Our research team went to ICML in August, and they presented their work on Active Preference Learning for Personalized Portfolio Construction.

Our CEO Scott Clark sat down with the This Week in Machine Learning & A.I. podcast to discuss topics like Exploration vs. Exploitation, Bayesian Regression, Heterogeneous Configuration Models, and Covariance Kernels.

For our Academic customers: have you recently presented or published work where you used SigOpt? Let us know, and we’d be happy to feature it in future newsletters!

Interesting ML/AI Research

Papers that have caught the eye of our research team as interesting developments in the world of machine learning, with their notes:

An Alternative Softmax Operator for Reinforcement Learning – This paper proposes a new softmax operator, named Mellowmax, as an alternative to the Boltzmann softmax operator for reinforcement learning problems. The newly proposed operator exhibits several desirable properties (e.g. differentiability, non-expansion). In particular, the Mellowmax operator circumvents unstable value function approximation in the Boltzmann policy.

Wasserstein Generative Adversarial Networks – This paper makes great headway into solving the mode collapse problem in GANs using the Earth Mover (EM) distance between two distributions.

A Closer Look at Memorization in Deep Networks – An analysis into understanding how and when deep neural networks generalize and memorize. It looks into the ability of a neural network to distinguish between random features and hierarchical representations.

Sharp Minima Can Generalize for Deep Nets – Interesting paper which argues that a sharp minima can generalize well to unseen data, and, conversely, that a flat minima can fail to generalize to unseen data. A reparameterization of the function can produce arbitrarily sharp minima for an equivalent model.

If you’re interested in using any of the new features or learning more about any of the content we’ve published, contact your account team. Thanks for reading our newsletter, and stay tuned for new developments!