We propose a spatial diffuseness feature for deep neural network (DNN)-based automatic speech recognition to improve recognition accuracy in reverberant and noisy environments. The feature is computed in real-time from multiple microphone signals without requiring knowledge or estimation of the direction of arrival, and represents the relative amount of diffuse noise in each time and frequency bin. It is shown that using the diffuseness feature as an additional input to a DNN-based acoustic model leads to a reduced word error rate for the REVERB challenge corpus, both compared to logmelspec features extracted from noisy signals, and features enhanced by spectral subtraction.

Inspired by the extraordinary computing power promised by quantum computers, the quantum mind hypothesis postulated that quantum mechanical phenomena are the source of neuronal synchronization, which, in turn, might underlie consciousness. Here, I present an alternative inspired by a classical computing method with quantum power. This method relies on special distributed representations called hyperstrings. Hyperstrings are superpositions of up to an exponential number of strings, which -- by a single-processor classical computer -- can be evaluated in a transparallel fashion, that is, simultaneously as if only one string were concerned. Building on a neurally plausible model of human visual perceptual organization, in which hyperstrings are formal counterparts of transient neural assemblies, I postulate that synchronization in such assemblies is a manifestation of transparallel information processing. This accounts for the high combinatorial capacity and speed of human visual perceptual organization and strengthens ideas that self-organizing cognitive architecture bridges the gap between neurons and consciousness.

Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate models (a.k.a meta-models) have been increasingly investigated in the last decade. Polynomial Chaos Expansions (PCE) and Kriging are two popular non-intrusive meta-modelling techniques. PCE surrogates the computational model with a series of orthonormal polynomials in the input variables where polynomials are chosen in coherency with the probability distributions of those input variables. On the other hand, Kriging assumes that the computer model behaves as a realization of a Gaussian random process whose parameters are estimated from the available computer runs, i.e. input vectors and response values. These two techniques have been developed more or less in parallel so far with little interaction between the researchers in the two fields. In this paper, PC-Kriging is derived as a new non-intrusive meta-modeling approach combining PCE and Kriging. A sparse set of orthonormal polynomials (PCE) approximates the global behavior of the computational model whereas Kriging manages the local variability of the model output. An adaptive algorithm similar to the least angle regression algorithm determines the optimal sparse set of polynomials. PC-Kriging is validated on various benchmark analytical functions which are easy to sample for reference results. From the numerical investigations it is concluded that PC-Kriging performs better than or at least as good as the two distinct meta-modeling techniques. A larger gain in accuracy is obtained when the experimental design has a limited size, which is an asset when dealing with demanding computational models.

The Region Connection Calculus (RCC) is a well-known calculus for representing part-whole and topological relations. It plays an important role in qualitative spatial reasoning, geographical information science, and ontology. The computational complexity of reasoning with RCC5 and RCC8 (two fragments of RCC) as well as other qualitative spatial/temporal calculi has been investigated in depth in the literature. Most of these works focus on the consistency of qualitative constraint networks. In this paper, we consider the important problem of redundant qualitative constraints. For a set $\Gamma$ of qualitative constraints, we say a constraint $(x R y)$ in $\Gamma$ is redundant if it is entailed by the rest of $\Gamma$. A prime subnetwork of $\Gamma$ is a subset of $\Gamma$ which contains no redundant constraints and has the same solution set as $\Gamma$. It is natural to ask how to compute such a prime subnetwork, and when it is unique. In this paper, we show that this problem is in general intractable, but becomes tractable if $\Gamma$ is over a tractable subalgebra $\mathcal{S}$ of a qualitative calculus. Furthermore, if $\mathcal{S}$ is a subalgebra of RCC5 or RCC8 in which weak composition distributes over nonempty intersections, then $\Gamma$ has a unique prime subnetwork, which can be obtained in cubic time by removing all redundant constraints simultaneously from $\Gamma$. As a byproduct, we show that any path-consistent network over such a distributive subalgebra is weakly globally consistent and minimal. A thorough empirical analysis of the prime subnetwork upon real geographical data sets demonstrates the approach is able to identify significantly more redundant constraints than previously proposed algorithms, especially in constraint networks with larger proportions of partial overlap relations.

Similarity between objects plays an important role in both human cognitive processes and artificial systems for recognition and categorization. How to appropriately measure such similarities for a given task is crucial to the performance of many machine learning, pattern recognition and data mining methods. This book is devoted to metric learning, a set of techniques to automatically learn similarity and distance functions from data that has attracted a lot of interest in machine learning and related fields in the past ten years. In this book, we provide a thorough review of the metric learning literature that covers algorithms, theory and applications for both numerical and structured data. We first introduce relevant definitions and classic metric functions, as well as examples of their use in machine learning and data mining.

