Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

Some Research Topics I’m Working On

Ambuj Tewari

Department of StatisticsUniversity of Michigan

March 10, 2016 / Faculty Research Presentation

Ambuj Tewari Some Research Topics I’m Working On

Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

How does «your favorite search engine» rank webpages inresponse to a query?

Ambuj Tewari Some Research Topics I’m Working On

Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

Learning to Rank

Search engines hire people to rate a (small) number ofwebpages as “not relevant”, “relevant”, “highly relevant” for aquery

Use machine learning algorithms to learn to a ranking functionfrom such datasets

Most existing literature considers batch learning

I’m interested in online learning to rank

Ambuj Tewari Some Research Topics I’m Working On

Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

Estimation and Forecasting of Time Series when T not muchlarger than p

Ambuj Tewari Some Research Topics I’m Working On

Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

High Dimensional Time Series

LASSO (`1 penalized least squares) under dependent data

Incremental algorithms with theoretical guarantees

Non-linearity

Non-stationarity

Ambuj Tewari Some Research Topics I’m Working On

Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

“mHealth is the use of mobile and wireless devices to improvehealth outcomes, healthcare services and health research."

Ambuj Tewari Some Research Topics I’m Working On

Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

Reinforcement Learning (RL)

RL is the sub-field within AI (Artificial Intelligence) that deals withsequential decision making problems

Close-ties to adaptive control theory and dynamic programming

I’m interested in using RL to personalize mhealth interventions

Susan and I will co-teach an advanced graduate course on “RLfor mHealth" in Fall 2016

Ambuj Tewari Some Research Topics I’m Working On

Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

“The underlying physical laws necessary for the mathematical theory of alarge part of physics and the whole of chemistry are thus completely known,and the difficulty is only that the exact application of these laws leads toequations much too complicated to be soluble."

–P. A.M. Dirac, 1929

Ambuj Tewari Some Research Topics I’m Working On

Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

ML+Quantum Chemistry

Active learning: query quantum chemistry “oracle” only whenprediction is uncertain

Transfer learning: how much “knowledge” can be transferredfrom one area of chemistry to another

Interpretable ML: how do keep the accuracy of "black-box" MLmethods (e.g., deep neural nets) and interpretability of simplemethods like linear/logistic regression

Ranking evaluation measures: focus on accuracy at the top sothat chemists can test highly ranked reactions in the lab

Ambuj Tewari Some Research Topics I’m Working On

Learning to RankHigh Dimensional Time Series

mHealthPredicting Chemical Reactions

Thanks!

“The scientific world of the future will be pairs, or connections. ...Everybody is going to be a bridge between specialties.”

–Donald KnuthTuring award winner, creator of TeX, author of TAOCP

Ambuj Tewari Some Research Topics I’m Working On