There are many areas of scientific research, business analysis and engineering for which stochastic differential equations are the natural form of system model. Fields such as environmental modelling, systems biology, ecological systems, weather, market dynamics, traffic networks, neural modelling and fMRI are all areas which have regularly used stochastic differential equations for describing system dynamics and making predictions. In these same areas, ever-increasing data quantities are becoming available, and there is a demand to utilise this data to refine and develop good system models. However it is very rare for this data to be directly used to develop stochastic differential models. Where stochastic differential equations are used, simulation methods still seem to be the standard modelling approach. Downloadable or purchasable tools for utilising inference and learning in these continuous-time and nonlinear systems are currently unavailable. The long-term aim of this research agenda is to develop, implement and promote tools for practical data-driven modelling for continuous-time stochastic systems. The focus is on inference and learning in high dimensional, nonlinear stochastic differential systems. We aim to make stochastic differential modelling as easy to do as simulation of stochastic differential equations (SDEs), fixed time modelling or deterministic methods. The immediate goal of this pump priming proposal was to coordinate, focus and develop existing independent early efforts in this direction at the three sites that form part of this proposal. We provided a coherent framework and test environment for the collaborative research. We researched, developed and firmly established a baseline set of methods for stochastic differential inference and learning. We proved the benefits and feasibility of these methods within the test environment, and provided clear demonstrations of the capabilities. This provided an initial toolset for stochastic modelling, and a firm grounding for establishing a larger scale European collaborative research agenda in this area.
With the explosive growth and ever increasing complexity of data, developing theory and algorithms for learning with high-dimensional data has become an important challenge in statistical machine learning. Although significant advances have been made in recent years, most of the research efforts have been focused on supervised learning problems. This project designed, analysed, and implemented reinforcement learning algorithms for high-dimensional domains. We investigated the possibility of using the recent results in l1-regularization and compressive sensing in reinforcement learning. Humans learn and act using complex and high-dimensional observations and are extremely good in knowing how to dispense of most of the observed data with almost no perceptual loss. Thus, we hope that the generated results can shed some light on understanding of human decision-making. Our main goal was to find appropriate representations for value function approximation in high-dimensional spaces, and to use them to develop efficient reinforcement learning algorithms. By appropriate we mean representations that facilitate fast and robust learning, and by efficient we mean algorithms whose sample and computational complexities do not grow too rapidly with the dimension of the observations. We further intend to provide theoretical analysis for these algorithms as we believe that such results will help us refine the performance of such algorithms. Finally, we intend to empirically evaluate the performance of the developed algorithms in real-world applications such as a complex network management domain and a dogfight flight simulator.
The ability of building robust semantic space representations of environments is crucial for the development of truly autonomous robots. This task, inherently connected with cognition, is traditionally achieved by training the robot with a supervised learning phase. This work argues that the design of robust and autonomous systems would greatly benefit from adopting a semi-supervised online learning approach. Indeed, the support of open-ended, lifelong learning is fundamental in order to cope with the dazzling variability of the real world, and online learning provides precisely this kind of ability. The research focused on the robot place recognition problem, and designed online categorization algorithms that occasionally ask for human intervention based on a confidence measure. By modulating the number of queries on the experienced data sequence, the system adaptively trades off performance with degree of supervision. Through a rigorous analysis, simultaneous performance and query rate guarantees are proven in extremely robust (game-theoretic) data generation scenarios. This theoretical analysis is supported and complemented by extensive evaluation on data acquired on real robotic platforms.
A standard paradigm of supervised learning is the data-independent hypothesis space. In this model a data set is a sample of points from some space with a given geometry. Thus the distance between any two points in the space is independent of the particular sample. In a data-dependent geometry the distance depends on the particular points sampled. Thus for example consider a data set of “news stories,” containing a story in the Financial Times about a renewed investment in nuclear technology, and a story in the St. Petersburg Gazetteer about job losses from a decline in expected tourism. Although these appear initially to be dissimilar, the inclusion of a third story regarding an oil pipeline leakage creates an indirect “connection.” In the data-independent case the “distance” between stories is unchanged while in the data-dependent case, the distances reflect the connection. This project was designed to address the challenges posed both algorithmically and theoretically by data-defined hypothesis spaces. This project brought together three sites to address an underlying theme of the PASCAL2 proposal that of leveraging prior knowledge about complex data. The complexity of real world data is clearly offset by its intricate geometric structure – be it hierarchical, long-tailed distributional, graph based, and so forth. By allowing the data to define the hypothesis space we may leverage these structures to enable practical learning – the core aim of this project. This three-way collaboration was thought likely to give rise to a wide spectrum of possible applications, fostering future opportunities for joint research activities.
Classification, one of the most widely studied problems in machine learning, is also a central research topic in human cognitive psychology. So far these two parallel fields have mostly developed in isolation. Our research bridges machine learning with human psychology research by investigating discriminative vs. generative learning in humans. The distinction between discriminative and generative approaches is much studied in machine learning, but has not been examined in human learning. Discriminative learners find a direct mapping between inputs and class labels whereas generative learners model a joint distribution between inputs and labels. These approaches often result in classification differences. Our preliminary work indicated that humans can be prompted to adopt discriminative or generative approaches to learning the same dataset. In this work we conducted experiments in which we measured learning curves of humans who are trained on datasets under discriminative vs. generative learning conditions. We used datasets which have been previously used as machine learning benchmarks and also datasets of brain imaging scans used for medical diagnosis. Humans still outperform the most powerful computers in many tasks, such as learning from small amounts of data and comprehending language. Thus, insights from human learning have great potential to inform machine learning. An understanding of how humans solve the classification problem will be instructive for machine learning in several ways: for the many situations where humans still outperform computers, human results can set benchmarks for machine learning challenges. Additionally, understanding human learning approaches can help give direction to the machine learning approaches that will have the most potential. Finally, in many situations we want machines to behave like humans in order to facilitate human computer interactions. An understanding of human cognition is important for developing machines that think like humans.
The project researchers have built a generic open-source software package (Complearn) for building tree structured representations from normalised compression distance (NCD) or normalised Google distance (NGD) distance matrix. Preliminary empirical tests with the software have indicated that the data representation is crucial for the performance of the algorithms, which led us to further study applications of lossy compression algorithms (audio stream to midi and lossy image compression through wavelet transformation). In the second part of the project, the methods and tools developed in the project were applied in a challenging and exciting real-world problem. The goal was to recover the relations among different variants of a text that has been gradually altered as a result of imperfectly copying the text over and over again. In addition to using the currently available methods in Complearn, we also developed a new compression-based method that is specifically designed for stemmatic analysis of text variants.