Non-orthogonal joint diagonalization (NJD) free of prewhitening has been widely studied in the context of blind source separation (BSS) and array signal processing, etc. However, NJD is used to retrieve the jointly diagonalizable structure for a single set of target matrices which are mostly formulized with a single dataset, and thus is insufficient to handle multiple datasets with inter-set dependences, a scenario often encountered in joint BSS (J-BSS) applications. As such, we present a generalized NJD (GNJD) algorithm to simultaneously perform asymmetric NJD upon multiple sets of target matrices with mutually linked loading matrices, by using LU decomposition and successive rotations, to enable J-BSS over multiple datasets with indication/exploitation of their mutual dependences. Experiments with synthetic and real-world datasets are provided to illustrate the performance of the proposed algorithm.

Recently, the Frank-Wolfe optimization algorithm was suggested as a procedure to obtain adaptive quadrature rules for integrals of functions in a reproducing kernel Hilbert space (RKHS) with a potentially faster rate of convergence than Monte Carlo integration (and "kernel herding" was shown to be a special case of this procedure). In this paper, we propose to replace the random sampling step in a particle filter by Frank-Wolfe optimization. By optimizing the position of the particles, we can obtain better accuracy than random or quasi-Monte Carlo sampling. In applications where the evaluation of the emission probabilities is expensive (such as in robot localization), the additional computational cost to generate the particles through optimization can be justified. Experiments on standard synthetic examples as well as on a robot localization task indicate indeed an improvement of accuracy over random and quasi-Monte Carlo sampling.

Soil organic carbon (SOC) plays a major role in the global carbon budget. It can act as a source or a sink of atmospheric carbon, thereby possibly influencing the course of climate change. Improving the tools that model the spatial distributions of SOC stocks at national scales is a priority, both for monitoring changes in SOC and as an input for global carbon cycles studies. In this paper, we compare and evaluate two recent and promising modelling approaches. First, we considered several increasingly complex boosted regression trees (BRT), a convenient and efficient multiple regression model from the statistical learning field. Further, we considered a robust geostatistical approach coupled to the BRT models. Testing the different approaches was performed on the dataset from the French Soil Monitoring Network, with a consistent cross-validation procedure. We showed that when a limited number of predictors were included in the BRT model, the standalone BRT predictions were significantly improved by robust geostatistical modelling of the residuals. However, when data for several SOC drivers were included, the standalone BRT model predictions were not significantly improved by geostatistical modelling. Therefore, in this latter situation, the BRT predictions might be considered adequate without the need for geostatistical modelling, provided that i) care is exercised in model fitting and validating, and ii) the dataset does not allow for modelling of local spatial autocorrelations, as is the case for many national systematic sampling schemes.

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn from an approximate posterior. However, its feasibility is being challenged in the era of so called Big Data as all data needs to be processed in every iteration. Realising that such simulation is an unnecessarily hard problem if the goal is estimation, we construct a computationally scalable methodology that allows unbiased estimation of the required expectations -- without explicit simulation from the full posterior. The scheme's variance is finite by construction and straightforward to control, leading to algorithms that are provably unbiased and naturally arrive at a desired error tolerance. This is achieved at an average computational complexity that is sub-linear in the size of the dataset and its free parameters are easy to tune. We demonstrate the utility and generality of the methodology on a range of common statistical models applied to large-scale benchmark and real-world datasets.

In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with specific methods, for using data to prescribe decisions in OR/MS problems. In a departure from other work on data-driven optimization and reflecting our practical experience with the data available in applications of OR/MS, we consider data consisting, not only of observations of quantities with direct effect on costs/revenues, such as demand or returns, but predominantly of observations of associated auxiliary quantities. The main problem of interest is a conditional stochastic optimization problem, given imperfect observations, where the joint probability distributions that specify the problem are unknown. We demonstrate that our proposed solution methods are generally applicable to a wide range of decision problems. We prove that they are computationally tractable and asymptotically optimal under mild conditions even when data is not independent and identically distributed (iid) and even for censored observations. As an analogue to the coefficient of determination $R^2$, we develop a metric $P$ termed the coefficient of prescriptiveness to measure the prescriptive content of data and the efficacy of a policy from an operations perspective. To demonstrate the power of our approach in a real-world setting we study an inventory management problem faced by the distribution arm of an international media conglomerate, which ships an average of 1 billion units per year. We leverage both internal data and public online data harvested from IMDb, Rotten Tomatoes, and Google to prescribe operational decisions that outperform baseline measures. Specifically, the data we collect, leveraged by our methods, accounts for an 88% improvement as measured by our coefficient of prescriptiveness.