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Koopman representations aim to learn features of nonlinear dynamical systems (NLDS) which lead to linear dynamics in the latent space. Theoretically, such features can be used to simplify many problems in modeling and control of NLDS. In this work we study autoencoder formulations of this problem, and different ways they can be used to model dynamics, specifically for future state prediction over long horizons. We discover several limitations of predicting future states in the latent space and propose an inference-time mechanism, which we refer to as Periodic Reencoding, for faithfully capturing long term dynamics. We justify this method both analytically and empirically via experiments in low and high dimensional NLDS.

There has been significant recent progress in the area of unsupervised skill discovery, utilizing various information-theoretic objectives as measures of diversity. Despite these advances, challenges remain: current methods require significant online interaction, fail to leverage vast amounts of available task-agnostic data and typically lack a quantitative measure of skill utility. We address these challenges by proposing a principled offline algorithm for unsupervised skill discovery that, in addition to maximizing diversity, ensures that each learned skill imitates state-only expert demonstrations to a certain degree. Our main analytical contribution is to connect Fenchel duality, reinforcement learning, and unsupervised skill discovery to maximize a mutual information objective subject to KL-divergence state occupancy constraints. Furthermore, we demonstrate the effectiveness of our method on the standard offline benchmark D4RL and on a custom offline dataset collected from a 12-DoF quadruped robot for which the policies trained in simulation transfer well to the real robotic system.

Machine learning tasks are vulnerable to the quality of data used as input. Yet, it is often challenging for firms to obtain adequate datasets, with them being naturally distributed amongst owners, that in practice, may be competitors in a downstream market and reluctant to share information. Focusing on supervised learning for regression tasks, we develop a \textit{regression market} to provide a monetary incentive for data sharing. Our proposed mechanism adopts a Bayesian framework, allowing us to consider a more general class of regression tasks. We present a thorough exploration of the market properties, and show that similar proposals in current literature expose the market agents to sizeable financial risks, which can be mitigated in our probabilistic setting.

We examine in detail the provisioning process used by many common, consumer-grade Internet of Things (IoT) devices. We find that this provisioning process involves the IoT device, the vendor's cloud-based server, and a vendor-provided mobile app. In order to better understand this process, we develop two toolkits. IoT-Dissect I enables us to decrypt and examine the messages exchanged between the IoT device and the vendor's server, and between the vendor's server and a vendor-provided mobile app. IoT-Dissect II permits us to reverse engineer the vendor's mobile app and observe its operation in detail. We find several potential security issues with the provisioning process and recommend ways to mitigate these potential problems. Further, based on these observations, we conclude that it is likely feasible to construct a vendor-agnostic IoT home gateway that will automate this largely manual provisioning process, isolate IoT devices on their own network, and perhaps open the tight association between an IoT device and the vendor's server.

Large-scale matrix data has been widely discovered and continuously studied in various fields recently. Considering the multi-level factor structure and utilizing the matrix structure, we propose a multilevel matrix factor model with both global and local factors. The global factors can affect all matrix times series, whereas the local factors are only allow to affect within each specific matrix time series. The estimation procedures can consistently estimate the factor loadings and determine the number of factors. We establish the asymptotic properties of the estimators. The simulation is presented to illustrate the performance of the proposed estimation method. We utilize the model to analyze eight indicators across 200 stocks from ten distinct industries, demonstrating the empirical utility of our proposed approach.

Graph Neural Networks (GNNs) have been successfully used in many problems involving graph-structured data, achieving state-of-the-art performance. GNNs typically employ a message-passing scheme, in which every node aggregates information from its neighbors using a permutation-invariant aggregation function. Standard well-examined choices such as the mean or sum aggregation functions have limited capabilities, as they are not able to capture interactions among neighbors. In this work, we formalize these interactions using an information-theoretic framework that notably includes synergistic information. Driven by this definition, we introduce the Graph Ordering Attention (GOAT) layer, a novel GNN component that captures interactions between nodes in a neighborhood. This is achieved by learning local node orderings via an attention mechanism and processing the ordered representations using a recurrent neural network aggregator. This design allows us to make use of a permutation-sensitive aggregator while maintaining the permutation-equivariance of the proposed GOAT layer. The GOAT model demonstrates its increased performance in modeling graph metrics that capture complex information, such as the betweenness centrality and the effective size of a node. In practical use-cases, its superior modeling capability is confirmed through its success in several real-world node classification benchmarks.

Recently, a considerable literature has grown up around the theme of Graph Convolutional Network (GCN). How to effectively leverage the rich structural information in complex graphs, such as knowledge graphs with heterogeneous types of entities and relations, is a primary open challenge in the field. Most GCN methods are either restricted to graphs with a homogeneous type of edges (e.g., citation links only), or focusing on representation learning for nodes only instead of jointly propagating and updating the embeddings of both nodes and edges for target-driven objectives. This paper addresses these limitations by proposing a novel framework, namely the Knowledge Embedding based Graph Convolutional Network (KE-GCN), which combines the power of GCNs in graph-based belief propagation and the strengths of advanced knowledge embedding (a.k.a. knowledge graph embedding) methods, and goes beyond. Our theoretical analysis shows that KE-GCN offers an elegant unification of several well-known GCN methods as specific cases, with a new perspective of graph convolution. Experimental results on benchmark datasets show the advantageous performance of KE-GCN over strong baseline methods in the tasks of knowledge graph alignment and entity classification.

As a field of AI, Machine Reasoning (MR) uses largely symbolic means to formalize and emulate abstract reasoning. Studies in early MR have notably started inquiries into Explainable AI (XAI) -- arguably one of the biggest concerns today for the AI community. Work on explainable MR as well as on MR approaches to explainability in other areas of AI has continued ever since. It is especially potent in modern MR branches, such as argumentation, constraint and logic programming, planning. We hereby aim to provide a selective overview of MR explainability techniques and studies in hopes that insights from this long track of research will complement well the current XAI landscape. This document reports our work in-progress on MR explainability.

We propose a Bayesian convolutional neural network built upon Bayes by Backprop and elaborate how this known method can serve as the fundamental construct of our novel, reliable variational inference method for convolutional neural networks. First, we show how Bayes by Backprop can be applied to convolutional layers where weights in filters have probability distributions instead of point-estimates; and second, how our proposed framework leads with various network architectures to performances comparable to convolutional neural networks with point-estimates weights. In the past, Bayes by Backprop has been successfully utilised in feedforward and recurrent neural networks, but not in convolutional ones. This work symbolises the extension of the group of Bayesian neural networks which encompasses all three aforementioned types of network architectures now.

We investigate a lattice-structured LSTM model for Chinese NER, which encodes a sequence of input characters as well as all potential words that match a lexicon. Compared with character-based methods, our model explicitly leverages word and word sequence information. Compared with word-based methods, lattice LSTM does not suffer from segmentation errors. Gated recurrent cells allow our model to choose the most relevant characters and words from a sentence for better NER results. Experiments on various datasets show that lattice LSTM outperforms both word-based and character-based LSTM baselines, achieving the best results.