Designing the decision-making processes of artificial agents that are involved in competitive interactions is a challenging task. In a competitive scenario, the agent does not only have a dynamic environment but also is directly affected by the opponents' actions. Observing the Q-values of the agent is usually a way of explaining its behavior, however, do not show the temporal-relation between the selected actions. We address this problem by proposing the \emph{Moody framework}. We evaluate our model by performing a series of experiments using the competitive multiplayer Chef's Hat card game and discuss how our model allows the agents' to obtain a holistic representation of the competitive dynamics within the game.

Due to the proliferation of smart devices and emerging applications, many next-generation technologies have been paid for the development of wireless networks. Even though commercial 5G has just been widely deployed in some countries, there have been initial efforts from academia and industrial communities for 6G systems. In such a network, a very large number of devices and applications are emerged, along with heterogeneity of technologies, architectures, mobile data, etc., and optimizing such a network is of utmost importance. Besides convex optimization and game theory, swarm intelligence (SI) has recently appeared as a promising optimization tool for wireless networks. As a new subdivision of artificial intelligence, SI is inspired by the collective behaviors of societies of biological species. In SI, simple agents with limited capabilities would achieve intelligent strategies for high-dimensional and challenging problems, so it has recently found many applications in next-generation wireless networks (NGN). However, researchers may not be completely aware of the full potential of SI techniques. In this work, our primary focus will be the integration of these two domains: NGN and SI. Firstly, we provide an overview of SI techniques from fundamental concepts to well-known optimizers. Secondly, we review the applications of SI to settle emerging issues in NGN, including spectrum management and resource allocation, wireless caching and edge computing, network security, and several other miscellaneous issues. Finally, we highlight open challenges and issues in the literature, and introduce some interesting directions for future research.

The video game industry has adopted recommendation systems to boost users interest with a focus on game sales. Other exciting applications within video games are those that help the player make decisions that would maximize their playing experience, which is a desirable feature in real-time strategy video games such as Multiplayer Online Battle Arena (MOBA) like as DotA and LoL. Among these tasks, the recommendation of items is challenging, given both the contextual nature of the game and how it exposes the dependence on the formation of each team. Existing works on this topic do not take advantage of all the available contextual match data and dismiss potentially valuable information. To address this problem we develop TTIR, a contextual recommender model derived from the Transformer neural architecture that suggests a set of items to every team member, based on the contexts of teams and roles that describe the match. TTIR outperforms several approaches and provides interpretable recommendations through visualization of attention weights. Our evaluation indicates that both the Transformer architecture and the contextual information are essential to get the best results for this item recommendation task. Furthermore, a preliminary user survey indicates the usefulness of attention weights for explaining recommendations as well as ideas for future work. The code and dataset are available at: https://github.com/ojedaf/IC-TIR-Lol.

Anomalies are occurrences in a dataset that are in some way unusual and do not fit the general patterns. The concept of the anomaly is generally ill-defined and perceived as vague and domain-dependent. Moreover, no comprehensive and concrete overviews of the different types of anomalies have hitherto been published. By means of an extensive literature review this study therefore offers the first theoretically principled and domain-independent typology of data anomalies, and presents a full overview of anomaly types and subtypes. To concretely define the concept of the anomaly and its different manifestations the typology employs four dimensions: data type, cardinality of relationship, data structure and data distribution. These fundamental and data-centric dimensions naturally yield 3 broad groups, 9 basic types and 61 subtypes of anomalies. The typology facilitates the evaluation of the functional capabilities of anomaly detection algorithms, contributes to explainable data science, and provides insights into relevant topics such as local versus global anomalies.

We establish a general upper bound for $K$-fold cross-validation ($K$-CV) errors that can be adapted to many $K$-CV-based estimators and learning algorithms. Based on Rademacher complexity of the model and the Orlicz-$\Psi_{\nu}$ norm of the error process, the CV error upper bound applies to both light-tail and heavy-tail error distributions. We also extend the CV error upper bound to $\beta$-mixing data using the technique of independent blocking. We provide a Python package (\texttt{CVbound}, \url{https://github.com/isaac2math}) for computing the CV error upper bound in $K$-CV-based algorithms. Using the lasso as an example, we demonstrate in simulations that the upper bounds are tight and stable across different parameter settings and random seeds. As well as accurately bounding the CV errors for the lasso, the minimizer of the new upper bounds can be used as a criterion for variable selection. Compared with the CV-error minimizer, simulations show that tuning the lasso penalty parameter according to the minimizer of the upper bound yields a more sparse and more stable model that retains all of the relevant variables.

