• 2021/09/01 Forecasting Uncertainty Is Never Too Large
  • Rob J. Hyndman gave a presentation titled “Uncertain futures: what can we forecast and when should we give up?” as part of the ACEMS public lecture series with recording available on Youtube.

    He makes an often underappreciated point around minute 50 of the talk:

    When the forecast uncertainty is too large to assist decision making? I don’t think that’s ever the case. Forecasting uncertainty being too large does assist decision making by telling the decision makers that the future is very uncertain and they should be planning for lots of different possible outcomes and not assuming just one outcome or another. And one of the problems we have in providing forecasts to decision makers is getting them to not focus in on the most likely outcome but to actually take into account the range of possibilities and to understand that futures are uncertain, that they need to plan for that uncertainty.

  • 2021/05/02 Everything is an AI Technique
  • Along with their proposal for regulation of artificial intelligence, the EU published a definition of AI techniques. It includes everything, and that’s great!

    From the proposal’s Annex I:


    • (a) Machine learning approaches, including supervised, unsupervised and reinforcement learning, using a wide variety of methods including deep learning;
    • (b) Logic- and knowledge-based approaches, including knowledge representation, inductive (logic) programming, knowledge bases, inference and deductive engines, (symbolic) reasoning and expert systems;
    • (c) Statistical approaches, Bayesian estimation, search and optimization methods.

    Unsurprisingly, this definition and the rest of the proposal made the rounds: Bob Carpenter quipped about the fact that according to this definition, he has been doing AI for 30 years now (and that the EU feels the need to differentiate between statistics and Bayesian inference). In his newsletter, Thomas Vladeck takes the proposal apart to point out potential ramifications for applications. And Yoav Goldberg was tweeting about it ever since a draft of the document leaked.

    From a data scientist’s point of view, this definition is fantastic: First, it highlights that AI is a marketing term used to sell whatever method does the job. Not including optimization as AI technique would have given everyone who called their optimizer “AI” a way to wiggle out of the regulation otherwise. This implicit acknowledgement is welcome.

    Second, and more importantly, as practitioner it’s practical to have this “official” set of AI techniques in your backpocket for when someone asks what exactly AI is. The fact that one doesn’t have to use deep learning to wear the AI bumper sticker means that we can be comfortable in choosing the right tool for the job. At this point, AI refers less to a set of techniques or artificial intelligence, and more to a family of problems that are solved by one of the tools listed above.

  • 2021/01/01 Resilience, Chaos Engineering and Anti-Fragile Machine Learning
  • In his interview with The Observer Effect, Tobi Lütke, CEO of Shopify, describes how Shopify benefits from resilient systems:

    Most interesting things come from non-deterministic behaviors. People have a love for the predictable, but there is value in being able to build systems that can absorb whatever is being thrown at them and still have good outcomes.

    So, I love Antifragile, and I make everyone read it. It finally put a name to an important concept that we practiced. Before this, I would just log in and shut down various servers to teach the team what’s now called chaos engineering.

    But we’ve done this for a long, long time. We’ve designed Shopify very well because resilience and uptime are so important for building trust. These lessons were there in the building of our architecture. And then I had to take over as CEO.

    It sticks out that Lütke uses “resilient” and “antifragile” interchangeably even though Taleb would point out that they are not the same thing: Whereas a resilient system doesn’t fail due to randomly turned off servers, an antifragile system benefits. (Are Shopify’s systems robust or have they become somehow better beyond robust due to their exposure to “chaos”?)

    But this doesn’t diminish Lütke’s notion of resilience and uptime being “so important for building trust” (with users, presumably): Users’ trust in applications is fragile. Earning users’ trust in a tool that augments or automates decisions is difficult, and the trust is withdrawn quickly when the tool makes a stupid mistake. Making your tool robust against failure modes is how you make it trustworthy—and used.

    Which makes it interesting to reason about what an equivalent to shutting off random servers is to machine learning applications (beyond shutting off the server running the model). Label noise? Shuffling features? Adding Covid-19-style disruptions to your time series? The latter might be more related to the idea of experimenting with a software system in production.

    And—to return to the topic of discerning anti-fragile and robust—what would it mean for machine learning algorithms “to gain from disorder”? Dropout comes to mind. What about causal inference through natural experiments?

  • 2018/11/11 Videos from PROBPROG 2018 Conference
  • Videos of the talks given at the International Conference on Probabilistic Programming (PROBPROG 2018) back in October were published a few days ago and are now available on Youtube. I have not watched all presentations yet, but a lot of big names attended the conference so there should be something for everyone. In particular the talks by Brooks Paige (“Semi-Interpretable Probabilistic Models”) and Michael Tingley (“Probabilistic Programming at Facebook”) made me curious to explore their topics more.

  • 2018/09/30 Videos from Exploration in RL Workshop at ICML
  • One of the many fantastic workshops at ICML this year was the Exploration in Reinforcement Learning workshop. All talks were recorded and are now available on Youtube. Highlights include presentations by Ian Osband, Emma Brunskill, and Csaba Szepesvari, among others. You can find the workshop’s homepage here with more information and the accepted papers.

  • 2016/12/14 Multi-Armed Bandits at Tinder
  • In a post on Tinder’s tech blog, Mike Hall presents a new application for multi-armed bandits. At Tinder, they started to use multi-armed bandits to optimize the photo of users that is shown first: While a user can have multiple photos in his profile, only one of them is shown first when another user swipes through the deck of user profiles. By employing an adapted epsilon-greedy algorithm, Tinder optimizes this photo for the “Swipe-Right-Rate”. Mike Hall about the project:

    It seems to fit our problem perfectly. Let’s discover which profile photo results in the most right swipes, without wasting views on the low performing ones. …

    We were off to a solid start with just a little tweaking and tuning. Now, we are able to leverage Tinder’s massive volume of swipes in order to get very good results in a relatively small amount of time, and we are convinced that Smart Photos will give our users a significant upswing in the number of right swipes they are receiving with more complex and fine-tuned algorithms as we move forward.