Oceania
Growth and Evolution of Aquafarming in the AI Era
Significant to economic stability across the world, the current scenario in the aqua-farming industry is far from what it was a decade ago. With fewer changes in people and processes, the growth and evolution of the aqua-farming sector have been steady in the past decade. Although the technological advancements have been limited, yet the onset of IoT has triggered the introduction of AI-based process adoptions and automation. The sector is fairly large and deals with the production, and supply of aquatic animals. Fish, shrimp, oysters, and algae farming are closely associated with the global food industry.
Can Artificial Intelligence be an Inventor under Patent Law?
In this era of the Fourth Industrial Revolution, advances in artificial intelligence ("AI") has resulted in AI capable of generating inventions that are novel and inventive. The question becomes whether these AI generated inventions can be protected under the current patent law framework. A recent development in Australian jurisprudence takes a step toward clarifying the applicability of patent law on AI generated inventions. The Federal Court of Australia recently held in Thaler v Commissioner of Patents [2012] FC 879 ("the Thaler case") that an AI system can be named as an inventor in a patent application. After a brief introduction on basic concepts underlying patent law and AI, this article will discuss the Thaler case followed by an analysis on the Malaysian perspective.
A Conditional Cascade Model for Relational Triple Extraction
Ren, Feiliang, Zhang, Longhui, Yin, Shujuan, Zhao, Xiaofeng, Liu, Shilei, Li, Bochao
Tagging based methods are one of the mainstream methods in relational triple extraction. However, most of them suffer from the class imbalance issue greatly. Here we propose a novel tagging based model that addresses this issue from following two aspects. First, at the model level, we propose a three-step extraction framework that can reduce the total number of samples greatly, which implicitly decreases the severity of the mentioned issue. Second, at the intra-model level, we propose a confidence threshold based cross entropy loss that can directly neglect some samples in the major classes. We evaluate the proposed model on NYT and WebNLG. Extensive experiments show that it can address the mentioned issue effectively and achieves state-of-the-art results on both datasets. The source code of our model is available at: https://github.com/neukg/ConCasRTE.
Structure Learning for Directed Trees
Jakobsen, Martin Emil, Shah, Rajen D., Bühlmann, Peter, Peters, Jonas
Knowing the causal structure of a system is of fundamental interest in many areas of science and can aid the design of prediction algorithms that work well under manipulations to the system. The causal structure becomes identifiable from the observational distribution under certain restrictions. To learn the structure from data, score-based methods evaluate different graphs according to the quality of their fits. However, for large nonlinear models, these rely on heuristic optimization approaches with no general guarantees of recovering the true causal structure. In this paper, we consider structure learning of directed trees. We propose a fast and scalable method based on Chu-Liu-Edmonds' algorithm we call causal additive trees (CAT). For the case of Gaussian errors, we prove consistency in an asymptotic regime with a vanishing identifiability gap. We also introduce a method for testing substructure hypotheses with asymptotic family-wise error rate control that is valid post-selection and in unidentified settings. Furthermore, we study the identifiability gap, which quantifies how much better the true causal model fits the observational distribution, and prove that it is lower bounded by local properties of the causal model. Simulation studies demonstrate the favorable performance of CAT compared to competing structure learning methods.
Deep Learning-based Spacecraft Relative Navigation Methods: A Survey
Song, Jianing, Rondao, Duarte, Aouf, Nabil
Autonomous spacecraft relative navigation technology has been planned for and applied to many famous space missions. The development of on-board electronics systems has enabled the use of vision-based and LiDAR-based methods to achieve better performances. Meanwhile, deep learning has reached great success in different areas, especially in computer vision, which has also attracted the attention of space researchers. However, spacecraft navigation differs from ground tasks due to high reliability requirements but lack of large datasets. This survey aims to systematically investigate the current deep learning-based autonomous spacecraft relative navigation methods, focusing on concrete orbital applications such as spacecraft rendezvous and landing on small bodies or the Moon. The fundamental characteristics, primary motivations, and contributions of deep learning-based relative navigation algorithms are first summarised from three perspectives of spacecraft rendezvous, asteroid exploration, and terrain navigation. Furthermore, popular visual tracking benchmarks and their respective properties are compared and summarised. Finally, potential applications are discussed, along with expected impediments.
