Description
Leader of the group Machine Learning: Peter Grunwald.
Our research group focuses on how computer programs can learn from and understand data, and then make useful predictions based on it. These algorithms integrate insights from various fields, including statistics, artificial intelligence and neuroscience.
Machinelearning applications are increasingly part of every aspect of life, from speech recognition on cell phones to illness prediction in healthcare. One common problem is extremely polluted data, for which no single model can provide adequate explanations. At CWI we address this issue with statistical machine learning based on combining predictions from different models and experts in order to achieve reliable conclusions.
We also study how networks of neurons in the brain process information, and how modern deeplearning methods can benefit from neuroscience. We develop novel neural networks, like Deep Adaptive Spiking Neural Networks, and also theoretical models of neural learning and information processing in biology. Applications of our work range from lowenergy consumption neural machine learning to neuroprosthetics, to increased insight into the question of how the brain works.
News
CWI colaunches Dutch Machine Learning Platform website
Ten organizations, including the Centrum Wiskunde & Informatica (CWI) in Amsterdam, launched the Dutch Machine Learning Platform website on 8 July. The URL is: http://www.mlplatform.nl/.
Cum laude for thesis 'Combining Strategies Efficiently' from Wouter Koolen
Computer programs advise on stock market investments
CWI builds new supercomputer
CWI has started the construction of a new supercomputer cluster in the beginning of October 2003. The cluster, consisting of 48 dual and quad AMD Opteron systems, is the first quad Opteron cluster in the Benelux. The new supercomputer, funded by the Netherlands Organization for Scientific Research NWO, is expected to be operational in two months.
Sander Bohte receives NWO grants
The Netherlands Organization for Scientific Research NWO has granted a VENI subsidy to CWI researcher Sander Bohte. Bohte will use the grant, approved in March 2003, to further his research on spiking neural networks. These types of networks incorporate the latest insights in functional biological neurons. In theory they are much more powerful than traditional artificial neural networks. Bothe's work is aimed at using spiking neurons in largescale networks that can learn to deal with symbolic structures like grammar in language or compact descriptions of objects in vision.
Current events
ML Seminar: Glenn Shafer (Rutgers Business School – Newark and New Brunswick)
 20181217T11:00:00+01:00
 20181217T12:00:00+01:00
ML Seminar: Glenn Shafer (Rutgers Business School – Newark and New Brunswick)
Start: 20181217 11:00:00+01:00 End: 20181217 12:00:00+01:00
Everyone is welcome to attend the ML seminar of Glenn Schafer ( Rutgers Business School – Newark and New Brunswick)
Title: GameTheoretic Statistics
Abstract:
Fermat and Pascal’s two different methods for solving the problem of division lead to two different mathematical foundations for probability theory: a measuretheoretic foundation that generalizes the method of counting cases used by Fermat, and a gametheoretic foundation that generalizes the method of backward recursion used by Pascal. The gametheoretic foundation has flourished in recent decades, as documented by my forthcoming book with Vovk, GameTheoretic Probability and Finance. In this book’s formulation, probability typically involves three players, a player who offers betting rates (Forecaster), a player who tests the reliability of the forecaster by trying to multiply the capital he risks betting at these rates (Skeptic), and a player who decides the outcomes (Reality).
Gametheoretic statistics is less developed but appears to offer powerful and flexible resources for applications. One way of using the
game between Forecaster, Skeptic, and Reality in applications is to suppose there are multiple Forecasters, each making forecasts according to a given probability model. This makes the picture look like standard statistical modeling in the tradition of Karl Pearson and R. A. Fisher, but it is only one possibility. In this talk, based on Chapter 10 of GameTheoretic Probability and Finance, I will explore some other possibilities, drawing on examples from least squares, survival analysis, and quantum computing.
Members
Associated Members
Publications

van Doorn, J, Ly, A, Marsman, M, & Wagenmakers, E.J. (2019). Bayesian estimation of Kendall's τ using a latent normal approach. Statistics & Probability Letters, 145, 268–272. doi:10.1016/j.spl.2018.10.004

Karamanis, M, Zambrano, D, & Bohte, S.M. (2018). Continuoustime spikebased reinforcement learning for working memory tasks. In Lecture Notes in Computer Science/Lecture Notes in Artificial Intelligence (pp. 250–262). doi:10.1007/9783030014216_25

Pozzi, I, Nusselder, R.B.P, Zambrano, D, Bohte, S.M, & Iliadis, L. (2018). Gating sensory noise in a spiking subtractive LSTM. In V Kůrková, Y Manolopoulos, B Hammer, & I Maglogiannis (Eds.), Artificial Neural Networks and Machine Learning  ICANN 2018 (pp. 284–293). Springer, Cham. doi:10.1007/9783030014186_28

Dora, S, Pennartz, C, & Bohte, S.M. (2018). A deep predictive coding network for inferring hierarchical causes underlying sensory inputs. In Lecture Notes in Computer Science/Lecture Notes in Artificial Intelligence (pp. 457–467). doi:10.1007/9783030014247_45

Grünwald, P.D. (2018). Safe probability. Journal of Statistical Planning and Inference, 195, 47–63. doi:10.1016/j.jspi.2017.09.014

Sterkenburg, T.F. (2018, January 18). Universal prediction : a philosophical investigation.

Leitao Rodriguez, A, Oosterlee, C.W, Ortiz Gracia, L, & Bohte, S.M. (2018). On the datadriven COS method. Applied Mathematics and Computation, 317, 68–84. doi:10.1016/j.amc.2017.09.002

Kaufmann, E, & KoolenWijkstra, W.M. (2017). MonteCarlo tree search by best arm identification. In Advances in Neural Information Processing Systems (pp. 4898–4907).

Sterkenburg, T.F. (2017). A generalized characterization of algorithmic probability. Theory of Computing Systems, 61(4), 1337–1352. doi:10.1007/s0022401797749

Borovykh, A, Bohte, S.M, & Oosterlee, C.W. (2017). Conditional time series forecasting with convolutional neural networks. In Lecture Notes in Computer Science/Lecture Notes in Artificial Intelligence (pp. 729–730).
Software
Squint: Experimenting in Prediction with Expert Advice problems
Squint provides a codebase to perform numerical proofofconcept experiments in learning theory, particularly in Prediction with Expert Advice problems, a core problem in learning theory.
Current projects with external funding

Deep Spiking Vision: Better, Faster, Cheaper (DEVIS)

Efficient Deep Learning Platforms (eDLP)

Enabling Personalized Interventions (EPI)

Safe Bayesian Inference: A Theory of Misspecification based on Statistical Learning (SAFEBAYES)
Related partners

Philips

KPMG

SURFsara B.V.

Universiteit van Amsterdam

Vrije Universiteit Amsterdam