Dynamic Likelihood-free Inference via Ratio Estimation (DIRE) 
Parametric statistical models that are implicitly defined in terms of a stochastic data generating process are used in a wide range of scientific disciplines because they enable accurate modeling. However, learning the parameters from observed data is generally very difficult because their likelihood function is typically intractable. Likelihood-free Bayesian inference methods have been proposed which include the frameworks of approximate Bayesian computation (ABC), synthetic likelihood, and its recent generalization that performs likelihood-free inference by ratio estimation (LFIRE). A major difficulty in all these methods is choosing summary statistics that reduce the dimensionality of the data to facilitate inference. While several methods for choosing summary statistics have been proposed for ABC, the literature for synthetic likelihood and LFIRE is very thin to date. We here address this gap in the literature, focusing on the important special case of time-series models. We show that convolutional neural networks trained to predict the input parameters from the data provide suitable summary statistics for LFIRE. On a wide range of time-series models, a single neural network architecture produced equally or more accurate posteriors than alternative methods. …
Syn2Real
Unsupervised transfer of object recognition models from synthetic to real data is an important problem with many potential applications. The challenge is how to ‘adapt’ a model trained on simulated images so that it performs well on real-world data without any additional supervision. Unfortunately, current benchmarks for this problem are limited in size and task diversity. In this paper, we present a new large-scale benchmark called Syn2Real, which consists of a synthetic domain rendered from 3D object models and two real-image domains containing the same object categories. We define three related tasks on this benchmark: closed-set object classification, open-set object classification, and object detection. Our evaluation of multiple state-of-the-art methods reveals a large gap in adaptation performance between the easier closed-set classification task and the more difficult open-set and detection tasks. We conclude that developing adaptation methods that work well across all three tasks presents a significant future challenge for syn2real domain transfer. …
FeatureFu
FeatureFu contains a collection of library/tools for advanced feature engineering, such as using extended s-expression based feature transformation, to derive features on top of other features, or convert a light weighted model (logistical regression or decision tree) into a feature, in an intuitive way without touching any code. …
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