Personalized next-best action recommendation with multi-party interaction learning for automated decision-making
Cao, Longbing, Zhu, Chengzhang
Automated next-best action recommendation for each customer in a sequential, dynamic and interactive context has been widely needed in natural, social and business decision-making. Personalized next-best action recommendation must involve past, current and future customer demographics and circumstances (states) and behaviors, long-range sequential interactions between customers and decision-makers, multi-sequence interactions between states, behaviors and actions, and their reactions to their counterpart's actions. No existing modeling theories and tools, including Markovian decision processes, user and behavior modeling, deep sequential modeling, and personalized sequential recommendation, can quantify such complex decision-making on a personal level. We take a data-driven approach to learn the next-best actions for personalized decision-making by a reinforced coupled recurrent neural network (CRN). CRN represents multiple coupled dynamic sequences of a customer's historical and current states, responses to decision-makers' actions, decision rewards to actions, and learns long-term multi-sequence interactions between parties (customer and decision-maker). Next-best actions are then recommended on each customer at a time point to change their state for an optimal decision-making objective. Our study demonstrates the potential of personalized deep learning of multi-sequence interactions and automated dynamic intervention for personalized decision-making in complex systems.
Feature-weighted Stacking for Nonseasonal Time Series Forecasts: A Case Study of the COVID-19 Epidemic Curves
Cawood, Pieter, van Zyl, Terence L.
We investigate ensembling techniques in forecasting and examine their potential for use in nonseasonal time-series similar to those in the early days of the COVID-19 pandemic. Developing improved forecast methods is essential as they provide data-driven decisions to organisations and decision-makers during critical phases. We propose using late data fusion, using a stacked ensemble of two forecasting models and two meta-features that prove their predictive power during a preliminary forecasting stage. The final ensembles include a Prophet and long short term memory (LSTM) neural network as base models. The base models are combined by a multilayer perceptron (MLP), taking into account meta-features that indicate the highest correlation with each base model's forecast accuracy. We further show that the inclusion of meta-features generally improves the ensemble's forecast accuracy across two forecast horizons of seven and fourteen days. This research reinforces previous work and demonstrates the value of combining traditional statistical models with deep learning models to produce more accurate forecast models for time-series from different domains and seasonality.
odeN: Simultaneous Approximation of Multiple Motif Counts in Large Temporal Networks
Counting the number of occurrences of small connected subgraphs, called temporal motifs, has become a fundamental primitive for the analysis of temporal networks, whose edges are annotated with the time of the event they represent. One of the main complications in studying temporal motifs is the large number of motifs that can be built even with a limited number of vertices or edges. As a consequence, since in many applications motifs are employed for exploratory analyses, the user needs to iteratively select and analyze several motifs that represent different aspects of the network, resulting in an inefficient, time-consuming process. This problem is exacerbated in large networks, where the analysis of even a single motif is computationally demanding. As a solution, in this work we propose and study the problem of simultaneously counting the number of occurrences of multiple temporal motifs, all corresponding to the same (static) topology (e.g., a triangle). Given that for large temporal networks computing the exact counts is unfeasible, we propose odeN, a sampling-based algorithm that provides an accurate approximation of all the counts of the motifs. We provide analytical bounds on the number of samples required by odeN to compute rigorous, probabilistic, relative approximations. Our extensive experimental evaluation shows that odeN enables the approximation of the counts of motifs in temporal networks in a fraction of the time needed by state-of-the-art methods, and that it also reports more accurate approximations than such methods.
The Adaptive Multi-Factor Model and the Financial Market
Modern evolvements of the technologies have been leading to a profound influence on the financial market. The introduction of constituents like Exchange-Traded Funds, and the wide-use of advanced technologies such as algorithmic trading, results in a boom of the data which provides more opportunities to reveal deeper insights. However, traditional statistical methods always suffer from the high-dimensional, high-correlation, and time-varying instinct of the financial data. In this dissertation, we focus on developing techniques to stress these difficulties. With the proposed methodologies, we can have more interpretable models, clearer explanations, and better predictions.
Forgetting Formulas and Signature Elements in Epistemic States
Becker, A., Kern-Isberner, G., Sauerwald, K., Beierle, C.
Delgrande's knowledge level account of forgetting provides a general approach to forgetting syntax elements from sets of formulas with links to many other forgetting operations, in particular, to Boole's variable elimination. On the other hand, marginalisation of epistemic states is a specific approach to actively reduce signatures in more complex semantic frameworks, also aiming at forgetting atoms that is very well known from probability theory. In this paper, we bring these two perspectives of forgetting together by showing that marginalisation can be considered as an extension of Delgrande's approach to the level of epistemic states. More precisely, we generalize Delgrande's axioms of forgetting to forgetting in epistemic states, and show that marginalisation is the most specific and informative forgetting operator that satisfies these axioms. Moreover, we elaborate suitable phrasings of Delgrande's concept of forgetting for formulas by transferring the basic ideas of the axioms to forgetting formulas from epistemic states. However, here we show that this results in trivial approaches to forgetting formulas. This finding supports the claim that forgetting syntax elements is essentially different from belief contraction, as e.g. axiomatized in the AGM belief change framework.