Time is an important feature in many applications involving events that occur synchronously and or asynchronously. To effectively consume time information, recent studies have focused on designing new architectures. In this paper, we take an orthogonal but complementary approach by providing a model-agnostic vector representation for time, called Time2Vec, that can be easily imported into many existing and future architectures and improve their performances. We show on a range of models and problems that replacing the notion of time with its Time2Vec representation improves the performance of the final model.
  We give a basic introduction to Gaussian Process regression models. We focus on understanding the role of the stochastic process and how it is used to define a distribution over functions. We present the simple equations for incorporating training data and examine how to learn the hyperparameters using the marginal likelihood. We explain the practical advantages of Gaussian Process and end with conclusions and a look at the current trends in GP work. We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a blackbox differential equation solver. These continuous-depth models have constant memory cost, adapt their evaluation strategy to each input, and can explicitly trade numerical precision for speed. We demonstrate these properties in continuous-depth residual networks and continuous-time latent variable models. We also construct continuous normalizing flows, a generative model that can train by maximum likelihood, without partitioning or ordering the data dimensions. For training, we show how to scalably backpropagate through any ODE solver, without access to its internal operations. This allows end-to-end training of ODEs within larger models.  The basic theory of Markov chains has been known to mathematicians and engineers for close to 80 years, but it is only in the past decade that it has been applied explicitly to problems in speech processing. One of the major reasons why speech models, based on Markov chains, have not been developed until recently was the lack of a method for optimizing the parameters of the Markov model to match observed signal patterns. Such a method was proposed in the late 1960's and was immediately applied to speech processing in several research institutions. Continued refinements in the theory and implementation of Markov modelling techniques have greatly enhanced the method, leading to a wide range of applications of these models. It is the purpose of this tutorial paper to give an introduction to the theory of Markov models, and to illustrate how they have been applied to problems in speech recognition. Point processes are becoming very popular in modeling asynchronous sequential data due to their sound mathematical foundation and strength in modeling a variety of real-world phenomena. Currently, they are often characterized via intensity function which limits model's expressiveness due to unrealistic assumptions on its parametric form used in practice. Furthermore, they are learned via maximum likelihood approach which is prone to failure in multi-modal distributions of sequences. In this paper, we propose an intensity-free approach for point processes modeling that transforms nuisance processes to a target one. Furthermore, we train the model using a likelihood-free leveraging Wasserstein distance between point processes. Experiments on various synthetic and real-world data substantiate the superiority of the proposed point process model over conventional ones. Event-driven neuromorphic spiking sensors such as the silicon retina and the silicon cochlea encode the external sensory stimuli as asynchronous streams of spikes across different channels or pixels. Combining state-of-art deep neural networks with the asynchronous outputs of these sensors has produced encouraging results on some datasets but remains challenging. While the lack of effective spiking networks to process the spike streams is one reason, the other reason is that the pre-processing methods required to convert the spike streams to frame-based features needed for the deep networks still require further investigation. This work investigates the effectiveness of synchronous and asynchronous frame-based features generated using spike count and constant event binning in combination with the use of a recurrent neural network for solving a classification task using N-TIDIGITs. This spike-based dataset consists of recordings from the Dynamic Audio Sensor, a spiking silicon cochlea sensor, in response to the TIDIGITS audio dataset. We also propose a new pre-processing method which applies an exponential kernel on the output cochlea spikes so that the interspike timing information is better preserved. The results from the N-TIDIGITS dataset show that the exponential features perform better than the spike count features, with over 91 accuracy on the digit classification task. This accuracy corresponds to an improvement of at least 2.5 over the use of spike count features, establishing a new state of the art for this dataset.   This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models. The use of autoregressive representation of a stationary time series (or the innovations approach) in the analysis of time series has recently been attracting attentions of many research workers and it is expected that this time domain approach will give answers to many problems, such as the identification of noisy feedback systems, which could not be solved by the direct application of frequency domain approach [1], [2], [3], [9]. A new regression technique based on Vapnik's concept of support vectors is introduced. We compare support vector regression (SVR) with a committee regression technique (bagging) based on regression trees and ridge regression done in feature space. On the basis of these experiments, it is expected that SVR will have advantages in high dimensionality space because SVR optimization does not depend on the dimensionality of the input space. In sequence modeling, we often wish to represent complex interaction between labels, such as when performing multiple, cascaded labeling tasks on the same sequence, or when long-range dependencies exist. We present dynamic conditional random fields (DCRFs), a generalization of linear-chain conditional random fields (CRFs) in which each time slice contains a set of state variables and edges---a distributed state representation as in dynamic Bayesian networks (DBNs)---and parameters are tied across slices. Since exact inference can be intractable in such models, we perform approximate inference using several schedules for belief propagation, including tree-based reparameterization (TRP). On a natural-language chunking task, we show that a DCRF performs better than a series of linear-chain CRFs, achieving comparable performance using only half the training data. Many real world problems from sustainability, healthcare and Internet generate discrete events in continuous time. The generative processes of these data can be very complex, requiring flexible models to capture their dynamics. Temporal point processes offer an elegant framework for modeling such event data. However, sophisticated point process models typically leads to intractable likelihood functions, making model fitting difficult in practice. We address this challenge from the perspective of reinforcement learning (RL), and relate the intensity function of a point process to a stochastic policy in reinforcement learning. We parameterize the policy as a flexible recurrent neural network, and reward models which can mimic the observed event distribution. Since the reward function is unknown in practice, we also uncover an analytic form of the reward function using an inverse reinforcement learning formulation and functions from a reproducing kernel Hilbert space. This new RL framework allows us to derive an efficient policy gradient algorithm for learning flexible point process models, and we show that it performs well in both synthetic and real data. 