Contextual Policy Optimisation (CPO)
Policy gradient methods have been successfully applied to a variety of reinforcement learning tasks. However, while learning in a simulator, these methods do not utilise the opportunity to improve learning by adjusting certain environment variables: unobservable state features that are randomly determined by the environment in a physical setting, but that are controllable in a simulator. This can lead to slow learning, or convergence to highly suboptimal policies. In this paper, we present contextual policy optimisation (CPO). The central idea is to use Bayesian optimisation to actively select the distribution of the environment variable that maximises the improvement generated by each iteration of the policy gradient method. To make this Bayesian optimisation practical, we contribute two easy-to-compute low-dimensional fingerprints of the current policy. We apply CPO to a number of continuous control tasks of varying difficulty and show that CPO can efficiently learn policies that are robust to significant rare events, which are unlikely to be observable under random sampling but are key to learning good policies. …

Boulevard
This paper examines a novel gradient boosting framework for regression. We regularize gradient boosted trees by introducing subsampling and employ a modified shrinkage algorithm so that at every boosting stage the estimate is given by an average of trees. The resulting algorithm, titled Boulevard, is shown to converge as the number of trees grows. We also demonstrate a central limit theorem for this limit, allowing a characterization of uncertainty for predictions. A simulation study and real world examples provide support for both the predictive accuracy of the model and its limiting behavior. …

Interaction Measure (IM)
Recovering pairwise interactions, i.e. pairs of input features whose joint effect on an output is different from the sum of their marginal effects, is central in many scientific applications. We conceptualize a solution to this problem as a two-stage procedure: first, we model the relationship between the features and the output using a flexible hybrid neural network; second, we detect feature interactions from the trained model. For the second step we propose a simple and intuitive interaction measure (IM), which has no specific requirements on the machine learning model used in the first step, only that it defines a mapping from an input to an output. And in a special case it reduces to the averaged Hessian of the input-output mapping. Importantly, our method upper bounds the interaction recovery error with the error of the learning model, which ensures that we can improve the recovered interactions by training a more accurate model. We present analyses of simulated and real-world data which demonstrate the benefits of our method compared to available alternatives, and theoretically analyse its properties and relation to other methods. …

Vector Fields Neural Network (VFNN)
This work begins by establishing a mathematical formalization between different geometrical interpretations of Neural Networks, providing a first contribution. From this starting point, a new interpretation is explored, using the idea of implicit vector fields moving data as particles in a flow. A new architecture, Vector Fields Neural Networks (VFNN), is proposed based on this interpretation, with the vector field becoming explicit. A specific implementation of the VFNN using Euler’s method to solve ordinary differential equations (ODEs) and gaussian vector fields is tested. The first experiments present visual results remarking the important features of the new architecture and providing another contribution with the geometrically interpretable regularization of model parameters. Then, the new architecture is evaluated for different hyperparameters and inputs, with the objective of evaluating the influence on model performance, computational time, and complexity. The VFNN model is compared against the known basic models Naive Bayes, Feed Forward Neural Networks, and Support Vector Machines(SVM), showing comparable, or better, results for different datasets. Finally, the conclusion provides many new questions and ideas for improvement of the model that can be used to increase model performance. …