**Sonnet**

It’s now nearly a year since DeepMind made the decision to switch the entire research organisation to using TensorFlow (TF). It’s proven to be a good choice – many of our models learn significantly faster, and the built-in features for distributed training have hugely simplified our code. Along the way, we found that the flexibility and adaptiveness of TF lends itself to building higher level frameworks for specific purposes, and we’ve written one for quickly building neural network modules with TF. We are actively developing this codebase, but what we have so far fits our research needs well, and we’re excited to announce that today we are open sourcing it. We call this framework Sonnet. … **Stochastic Proximal Langevin Algorithm (SPLA)**

We propose a new algorithm—Stochastic Proximal Langevin Algorithm (SPLA)—for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth term and multiple stochastic nonsmooth terms. In each iteration, our splitting technique only requires access to a stochastic gradient of the smooth term and a stochastic proximal operator for each of the nonsmooth terms. We establish nonasymptotic sublinear and linear convergence rates under convexity and strong convexity of the smooth term, respectively, expressed in terms of the KL divergence and Wasserstein distance. We illustrate the efficiency of our sampling technique through numerical simulations on a Bayesian learning task. … **Smooth Imitation Learning (SIL)**

In Smooth Imitation Learning for online sequence prediction is the goal is to train a policy that can smoothly imitate demonstrated behavior in a dynamic and continuous environment in response to online, sequential context input. … **Efficient Tuning of Lasso (ET-Lasso)**

The L1 regularization (Lasso) has proven to be a versatile tool to select relevant features and estimate the model coefficients simultaneously. Despite its popularity, it is very challenging to guarantee the feature selection consistency of Lasso. One way to improve the feature selection consistency is to select an ideal tuning parameter. Traditional tuning criteria mainly focus on minimizing the estimated prediction error or maximizing the posterior model probability, such as cross-validation and BIC, which may either be time-consuming or fail to control the false discovery rate (FDR) when the number of features is extremely large. The other way is to introduce pseudo-features to learn the importance of the original ones. Recently, the Knockoff filter is proposed to control the FDR when performing feature selection. However, its performance is sensitive to the choice of the expected FDR threshold. Motivated by these ideas, we propose a new method using pseudo-features to obtain an ideal tuning parameter. In particular, we present the Efficient Tuning of Lasso (ET-Lasso) to separate active and inactive features by adding permuted features as pseudo-features in linear models. The pseudo-features are constructed to be inactive by nature, which can be used to obtain a cutoff to select the tuning parameter that separates active and inactive features. Experimental studies on both simulations and real-world data applications are provided to show that ET-Lasso can effectively and efficiently select active features under a wide range of different scenarios. …

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