Tight Lower Bounds for Multiplicative Weights Algorithmic Families

We study the fundamental problem of prediction with expert advice and develop regret lower bounds for a large family of algorithms for this problem. We develop simple adversarial primitives, that lend themselves to various combinations leading to sharp lower bounds for many algorithmic families. We use these primitives to show that the classic Multiplicative Weights Algorithm (MWA) has a regret of $\sqrt{\frac{T \ln k}{2}}$, there by completely closing the gap between upper and lower bounds. We further show a regret lower bound of $\frac{2}{3}\sqrt{\frac{T\ln k}{2}}$ for a much more general family of algorithms than MWA, where the learning rate can be arbitrarily varied over time, or even picked from arbitrary distributions over time. We also use our primitives to construct adversaries in the geometric horizon setting for MWA to precisely characterize the regret at $\frac{0.391}{\sqrt{\delta}}$ for the case of $2$ experts and a lower bound of $\frac{1}{2}\sqrt{\frac{\ln k}{2\delta}}$ for the case of arbitrary number of experts $k$

BBQ-Networks: Efficient Exploration in Deep Reinforcement Learning for Task-Oriented Dialogue Systems

We present a new algorithm that significantly improves the efficiency of exploration for deep Q-learning agents in dialogue systems. Our agents explore via Thompson sampling, drawing Monte Carlo samples from a Bayes-by-Backprop neural network. Our algorithm learns much faster than common exploration strategies such as $\epsilon$-greedy, Boltzmann, bootstrapping, and intrinsic-reward-based ones. Additionally, we show that spiking the replay buffer with experiences from just a few successful episodes can make Q-learning feasible when it might otherwise fail.Comment: 13 pages, 9 figure

Predicting pharmaceutical particle size distributions using kernel mean embedding

In the pharmaceutical industry, the transition to continuous manufacturing of solid dosage forms is adopted by more and more companies. For these continuous processes, high-quality process models are needed. In pharmaceutical wet granulation, a unit operation in the ConsiGmaTM-25 continuous powder-to-tablet system (GEA Pharma systems, Collette, Wommelgem, Belgium), the product under study presents itself as a collection of particles that differ in shape and size. The measurement of this collection results in a particle size distribution. However, the theoretical basis to describe the physical phenomena leading to changes in this particle size distribution is lacking. It is essential to understand how the particle size distribution changes as a function of the unit operation's process settings, as it has a profound effect on the behavior of the fluid bed dryer. Therefore, we suggest a data-driven modeling framework that links the machine settings of the wet granulation unit operation and the output distribution of granules. We do this without making any assumptions on the nature of the distributions under study. A simulation of the granule size distribution could act as a soft sensor when in-line measurements are challenging to perform. The method of this work is a two-step procedure: first, the measured distributions are transformed into a high-dimensional feature space, where the relation between the machine settings and the distributions can be learnt. Second, the inverse transformation is performed, allowing an interpretation of the results in the original measurement space. Further, a comparison is made with previous work, which employs a more mechanistic framework for describing the granules. A reliable prediction of the granule size is vital in the assurance of quality in the production line, and is needed in the assessment of upstream (feeding) and downstream (drying, milling, and tableting) issues. Now that a validated data-driven framework for predicting pharmaceutical particle size distributions is available, it can be applied in settings such as model-based experimental design and, due to its fast computation, there is potential in real-time model predictive control

Development and realization of energy management system in process industry, Part II: Advanced functions

One of the specific functions of the energy management system is the prediction of energy consumption for the purpose of the timely reaction to and prevention of undesirable situations. Moreover, the energy consumption prediction enables better planning of the energy production and contributes to the reduction of all production costs. This paper shows a new original algorithm for energy consumption forecasting based on support vector machines. The developed energy management system is realized and it operates in Sojaprotein AD Bečej, soybean processing factory

A Spectral Learning Approach to Range-Only SLAM

We present a novel spectral learning algorithm for simultaneous localization and mapping (SLAM) from range data with known correspondences. This algorithm is an instance of a general spectral system identification framework, from which it inherits several desirable properties, including statistical consistency and no local optima. Compared with popular batch optimization or multiple-hypothesis tracking (MHT) methods for range-only SLAM, our spectral approach offers guaranteed low computational requirements and good tracking performance. Compared with popular extended Kalman filter (EKF) or extended information filter (EIF) approaches, and many MHT ones, our approach does not need to linearize a transition or measurement model; such linearizations can cause severe errors in EKFs and EIFs, and to a lesser extent MHT, particularly for the highly non-Gaussian posteriors encountered in range-only SLAM. We provide a theoretical analysis of our method, including finite-sample error bounds. Finally, we demonstrate on a real-world robotic SLAM problem that our algorithm is not only theoretically justified, but works well in practice: in a comparison of multiple methods, the lowest errors come from a combination of our algorithm with batch optimization, but our method alone produces nearly as good a result at far lower computational cost