Auto-Encoding Sequential Monte Carlo

We build on auto-encoding sequential Monte Carlo (AESMC): a method for model and proposal learning based on maximizing the lower bound to the log marginal likelihood in a broad family of structured probabilistic models. Our approach relies on the efficiency of sequential Monte Carlo (SMC) for performing inference in structured probabilistic models and the flexibility of deep neural networks to model complex conditional probability distributions. We develop additional theoretical insights and introduce a new training procedure which improves both model and proposal learning. We demonstrate that our approach provides a fast, easy-to-implement and scalable means for simultaneous model learning and proposal adaptation in deep generative models

TreeQN and ATreeC: Differentiable Tree-Structured Models for Deep Reinforcement Learning

Combining deep model-free reinforcement learning with on-line planning is a promising approach to building on the successes of deep RL. On-line planning with look-ahead trees has proven successful in environments where transition models are known a priori. However, in complex environments where transition models need to be learned from data, the deficiencies of learned models have limited their utility for planning. To address these challenges, we propose TreeQN, a differentiable, recursive, tree-structured model that serves as a drop-in replacement for any value function network in deep RL with discrete actions. TreeQN dynamically constructs a tree by recursively applying a transition model in a learned abstract state space and then aggregating predicted rewards and state-values using a tree backup to estimate Q-values. We also propose ATreeC, an actor-critic variant that augments TreeQN with a softmax layer to form a stochastic policy network. Both approaches are trained end-to-end, such that the learned model is optimised for its actual use in the tree. We show that TreeQN and ATreeC outperform n-step DQN and A2C on a box-pushing task, as well as n-step DQN and value prediction networks (Oh et al. 2017) on multiple Atari games. Furthermore, we present ablation studies that demonstrate the effect of different auxiliary losses on learning transition models

Deep Over-sampling Framework for Classifying Imbalanced Data

Class imbalance is a challenging issue in practical classification problems for deep learning models as well as traditional models. Traditionally successful countermeasures such as synthetic over-sampling have had limited success with complex, structured data handled by deep learning models. In this paper, we propose Deep Over-sampling (DOS), a framework for extending the synthetic over-sampling method to exploit the deep feature space acquired by a convolutional neural network (CNN). Its key feature is an explicit, supervised representation learning, for which the training data presents each raw input sample with a synthetic embedding target in the deep feature space, which is sampled from the linear subspace of in-class neighbors. We implement an iterative process of training the CNN and updating the targets, which induces smaller in-class variance among the embeddings, to increase the discriminative power of the deep representation. We present an empirical study using public benchmarks, which shows that the DOS framework not only counteracts class imbalance better than the existing method, but also improves the performance of the CNN in the standard, balanced settings