Tradeoffs in Streaming Binary Classification under Limited Inspection Resources

Institutions are increasingly relying on machine learning models to identify and alert on abnormal events, such as fraud, cyber attacks and system failures. These alerts often need to be manually investigated by specialists. Given the operational cost of manual inspections, the suspicious events are selected by alerting systems with carefully designed thresholds. In this paper, we consider an imbalanced binary classification problem, where events arrive sequentially and only a limited number of suspicious events can be inspected. We model the event arrivals as a non-homogeneous Poisson process, and compare various suspicious event selection methods including those based on static and adaptive thresholds. For each method, we analytically characterize the tradeoff between the minority-class detection rate and the inspection capacity as a function of the data class imbalance and the classifier confidence score densities. We implement the selection methods on a real public fraud detection dataset and compare the empirical results with analytical bounds. Finally, we investigate how class imbalance and the choice of classifier impact the tradeoff.

Visual Time Series Forecasting: An Image-driven Approach

In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise values. To assess the robustness and quality of our approach, we examine various datasets and multiple evaluation metrics. Our experiments show that our forecasting tool is effective for cyclic data but somewhat less for irregular data such as stock prices. Importantly, when using image-based evaluation metrics, we find our method to outperform various baselines, including ARIMA, and a numerical variation of our deep learning approach.

Waiting Tables as a Robot Planning Problem

We present how we formalize the waiting tables task in a restaurant as a robot planning problem. This formalization was used to test our recently developed algorithms that allow for optimal planning for achieving multiple independent tasks that are partially observable and evolve over time [1], [2].

Advising Agent for Service-Providing Live-Chat Operators

Call centers, in which human operators attend clients using textual chat, are very common in modern e-commerce. Training enough skilled operators who are able to provide good service is a challenge. We suggest an algorithm and a method to train and implement an assisting agent that provides on-line advice to operators while they attend clients. The agent is domain-independent and can be introduced to new domains without major efforts in design, training and organizing structured knowledge of the professional discipline. We demonstrate the applicability of the system in an experiment that realizes its full life-cycle on a specific domain and analyze its capabilities.

Iterative Bounding MDPs: Learning Interpretable Policies via Non-Interpretable Methods

Current work in explainable reinforcement learning generally produces policies in the form of a decision tree over the state space. Such policies can be used for formal safety verification, agent behavior prediction, and manual inspection of important features. However, existing approaches fit a decision tree after training or use a custom learning procedure which is not compatible with new learning techniques, such as those which use neural networks. To address this limitation, we propose a novel Markov Decision Process (MDP) type for learning decision tree policies: Iterative Bounding MDPs (IBMDPs). An IBMDP is constructed around a base MDP so each IBMDP policy is guaranteed to correspond to a decision tree policy for the base MDP when using a method-agnostic masking procedure. Because of this decision tree equivalence, any function approximator can be used during training, including a neural network, while yielding a decision tree policy for the base MDP. We present the required masking procedure as well as a modified value update step which allows IBMDPs to be solved using existing algorithms. We apply this procedure to produce IBMDP variants of recent reinforcement learning methods. We empirically show the benefits of our approach by solving IBMDPs to produce decision tree policies for the base MDPs.

Theory and Analysis of Optimal Planning over Long and Infinite Horizons for Achieving Independent Partially-Observable Tasks that Evolve over Time

We present the theoretical analysis and proofs of a recently developed algorithm that allows for optimal planning over long and infinite horizons for achieving multiple independent tasks that are partially observable and evolve over time.

Deep Video Prediction for Time Series Forecasting

Time series forecasting is essential for decision making in many domains. In this work, we address the challenge of predicting prices evolution among multiple potentially interacting financial assets. A solution to this problem has obvious importance for governments, banks, and investors. Statistical methods such as Auto Regressive Integrated Moving Average (ARIMA) are widely applied to these problems. In this paper, we propose to approach economic time series forecasting of multiple financial assets in a novel way via video prediction. Given past prices of multiple potentially interacting financial assets, we aim to predict the prices evolution in the future. Instead of treating the snapshot of prices at each time point as a vector, we spatially layout these prices in 2D as an image, such that we can harness the power of CNNs in learning a latent representation for these financial assets. Thus, the history of these prices becomes a sequence of images, and our goal becomes predicting future images. We build on a state-of-the-art video prediction method for forecasting future images. Our experiments involve the prediction task of the price evolution of nine financial assets traded in U.S. stock markets. The proposed method outperforms baselines including ARIMA, Prophet, and variations of the proposed method, demonstrating the benefits of harnessing the power of CNNs in the problem of economic time series forecasting.

Playing with Food: Learning Food Item Representations through Interactive Exploration

A key challenge in robotic food manipulation is modeling the material properties of diverse and deformable food items. We propose using a multimodal sensory approach to interact and play with food that facilitates the ability to distinguish these properties across food items. First, we use a robotic arm and an array of sensors, which are synchronized using ROS, to collect a diverse dataset consisting of 21 unique food items with varying slices and properties. Afterwards, we learn visual embedding networks that utilize a combination of proprioceptive, audio, and visual data to encode similarities among food items using a triplet loss formulation. Our evaluations show that embeddings learned through interactions can successfully increase performance in a wide range of material and shape classification tasks. We envision that these learned embeddings can be utilized as a basis for planning and selecting optimal parameters for more material-aware robotic food manipulation skills. Furthermore, we hope to stimulate further innovations in the field of food robotics by sharing this food playing dataset with the research community.

Visual Forecasting of Time Series with Image-to-Image Regression

Time series forecasting is essential for agents to make decisions in many domains. Existing models rely on classical statistical methods to predict future values based on previously observed numerical information. Yet, practitioners often rely on visualizations such as charts and plots to reason about their predictions. Inspired by the end-users, we re-imagine the topic by creating a framework to produce visual forecasts, similar to the way humans intuitively do. In this work, we take a novel approach by leveraging advances in deep learning to extend the field of time series forecasting to a visual setting. We do this by transforming the numerical analysis problem into the computer vision domain. Using visualizations of time series data as input, we train a convolutional autoencoder to produce corresponding visual forecasts. We examine various synthetic and real datasets with diverse degrees of complexity. Our experiments show that visual forecasting is effective for cyclic data but somewhat less for irregular data such as stock price. Importantly, we find the proposed visual forecasting method to outperform numerical baselines. We attribute the success of the visual forecasting approach to the fact that we convert the continuous numerical regression problem into a discrete domain with quantization of the continuous target signal into pixel space.