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Numerical models based on physics represent the state-of-the-art in earth system modeling and comprise our best tools for generating insights and predictions. Despite rapid growth in computational power, the perceived need for higher model resolutions overwhelms the latest-generation computers, reducing the ability of modelers to generate simulations for understanding parameter sensitivities and characterizing variability and uncertainty. Thus, surrogate models are often developed to capture the essential attributes of the full-blown numerical models. Recent successes of machine learning methods, especially deep learning, across many disciplines offer the possibility that complex nonlinear connectionist representations may be able to capture the underlying complex structures and nonlinear processes in earth systems. A difficult test for deep learning-based emulation, which refers to function approximation of numerical models, is to understand whether they can be comparable to traditional forms of surrogate models in terms of computational efficiency while simultaneously reproducing model results in a credible manner. A deep learning emulation that passes this test may be expected to perform even better than simple models with respect to capturing complex processes and spatiotemporal dependencies. Here we examine, with a case study in satellite-based remote sensing, the hypothesis that deep learning approaches can credibly represent the simulations from a surrogate model with comparable computational efficiency. Our results are encouraging in that the deep learning emulation reproduces the results with acceptable accuracy and often even faster performance. We discuss the broader implications of our results in light of the pace of improvements in high-performance implementations of deep learning as well as the growing desire for higher-resolution simulations in the earth sciences.

The similarity between objects is significant in a broad range of areas. While similarity can be measured using off-the-shelf distance functions, they may fail to capture the inherent meaning of similarity, which tends to depend on the underlying data and task. Moreover, conventional distance functions limit the space of similarity measures to be symmetric and do not directly allow comparing objects from different spaces. We propose using quantum networks (GQSim) for learning task-dependent (a)symmetric similarity between data that need not have the same dimensionality. We analyze the properties of such similarity function analytically (for a simple case) and numerically (for a complex case) and showthat these similarity measures can extract salient features of the data. We also demonstrate that the similarity measure derived using this technique is $(\epsilon,\gamma,\tau)$-good, resulting in theoretically guaranteed performance. Finally, we conclude by applying this technique for three relevant applications - Classification, Graph Completion, Generative modeling.

This book develops an effective theory approach to understanding deep neural networks of practical relevance. Beginning from a first-principles component-level picture of networks, we explain how to determine an accurate description of the output of trained networks by solving layer-to-layer iteration equations and nonlinear learning dynamics. A main result is that the predictions of networks are described by nearly-Gaussian distributions, with the depth-to-width aspect ratio of the network controlling the deviations from the infinite-width Gaussian description. We explain how these effectively-deep networks learn nontrivial representations from training and more broadly analyze the mechanism of representation learning for nonlinear models. From a nearly-kernel-methods perspective, we find that the dependence of such models' predictions on the underlying learning algorithm can be expressed in a simple and universal way. To obtain these results, we develop the notion of representation group flow (RG flow) to characterize the propagation of signals through the network. By tuning networks to criticality, we give a practical solution to the exploding and vanishing gradient problem. We further explain how RG flow leads to near-universal behavior and lets us categorize networks built from different activation functions into universality classes. Altogether, we show that the depth-to-width ratio governs the effective model complexity of the ensemble of trained networks. By using information-theoretic techniques, we estimate the optimal aspect ratio at which we expect the network to be practically most useful and show how residual connections can be used to push this scale to arbitrary depths. With these tools, we can learn in detail about the inductive bias of architectures, hyperparameters, and optimizers.

This paper serves as a survey of recent advances in large margin training and its theoretical foundations, mostly for (nonlinear) deep neural networks (DNNs) that are probably the most prominent machine learning models for large-scale data in the community over the past decade. We generalize the formulation of classification margins from classical research to latest DNNs, summarize theoretical connections between the margin, network generalization, and robustness, and introduce recent efforts in enlarging the margins for DNNs comprehensively. Since the viewpoint of different methods is discrepant, we categorize them into groups for ease of comparison and discussion in the paper. Hopefully, our discussions and overview inspire new research work in the community that aim to improve the performance of DNNs, and we also point to directions where the large margin principle can be verified to provide theoretical evidence why certain regularizations for DNNs function well in practice. We managed to shorten the paper such that the crucial spirit of large margin learning and related methods are better emphasized.

We propose a novel approach to disentangle the generative factors of variation underlying a given set of observations. Our method builds upon the idea that the (unknown) low-dimensional manifold underlying the data space can be explicitly modeled as a product of submanifolds. This gives rise to a new definition of disentanglement, and to a novel weakly-supervised algorithm for recovering the unknown explanatory factors behind the data. At training time, our algorithm only requires pairs of non i.i.d. data samples whose elements share at least one, possibly multidimensional, generative factor of variation. We require no knowledge on the nature of these transformations, and do not make any limiting assumption on the properties of each subspace. Our approach is easy to implement, and can be successfully applied to different kinds of data (from images to 3D surfaces) undergoing arbitrary transformations. In addition to standard synthetic benchmarks, we showcase our method in challenging real-world applications, where we compare favorably with the state of the art.

Training machine learning models in a meaningful order, from the easy samples to the hard ones, using curriculum learning can provide performance improvements over the standard training approach based on random data shuffling, without any additional computational costs. Curriculum learning strategies have been successfully employed in all areas of machine learning, in a wide range of tasks. However, the necessity of finding a way to rank the samples from easy to hard, as well as the right pacing function for introducing more difficult data can limit the usage of the curriculum approaches. In this survey, we show how these limits have been tackled in the literature, and we present different curriculum learning instantiations for various tasks in machine learning. We construct a multi-perspective taxonomy of curriculum learning approaches by hand, considering various classification criteria. We further build a hierarchical tree of curriculum learning methods using an agglomerative clustering algorithm, linking the discovered clusters with our taxonomy. At the end, we provide some interesting directions for future work.

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.

Efficient exploration remains a major challenge for reinforcement learning. One reason is that the variability of the returns often depends on the current state and action, and is therefore heteroscedastic. Classical exploration strategies such as upper confidence bound algorithms and Thompson sampling fail to appropriately account for heteroscedasticity, even in the bandit setting. Motivated by recent findings that address this issue in bandits, we propose to use Information-Directed Sampling (IDS) for exploration in reinforcement learning. As our main contribution, we build on recent advances in distributional reinforcement learning and propose a novel, tractable approximation of IDS for deep Q-learning. The resulting exploration strategy explicitly accounts for both parametric uncertainty and heteroscedastic observation noise. We evaluate our method on Atari games and demonstrate a significant improvement over alternative approaches.

Methods proposed in the literature towards continual deep learning typically operate in a task-based sequential learning setup. A sequence of tasks is learned, one at a time, with all data of current task available but not of previous or future tasks. Task boundaries and identities are known at all times. This setup, however, is rarely encountered in practical applications. Therefore we investigate how to transform continual learning to an online setup. We develop a system that keeps on learning over time in a streaming fashion, with data distributions gradually changing and without the notion of separate tasks. To this end, we build on the work on Memory Aware Synapses, and show how this method can be made online by providing a protocol to decide i) when to update the importance weights, ii) which data to use to update them, and iii) how to accumulate the importance weights at each update step. Experimental results show the validity of the approach in the context of two applications: (self-)supervised learning of a face recognition model by watching soap series and learning a robot to avoid collisions.

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.