing tools that included tools developed by both researchers and practitioners. We then applied these tools to a benchmark of 20 real-world open-source RESTful services and analyzed their performance in terms of code coverage achieved and unique failures triggered. This analysis allowed us to identify strengths, weaknesses, and limitations of the tools considered and of their underlying strategies, as well as implications of our findings for future research in this area.

Task graphs provide a simple way to describe scientific workflows (sets of tasks with dependencies) that can be executed on both HPC clusters and in the cloud. An important aspect of executing such graphs is the used scheduling algorithm. Many scheduling heuristics have been proposed in existing works; nevertheless, they are often tested in oversimplified environments. We provide an extensible simulation environment designed for prototyping and benchmarking task schedulers, which contains implementations of various scheduling algorithms and is open-sourced, in order to be fully reproducible. We use this environment to perform a comprehensive analysis of workflow scheduling algorithms with a focus on quantifying the effect of scheduling challenges that have so far been mostly neglected, such as delays between scheduler invocations or partially unknown task durations. Our results indicate that network models used by many previous works might produce results that are off by an order of magnitude in comparison to a more realistic model. Additionally, we show that certain implementation details of scheduling algorithms which are often neglected can have a large effect on the scheduler's performance, and they should thus be described in great detail to enable proper evaluation.

Models for dependent data are distinguished by their targets of inference. Marginal models are useful when interest lies in quantifying associations averaged across a population of clusters. When the functional form of a covariate-outcome association is unknown, flexible regression methods are needed to allow for potentially non-linear relationships. We propose a novel marginal additive model (MAM) for modelling cluster-correlated data with non-linear population-averaged associations. The proposed MAM is a unified framework for estimation and uncertainty quantification of a marginal mean model, combined with inference for between-cluster variability and cluster-specific prediction. We propose a fitting algorithm that enables efficient computation of standard errors and corrects for estimation of penalty terms. We demonstrate the proposed methods in simulations and in application to (i) a longitudinal study of beaver foraging behaviour, and (ii) a spatial analysis of Loaloa infection in West Africa. R code for implementing the proposed methodology is available at //github.com/awstringer1/mam.

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts. We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases.

Traffic forecasting is an important factor for the success of intelligent transportation systems. Deep learning models including convolution neural networks and recurrent neural networks have been applied in traffic forecasting problems to model the spatial and temporal dependencies. In recent years, to model the graph structures in the transportation systems as well as the contextual information, graph neural networks (GNNs) are introduced as new tools and have achieved the state-of-the-art performance in a series of traffic forecasting problems. In this survey, we review the rapidly growing body of recent research using different GNNs, e.g., graph convolutional and graph attention networks, in various traffic forecasting problems, e.g., road traffic flow and speed forecasting, passenger flow forecasting in urban rail transit systems, demand forecasting in ride-hailing platforms, etc. We also present a collection of open data and source resources for each problem, as well as future research directions. To the best of our knowledge, this paper is the first comprehensive survey that explores the application of graph neural networks for traffic forecasting problems. We have also created a public Github repository to update the latest papers, open data and source resources.

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its variables depend on one another but, upon looking closely, it is fair to say that existing methods fail to fully exploit latent spatial dependencies between pairs of variables. In recent years, meanwhile, graph neural networks (GNNs) have shown high capability in handling relational dependencies. GNNs require well-defined graph structures for information propagation which means they cannot be applied directly for multivariate time series where the dependencies are not known in advance. In this paper, we propose a general graph neural network framework designed specifically for multivariate time series data. Our approach automatically extracts the uni-directed relations among variables through a graph learning module, into which external knowledge like variable attributes can be easily integrated. A novel mix-hop propagation layer and a dilated inception layer are further proposed to capture the spatial and temporal dependencies within the time series. The graph learning, graph convolution, and temporal convolution modules are jointly learned in an end-to-end framework. Experimental results show that our proposed model outperforms the state-of-the-art baseline methods on 3 of 4 benchmark datasets and achieves on-par performance with other approaches on two traffic datasets which provide extra structural information.

This paper addresses the difficulty of forecasting multiple financial time series (TS) conjointly using deep neural networks (DNN). We investigate whether DNN-based models could forecast these TS more efficiently by learning their representation directly. To this end, we make use of the dynamic factor graph (DFG) from that we enhance by proposing a novel variable-length attention-based mechanism to render it memory-augmented. Using this mechanism, we propose an unsupervised DNN architecture for multivariate TS forecasting that allows to learn and take advantage of the relationships between these TS. We test our model on two datasets covering 19 years of investment funds activities. Our experimental results show that our proposed approach outperforms significantly typical DNN-based and statistical models at forecasting their 21-day price trajectory.