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Learning to Rank High Dimensional Time Series mHealth Predicting Chemical Reactions Some Research Topics I’m Working On Ambuj Tewari Department of Statistics University of Michigan March 10, 2016 / Faculty Research Presentation Ambuj Tewari Some Research Topics I’m Working On

Learning to Rank High Dimensional Time Series mHealth Predicting Chemical Reactions How does «your favorite search engine» rank webpages in response to a query? Ambuj Tewari Some Research Topics I’m Working On

Learning to Rank High Dimensional Time Series mHealth Predicting Chemical Reactions Learning to Rank Search engines hire people to rate a (small) number of webpages as “not relevant”, “relevant”, “highly relevant” for a query Use machine learning algorithms to learn to a ranking function from 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 Rank High Dimensional Time Series mHealth Predicting Chemical Reactions Estimation and Forecasting of Time Series when T not much larger than p Ambuj Tewari Some Research Topics I’m Working On

Learning to Rank High Dimensional Time Series mHealth Predicting Chemical Reactions High Dimensional Time Series LASSO ( ℓ 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 Rank High Dimensional Time Series mHealth Predicting Chemical Reactions “mHealth is the use of mobile and wireless devices to improve health outcomes, healthcare services and health research." Ambuj Tewari Some Research Topics I’m Working On

Learning to Rank High Dimensional Time Series mHealth Predicting Chemical Reactions Reinforcement Learning (RL) RL is the sub-field within AI (Artificial Intelligence) that deals with sequential 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 “RL for mHealth" in Fall 2016 Ambuj Tewari Some Research Topics I’m Working On

Learning to Rank High Dimensional Time Series mHealth Predicting Chemical Reactions “The underlying physical laws necessary for the mathematical theory of a large 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 to equations much too complicated to be soluble." –P . A.M. Dirac, 1929 Ambuj Tewari Some Research Topics I’m Working On

Learning to Rank High Dimensional Time Series mHealth Predicting Chemical Reactions ML+Quantum Chemistry Active learning: query quantum chemistry “oracle” only when prediction is uncertain Transfer learning: how much “knowledge” can be transferred from one area of chemistry to another Interpretable ML: how do keep the accuracy of "black-box" ML methods (e.g., deep neural nets) and interpretability of simple methods like linear/logistic regression Ranking evaluation measures: focus on accuracy at the top so that chemists can test highly ranked reactions in the lab Ambuj Tewari Some Research Topics I’m Working On

Learning to Rank High Dimensional Time Series mHealth Predicting Chemical Reactions Thanks! “The scientific world of the future will be pairs, or connections. ... Everybody is going to be a bridge between specialties.” –Donald Knuth Turing award winner, creator of TeX, author of TAOCP Ambuj Tewari Some Research Topics I’m Working On