Machine learning research with positive real-world impact.
Ambitious applied research, positive outcomes
Recent highlights
Our research is supported by access to massive datasets, close collaboration with world renowned academic faculty, and a uniquely scalable machine learning platform.
NeurIPS 2020 ML4H Workshop: Machine Learning For Health
Confounding Feature Acquisition for Causal Effect Estimation

Abstract
Reliable treatment effect estimation from observational data depends on the availability of all confounding information. While much work has targeted treatment effect estimation from observational data, there is relatively little work in the setting of confounding variable missingness, where collecting more information on confounders is often costly or time-consuming. In this work, we frame this challenge as a problem of feature acquisition of confounding features for causal inference. Our goal is to prioritize acquiring values for a fixed and known subset of missing confounders in samples that lead to efficient average treatment effect estimation. We propose two acquisition strategies based on i) covariate balancing (CB), and ii) reducing statistical estimation error on observed factual outcome error (OE). We compare CB and OE on five common causal effect estimation methods, and demonstrate
improved sample efficiency of OE over baseline methods under various settings. We also provide visualizations for further analysis on the difference between our proposed methods.
Characterizing early Canadian federal, provincial, territorial and municipal nonpharmaceutical interventions in response to COVID-19: a descriptive analysis
Characterizing early Canadian federal, provincial, territorial and municipal nonpharmaceutical interventions in response to COVID-19: a descriptive analysis

Abstract
Nonpharmaceutical interventions (NPIs) are the primary tools to mitigate early spread of the coronavirus disease 2019 (COVID-19) pandemic; however, such policies are implemented variably at the federal, provincial or territorial, and municipal levels without centralized documentation. We describe the development of the comprehensive open Canadian Non-Pharmaceutical Intervention (CAN-NPI) data set, which identifies and classifies all NPIs implemented in regions across Canada in response to COVID-19, and provides an accompanying description of geographic and temporal heterogeneity.
COVID-19 Publication to Nature Scientific Reports
Evolutionary and structural analyses of SARS-CoV-2 D614G spike protein mutation now documented worldwide

Abstract
Evolutionary and structural analyses of SARS-CoV-2 D614G spike protein mutation now documented worldwide
The COVID-19 pandemic, caused by the Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-CoV-2), was declared on March 11, 2020 by the World Health Organization. As of the 31st of May, 2020, there have been more than 6 million COVID-19 cases diagnosed worldwide and over 370,000 deaths, according to Johns Hopkins. Thousands of SARS-CoV-2 strains have been sequenced to date, providing a valuable opportunity to investigate the evolution of the virus on a global scale. We performed a phylogenetic analysis of over 1,225 SARS-CoV-2 genomes spanning from late December 2019 to mid-March 2020. We identified a missense mutation, D614G, in the spike protein of SARS-CoV-2, which has emerged as a predominant clade in Europe (954 of 1,449 (66%) sequences) and is spreading worldwide (1,237 of 2,795 (44%) sequences). Molecular dating analysis estimated the emergence of this clade around mid-to-late January (10–25 January) 2020. We also applied structural bioinformatics to assess the potential impact of D614G on the virulence and epidemiology of SARS-CoV-2. In silico analyses on the spike protein structure suggests that the mutation is most likely neutral to protein function as it relates to its interaction with the human ACE2 receptor. The lack of clinical metadata available prevented our investigation of association between viral clade and disease severity phenotype. Future work that can leverage clinical outcome data with both viral and human genomic diversity is needed to monitor the pandemic.
The ACM Conference on Recommender System
TAFA: Two-headed Attention Fused Autoencoder for Context-Aware Recommendations

Abstract
TAFA: Two-headed Attention Fused Autoencoder for Context-Aware Recommendations
Collaborative filtering with implicit feedback is a ubiquitous class of recommendation problems where only positive interactions such as purchases or clicks are observed. Autoencoder-based recommendation models have shown strong performance on many implicit feedback benchmarks. However, these models tend to suffer from popularity bias making recommendations less personalized. User-generated reviews contain a rich source of preference information, often with specific details that are important to each user, and can help mitigate the popularity bias. Since not all reviews are equally useful, existing work has been exploring various forms of attention to distill relevant information. In the majority of proposed approaches, representations from implicit feedback and review branches are simply concatenated at the end to generate predictions. This can prevent the model from learning deeper correlations between the two modalities and affect prediction accuracy. To address these problems, we propose a novel Two-headed Attention Fused Autoencoder (TAFA) model that jointly learns representations from user reviews and implicit feedback to make recommendations. We apply early and late modality fusion which allows the model to fully correlate and extract relevant information from both input sources. To further combat popularity bias, we leverage the Noise Contrastive Estimation (NCE) objective to “de-popularize” the fused user representation via a two-headed decoder architecture. Empirically, we show that TAFA outperforms leading baselines on multiple real-world benchmarks. Moreover, by tracing attention weights back to reviews we can provide explanations for the generated recommendations and gain further insights into user preferences.
ACM RecSys Challenge 2020
2nd Place
Predicting Twitter Engagement With Deep Language Models

