In this proof-of-concept work, we evaluate the performance of multiple machine-learning methods as statistical emulators for use in the analysis of agent-based models (ABMs). Analysing ABM outputs can be challenging, as the relationships between input parameters can be non-linear or even chaotic even in relatively simple models, and each model run can require significant CPU time. Statistical emulation, in which a statistical model of the ABM is constructed to facilitate detailed model analyses, has been proposed as an alternative to computationally costly Monte Carlo methods. Here we compare multiple machine-learning methods for ABM emulation in order to determine the approaches best suited to emulating the complex behaviour of ABMs. Our results suggest that, in most scenarios, artificial neural networks (ANNs) and gradient-boosted trees outperform Gaussian process emulators, currently the most commonly used method for the emulation of complex computational models. ANNs produced the most accurate model replications in scenarios with high numbers of model runs, although training times were longer than the other methods. We propose that agent-based modelling would benefit from using machine-learning methods for emulation, as this can facilitate more robust sensitivity analyses for the models while also reducing CPU time consumption when calibrating and analysing the simulation.
The Reverse Transcription Polymerase Chain Reaction (RTPCR) test is the silver bullet diagnostic test to discern COVID infection. Rapid antigen detection is a screening test to identify COVID positive patients in little as 15 minutes, but has a lower sensitivity than the PCR tests. Besides having multiple standardized test kits, many people are getting infected & either recovering or dying even before the test due to the shortage and cost of kits, lack of indispensable specialists and labs, time-consuming result compared to bulk population especially in developing and underdeveloped countries. Intrigued by the parametric deviations in immunological & hematological profile of a COVID patient, this research work leveraged the concept of COVID-19 detection by proposing a risk-free and highly accurate Stacked Ensemble Machine Learning model to identify a COVID patient from communally available-widespread-cheap routine blood tests which gives a promising accuracy, precision, recall & F1-score of 100%. Analysis from R-curve also shows the preciseness of the risk-free model to be implemented. The proposed method has the potential for large scale ubiquitous low-cost screening application. This can add an extra layer of protection in keeping the number of infected cases to a minimum and control the pandemic by identifying asymptomatic or pre-symptomatic people early.
Automatic classification of running styles can enable runners to obtain feedback with the aim of optimizing performance in terms of minimizing energy expenditure, fatigue, and risk of injury. To develop a system capable of classifying running styles using wearables, we collect a dataset from 10 healthy runners performing 8 different pre-defined running styles. Five wearable devices are used to record accelerometer data from different parts of the lower body, namely left and right foot, left and right medial tibia, and lower back. Using the collected dataset, we develop a deep learning solution which consists of a Convolutional Neural Network and Long Short-Term Memory network to first automatically extract effective features, followed by learning temporal relationships. Score-level fusion is used to aggregate the classification results from the different sensors. Experiments show that the proposed model is capable of automatically classifying different running styles in a subject-dependant manner, outperforming several classical machine learning methods (following manual feature extraction) and a convolutional neural network baseline. Moreover, our study finds that subject-independent classification of running styles is considerably more challenging than a subject-dependant scheme, indicating a high level of personalization in such running styles. Finally, we demonstrate that by fine-tuning the model with as few as 5% subject-specific samples, considerable performance boost is obtained.
Meta-reinforcement learning (meta-RL) aims to learn from multiple training tasks the ability to adapt efficiently to unseen test tasks. Despite the success, existing meta-RL algorithms are known to be sensitive to the task distribution shift. When the test task distribution is different from the training task distribution, the performance may degrade significantly. To address this issue, this paper proposes Model-based Adversarial Meta-Reinforcement Learning (AdMRL), where we aim to minimize the worst-case sub-optimality gap -- the difference between the optimal return and the return that the algorithm achieves after adaptation -- across all tasks in a family of tasks, with a model-based approach. We propose a minimax objective and optimize it by alternating between learning the dynamics model on a fixed task and finding the adversarial task for the current model -- the task for which the policy induced by the model is maximally suboptimal. Assuming the family of tasks is parameterized, we derive a formula for the gradient of the suboptimality with respect to the task parameters via the implicit function theorem, and show how the gradient estimator can be efficiently implemented by the conjugate gradient method and a novel use of the REINFORCE estimator. We evaluate our approach on several continuous control benchmarks and demonstrate its efficacy in the worst-case performance over all tasks, the generalization power to out-of-distribution tasks, and in training and test time sample efficiency, over existing state-of-the-art meta-RL algorithms.
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.