The exogeneity bias and instrument validation have always been critical topics in statistics, machine learning and biostatistics. In the era of big data, such issues typically come with dimensionality issue and, hence, require even more attention than ever. In this paper we ensemble two well-known tools from machine learning and biostatistics -- stable variable selection and random graph -- and apply them to estimating the house pricing mechanics and the follow-up socio-economic effect on the 2010 Sydney house data. The estimation is conducted on an over-200-gigabyte ultrahigh dimensional database consisting of local education data, GIS information, census data, house transaction and other socio-economic records. The technique ensemble carefully improves the variable selection sparisty, stability and robustness to high dimensionality, complicated causal structures and the consequent multicollinearity, which is ultimately helpful on the data-driven recovery of a sparse and intuitive causal structure. The new ensemble also reveals its efficiency and effectiveness on endogeneity detection, instrument validation, weak instruments pruning and selection of proper instruments. From the perspective of machine learning, the estimation result both aligns with and confirms the facts of Sydney house market, the classical economic theories and the previous findings of simultaneous equations modeling. Moreover, the estimation result is totally consistent with and supported by the classical econometric tool like two-stage least square regression and different instrument tests (the code can be found at https://github.com/isaac2math/solar_graph_learning).

We propose a new least-angle regression algorithm for variable selection in high-dimensional data, called \emph{subsample-ordered least-angle regression (solar)}. Solar relies on the average $L_0$ solution path computed across subsamples and largely alleviates several known high-dimensional issues with least-angle regression. Using examples based on directed acyclic graphs, we illustrate the advantages of solar in comparison to least-angle regression, forward regression and variable screening. Simulations demonstrate that, with a similar computation load, solar yields substantial improvements over two lasso solvers (least-angle regression for lasso and coordinate-descent) in terms of the sparsity (37-64\% reduction in the average number of selected variables), stability and accuracy of variable selection. Simulations also demonstrate that solar enhances the robustness of variable selection to different settings of the irrepresentable condition and to variations in the dependence structures assumed in regression analysis. We provide a Python package \texttt{solarpy} for the algorithm.

In this paper we focus on the variable-selection peformance of solar on the empirical data with complicated dependence structures and, hence, severe multicollinearity and grouping effect issues. We choose the prostate cancer data and the Sydney house price data and apply two lasso solvers, elastic net and solar on them (code can be found at \url{https://github.com/isaac2math/}). The results shows that (i) lasso is affected by the grouping effect and randomly drop variables with high correlations, resulting unreliable and uninterpretable results; (ii) elastic net is more robust to grouping effect; however, it completely lose variable-selection sparsity when the dependence structure of the data is complicated; (iii) solar demonstrates its superior robustness to complicated dependence structures and grouping effect, returning variable-selection results with better stability and sparsity. Also, such stability and sparsity make solar a reliable variable pre-estimation filter of a linear dependence structure esimation (linear probablistic graph learning). The linear probablistic graph estimated on the variable selected by solar returns an intuitive, sparse and stable dependence structure.

We consider structural impulse response analysis for sparse high-dimensional vector autoregressive (VAR) systems. Since standard procedures like the delta-method do not lead to valid inference in the high-dimensional set-up, we propose an alternative approach. First, we directly construct a de-sparsified version of the regularized estimators of the moving average parameters that are associated with the VAR process. Second, the obtained estimators are combined with a de-sparsified estimator of the contemporaneous impact matrix in order to estimate the structural impulse response coefficients of interest. We show that the resulting estimator of the impulse response coefficients has a Gaussian limiting distribution. Valid inference is then implemented using an appropriate bootstrap approach. Our inference procedure is illustrated by means of simulations and real data applications.

A context-aware recommender system (CARS) applies sensing and analysis of user context to provide personalized services. The contextual information can be driven from sensors in order to improve the accuracy of the recommendations. Yet, generating accurate recommendations is not enough to constitute a useful system from the users' perspective, since certain contextual information may cause different issues, such as draining the user's battery, privacy issues, and more. Adding high-dimensional contextual information may increase both the dimensionality and sparsity of the model. Previous studies suggest reducing the amount of contextual information by selecting the most suitable contextual information using a domain knowledge. Another solution is compressing it into a denser latent space, thus disrupting the ability to explain the recommendation item to the user, and damaging users' trust. In this paper we present an approach for selecting low-dimensional subsets of the contextual information and incorporating them explicitly within CARS. Specifically, we present a novel feature-selection algorithm, based on genetic algorithms (GA), that outperforms SOTA dimensional-reduction CARS algorithms, improves the accuracy and the explainability of the recommendations, and allows for controlling user aspects, such as privacy and battery consumption. Furthermore, we exploit the top subsets that are generated along the evolutionary process, by learning multiple deep context-aware models and applying a stacking technique on them, thus improving the accuracy while remaining at the explicit space. We evaluated our approach on two high-dimensional context-aware datasets driven from smartphones. An empirical analysis of our results validates that our proposed approach outperforms SOTA CARS models while improving transparency and explainability to the user.