Abstract
ACM RecSys Challenge 2020
Twitter has become one of the main information sharing platforms for millions of users world-wide. Numerous tweets are created daily, many with highly time sensitive content such as breaking news,
new multimedia content or personal updates. Consequently, accurately recommending relevant tweets to users in a timely manner is a highly important and challenging problem. The 2020 ACM RecSys
Challenge is aimed at benchmarking leading recommendation models for this task. The challenge is based on a large and recent dataset of over 200M tweet engagements released by Twitter with content in over 50 languages. In this work we present our approach where we leverage recent advances in deep language modeling and attention architectures, to combine information from extracted features, user engagement history and target tweet content. We first fine tune leading multilingual language models M-BERT and XLM-R for Twitter data. Embeddings from these models are used to extract tweet and user history representations. We then combine all components together and jointly train them to maximize engagement prediction accuracy. Our approach achieves highly competitive performance placing 2’nd on the final private leaderboard.
Our research areas include recommendation systems, computer vision, time series forecasting, and natural language processing.

Big vision, deep roots
The co-founders of Layer 6, Jordan Jacobs and Tomi Poutanen, are also founders of the Vector Institute for Artificial Intelligence, and we maintain multiple research initiatives with Vector faculty. Current and former scientific advisors include professors Raquel Urtasun, Sanja Fidler, Rich Zemel, David Duvenaud, Laura Rosella and Scott Sanner.
Meaningful partnerships
Originally founded in 2011, Layer 6 now forms the AI research lab of TD Bank Group. Layer 6 impacts the lives of 25 million customers, helping more people achieve their financial goals. Partnerships with TD Securities provides Layer 6 with market data for training algo trading systems.
Layer 6 embraces opportunities to collaborate with Toronto’s world-leading medical research community, offering deep learning solutions to transform healthcare delivery and improve health outcomes. We are the first to deploy deep learning models on health data covering large population.
Passion to learn, driven to succeed
Our team represents 18 different countries of birth and we care deeply about fostering an inclusive culture where we learn from each other and win together. We are united by our passion for deep learning and a desire to apply our skills to have an outsized and positive impact on the future.
Meet some of our team
Develop your career at Layer 6
We’re growing our team exclusively with people driven to be at the top of the game in machine learning.

In the news
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Inside TD’s AI play: How Layer 6’s technology hopes to improve old-fashioned banking advice
Globe And Mail
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Tomi Poutanen: Geoffrey Hinton's Turing Award celebrates a life devoted to ground-breaking AI research
TD Newsroom
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Tomi Poutanen: Chief Artificial Intelligence Officers Enter the C-Suite
Wall Street Journal
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TD Bank’s ‘Layer 6’ to bring machine learning personalization to diabetes care
IT Business
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TD Advances Innovation in Canadian Healthcare
TD Bank Group
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Inside TD’s AI play: How Layer 6’s technology hopes to improve old-fashioned banking advice
Globe And Mail
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Tomi Poutanen: Geoffrey Hinton's Turing Award celebrates a life devoted to ground-breaking AI research
TD Newsroom
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Tomi Poutanen: Chief Artificial Intelligence Officers Enter the C-Suite
Wall Street Journal
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TD Bank’s ‘Layer 6’ to bring machine learning personalization to diabetes care
IT Business
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TD Advances Innovation in Canadian Healthcare
TD Bank Group
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Jordan Jacobs, co-founder of Vector Institute on Canada as a global AI leader
IT Business
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Layer 6’s Jordan Jacobs: Canada needs to promote itself as an AI leader
BetaKit
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U of T alumni and graduate students part of Layer 6 AI's win in global competition
U of T News
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Tomi Poutanen and Michael Rhodes discuss the future of artificial intelligence with Amanda Lang
TD Bank Group
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Get Smart – Artificial intelligence is transforming business and life
Ivey Business School
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How TD Bank plans to use artificial intelligence
BNN Bloomberg
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