The demand for artificial intelligence has grown significantly over the last decade and this growth has been fueled by advances in machine learning techniques and the ability to leverage hardware acceleration. However, in order to increase the quality of predictions and render machine learning solutions feasible for more complex applications, a substantial amount of training data is required. Although small machine learning models can be trained with modest amounts of data, the input for training larger models such as neural networks grows exponentially with the number of parameters. Since the demand for processing training data has outpaced the increase in computation power of computing machinery, there is a need for distributing the machine learning workload across multiple machines, and turning the centralized into a distributed system. These distributed systems present new challenges, first and foremost the efficient parallelization of the training process and the creation of a coherent model. This article provides an extensive overview of the current state-of-the-art in the field by outlining the challenges and opportunities of distributed machine learning over conventional (centralized) machine learning, discussing the techniques used for distributed machine learning, and providing an overview of the systems that are available.
Contrary to popular belief, Optical Character Recognition (OCR) remains a challenging problem when text occurs in unconstrained environments, like natural scenes, due to geometrical distortions, complex backgrounds, and diverse fonts. In this paper, we present a segmentation-free OCR system that combines deep learning methods, synthetic training data generation, and data augmentation techniques. We render synthetic training data using large text corpora and over 2000 fonts. To simulate text occurring in complex natural scenes, we augment extracted samples with geometric distortions and with a proposed data augmentation technique - alpha-compositing with background textures. Our models employ a convolutional neural network encoder to extract features from text images. Inspired by the recent progress in neural machine translation and language modeling, we examine the capabilities of both recurrent and convolutional neural networks in modeling the interactions between input elements.
We propose Ephemeral Value Adjusments (EVA): a means of allowing deep reinforcement learning agents to rapidly adapt to experience in their replay buffer. EVA shifts the value predicted by a neural network with an estimate of the value function found by planning over experience tuples from the replay buffer near the current state. EVA combines a number of recent ideas around combining episodic memory-like structures into reinforcement learning agents: slot-based storage, content-based retrieval, and memory-based planning. We show that EVAis performant on a demonstration task and Atari games.
Deep learning (DL) is a high dimensional data reduction technique for constructing high-dimensional predictors in input-output models. DL is a form of machine learning that uses hierarchical layers of latent features. In this article, we review the state-of-the-art of deep learning from a modeling and algorithmic perspective. We provide a list of successful areas of applications in Artificial Intelligence (AI), Image Processing, Robotics and Automation. Deep learning is predictive in its nature rather then inferential and can be viewed as a black-box methodology for high-dimensional function estimation.
Deep reinforcement learning has recently shown many impressive successes. However, one major obstacle towards applying such methods to real-world problems is their lack of data-efficiency. To this end, we propose the Bottleneck Simulator: a model-based reinforcement learning method which combines a learned, factorized transition model of the environment with rollout simulations to learn an effective policy from few examples. The learned transition model employs an abstract, discrete (bottleneck) state, which increases sample efficiency by reducing the number of model parameters and by exploiting structural properties of the environment. We provide a mathematical analysis of the Bottleneck Simulator in terms of fixed points of the learned policy, which reveals how performance is affected by four distinct sources of error: an error related to the abstract space structure, an error related to the transition model estimation variance, an error related to the transition model estimation bias, and an error related to the transition model class bias. Finally, we evaluate the Bottleneck Simulator on two natural language processing tasks: a text adventure game and a real-world, complex dialogue response selection task. On both tasks, the Bottleneck Simulator yields excellent performance beating competing approaches.
Machine learning is a popular approach to signatureless malware detection because it can generalize to never-before-seen malware families and polymorphic strains. This has resulted in its practical use for either primary detection engines or for supplementary heuristic detection by anti-malware vendors. Recent work in adversarial machine learning has shown that deep learning models are susceptible to gradient-based attacks, whereas non-differentiable models that report a score can be attacked by genetic algorithms that aim to systematically reduce the score. We propose a more general framework based on reinforcement learning (RL) for attacking static portable executable (PE) anti-malware engines. The general framework does not require a differentiable model nor does it require the engine to produce a score. Instead, an RL agent is equipped with a set of functionality-preserving operations that it may perform on the PE file. Through a series of games played against the anti-malware engine, it learns which sequences of operations are likely to result in evading the detector for any given malware sample. This enables completely black-box attacks against static PE anti-malware, and produces functional evasive malware samples as a direct result. We show in experiments that our method can attack a gradient-boosted machine learning model with evasion rates that are substantial and appear to be strongly dependent on the dataset. We demonstrate that attacks against this model appear to also evade components of publicly hosted antivirus engines. Adversarial training results are also presented: by retraining the model on evasive ransomware samples, a subsequent attack is 33% less effective. However, there are overfitting dangers when adversarial training, which we note. We release code to allow researchers to reproduce and improve this approach.