A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence to get a posterior function. This permits a utility-based selection of the next observation to make on the objective function, which must take into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling areas likely to offer improvement over the current best observation). We also present two detailed extensions of Bayesian optimization, with experiments---active user modelling with preferences, and hierarchical reinforcement learning---and a discussion of the pros and cons of Bayesian optimization based on our experiences

Feature Reinforcement Learning: Part I: Unstructured MDPs

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small finite state Markov decision processes (MDPs). Up to now, extracting the right state representations out of bare observations, that is, reducing the general agent setup to the MDP framework, is an art that involves significant effort by designers. The primary goal of this work is to automate the reduction process and thereby significantly expand the scope of many existing reinforcement learning algorithms and the agents that employ them. Before we can think of mechanizing this search for suitable MDPs, we need a formal objective criterion. The main contribution of this article is to develop such a criterion. I also integrate the various parts into one learning algorithm. Extensions to more realistic dynamic Bayesian networks are developed in Part II. The role of POMDPs is also considered there.Comment: 24 LaTeX pages, 5 diagram

Deep Neural Networks for ECG-Based Pulse Detection during Out-of-Hospital Cardiac Arrest

The automatic detection of pulse during out-of-hospital cardiac arrest (OHCA) is necessary for the early recognition of the arrest and the detection of return of spontaneous circulation (end of the arrest). The only signal available in every single defibrillator and valid for the detection of pulse is the electrocardiogram (ECG). In this study we propose two deep neural network (DNN) architectures to detect pulse using short ECG segments (5 s), i.e., to classify the rhythm into pulseless electrical activity (PEA) or pulse-generating rhythm (PR). A total of 3914 5-s ECG segments, 2372 PR and 1542 PEA, were extracted from 279 OHCA episodes. Data were partitioned patient-wise into training (80%) and test (20%) sets. The first DNN architecture was a fully convolutional neural network, and the second architecture added a recurrent layer to learn temporal dependencies. Both DNN architectures were tuned using Bayesian optimization, and the results for the test set were compared to state-of-the art PR/PEA discrimination algorithms based on machine learning and hand crafted features. The PR/PEA classifiers were evaluated in terms of sensitivity (Se) for PR, specificity (Sp) for PEA, and the balanced accuracy (BAC), the average of Se and Sp. The Se/Sp/BAC of the DNN architectures were 94.1%/92.9%/93.5% for the first one, and 95.5%/91.6%/93.5% for the second one. Both architectures improved the performance of state of the art methods by more than 1.5 points in BAC.This work was supported by: The Spanish Ministerio de Economía y Competitividad, TEC2015-64678-R, jointly with the Fondo Europeo de Desarrollo Regional (FEDER), UPV/EHU via GIU17/031 and the Basque Government through the grant PRE_2018_2_0260

Statistical and Computational Tradeoff in Genetic Algorithm-Based Estimation

When a Genetic Algorithm (GA), or a stochastic algorithm in general, is employed in a statistical problem, the obtained result is affected by both variability due to sampling, that refers to the fact that only a sample is observed, and variability due to the stochastic elements of the algorithm. This topic can be easily set in a framework of statistical and computational tradeoff question, crucial in recent problems, for which statisticians must carefully set statistical and computational part of the analysis, taking account of some resource or time constraints. In the present work we analyze estimation problems tackled by GAs, for which variability of estimates can be decomposed in the two sources of variability, considering some constraints in the form of cost functions, related to both data acquisition and runtime of the algorithm. Simulation studies will be presented to discuss the statistical and computational tradeoff question.Comment: 17 pages, 5 figure

Optimisation of Mobile Communication Networks - OMCO NET

The mini conference “Optimisation of Mobile Communication Networks” focuses on advanced methods for search and optimisation applied to wireless communication networks. It is sponsored by Research & Enterprise Fund Southampton Solent University. The conference strives to widen knowledge on advanced search methods capable of optimisation of wireless communications networks. The aim is to provide a forum for exchange of recent knowledge, new ideas and trends in this progressive and challenging area. The conference will popularise new successful approaches on resolving hard tasks such as minimisation of transmit power, cooperative and optimal routing