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Effective Bayesian Modeling of Groups of Related Count Time Series
Time series of counts arise in a variety of forecasting applications, for which traditional models are generally inappropriate. This paper introduces a hierarchical Bayesian formulation applicable to count time series that can easily account for explanatory variables and share statistical strength across groups of related time series. We derive an efficient approximate inference technique, and illustrate its performance on a number of datasets from supply chain planning.
Randomized Approximation of the Gram Matrix: Exact Computation and Probabilistic Bounds
Holodnak, John T., Ipsen, Ilse C. F.
Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c >= rank(A) columns depend on the right singular vector matrix of A. For a Monte-Carlo matrix multiplication algorithm by Drineas et al. that samples outer products, we present probabilistic bounds for the 2-norm relative error due to randomization. The bounds depend on the stable rank or the rank of A, but not on the matrix dimensions. Numerical experiments illustrate that the bounds are informative, even for stringent success probabilities and matrices of small dimension. We also derive bounds for the smallest singular value and the condition number of matrices obtained by sampling rows from orthonormal matrices.
Minimum Model Semantics for Extensional Higher-order Logic Programming with Negation
Charalambidis, Angelos, รsik, Zoltรกn, Rondogiannis, Panos
Extensional higher-order logic programming has been introduced as a generalization of classical logic programming. An important characteristic of this paradigm is that it preserves all the well-known properties of traditional logic programming. In this paper we consider the semantics of negation in the context of the new paradigm. Using some recent results from non-monotonic fixed-point theory, we demonstrate that every higher-order logic program with negation has a unique minimum infinite-valued model. In this way we obtain the first purely model-theoretic semantics for negation in extensional higher-order logic programming. Using our approach, we resolve an old paradox that was introduced by W. W. Wadge in order to demonstrate the semantic difficulties of higher-order logic programming.
Contextual Abductive Reasoning with Side-Effects
Pereira, Luรญs Moniz, Dietz, Emmanuelle-Anna, Hรถlldobler, Steffen
The belief bias effect is a phenomenon which occurs when we think that we judge an argument based on our reasoning, but are actually influenced by our beliefs and prior knowledge. Evans, Barston and Pollard carried out a psychological syllogistic reasoning task to prove this effect. Participants were asked whether they would accept or reject a given syllogism. We discuss one specific case which is commonly assumed to be believable but which is actually not logically valid. By introducing abnormalities, abduction and background knowledge, we adequately model this case under the weak completion semantics. Our formalization reveals new questions about possible extensions in abductive reasoning. For instance, observations and their explanations might include some relevant prior abductive contextual information concerning some side-effect or leading to a contestable or refutable side-effect. A weaker notion indicates the support of some relevant consequences by a prior abductive context. Yet another definition describes jointly supported relevant consequences, which captures the idea of two observations containing mutually supportive side-effects. Though motivated with and exemplified by the running psychology application, the various new general abductive context definitions are introduced here and given a declarative semantics for the first time, and have a much wider scope of application. Inspection points, a concept introduced by Pereira and Pinto, allows us to express these definitions syntactically and intertwine them into an operational semantics.
Topic words analysis based on LDA model
Social network analysis (SNA), which is a research field describing and modeling the social connection of a certain group of people, is popular among network services. Our topic words analysis project is a SNA method to visualize the topic words among emails from Obama.com to accounts registered in Columbus, Ohio. Based on Latent Dirichlet Allocation (LDA) model, a popular topic model of SNA, our project characterizes the preference of senders for target group of receptors. Gibbs sampling is used to estimate topic and word distribution. Our training and testing data are emails from the carbon-free server Datagreening.com. We use parallel computing tool BashReduce for word processing and generate related words under each latent topic to discovers typical information of political news sending specially to local Columbus receptors. Running on two instances using paralleling tool BashReduce, our project contributes almost 30% speedup processing the raw contents, comparing with processing contents on one instance locally. Also, the experimental result shows that the LDA model applied in our project provides precision rate 53.96% higher than TF-IDF model finding target words, on the condition that appropriate size of topic words list is selected.
Credal Model Averaging for classification: representing prior ignorance and expert opinions
Corani, Giorgio, Mignatti, Andrea
Bayesian model averaging (BMA) is the state of the art approach for overcoming model uncertainty. Yet, especially on small data sets, the results yielded by BMA might be sensitive to the prior over the models. Credal Model Averaging (CMA) addresses this problem by substituting the single prior over the models by a set of priors (credal set). Such approach solves the problem of how to choose the prior over the models and automates sensitivity analysis. We discuss various CMA algorithms for building an ensemble of logistic regressors characterized by different sets of covariates. We show how CMA can be appropriately tuned to the case in which one is prior-ignorant and to the case in which instead domain knowledge is available. CMA detects prior-dependent instances, namely instances in which a different class is more probable depending on the prior over the models. On such instances CMA suspends the judgment, returning multiple classes. We thoroughly compare different BMA and CMA variants on a real case study, predicting presence of Alpine marmot burrows in an Alpine valley. We find that BMA is almost a random guesser on the instances recognized as prior-dependent by CMA.
Improving offline evaluation of contextual bandit algorithms via bootstrapping techniques
Nicol, Olivier, Mary, Jรฉrรฉmie, Preux, Philippe
In many recommendation applications such as news recommendation, the items that can be rec- ommended come and go at a very fast pace. This is a challenge for recommender systems (RS) to face this setting. Online learning algorithms seem to be the most straight forward solution. The contextual bandit framework was introduced for that very purpose. In general the evaluation of a RS is a critical issue. Live evaluation is of- ten avoided due to the potential loss of revenue, hence the need for offline evaluation methods. Two options are available. Model based meth- ods are biased by nature and are thus difficult to trust when used alone. Data driven methods are therefore what we consider here. Evaluat- ing online learning algorithms with past data is not simple but some methods exist in the litera- ture. Nonetheless their accuracy is not satisfac- tory mainly due to their mechanism of data re- jection that only allow the exploitation of a small fraction of the data. We precisely address this issue in this paper. After highlighting the limita- tions of the previous methods, we present a new method, based on bootstrapping techniques. This new method comes with two important improve- ments: it is much more accurate and it provides a measure of quality of its estimation. The latter is a highly desirable property in order to minimize the risks entailed by putting online a RS for the first time. We provide both theoretical and ex- perimental proofs of its superiority compared to state-of-the-art methods, as well as an analysis of the convergence of the measure of quality.
Learning rates for the risk of kernel based quantile regression estimators in additive models
Christmann, Andreas, Zhou, Ding-Xuan
Additive models play an important role in semiparametric statistics. This paper gives learning rates for regularized kernel based methods for additive models. These learning rates compare favourably in particular in high dimensions to recent results on optimal learning rates for purely nonparametric regularized kernel based quantile regression using the Gaussian radial basis function kernel, provided the assumption of an additive model is valid. Additionally, a concrete example is presented to show that a Gaussian function depending only on one variable lies in a reproducing kernel Hilbert space generated by an additive Gaussian kernel, but does not belong to the reproducing kernel Hilbert space generated by the multivariate Gaussian kernel of the same variance.
G-AMA: Sparse Gaussian graphical model estimation via alternating minimization
Dalal, Onkar, Rajaratnam, Bala
Several methods have been recently proposed for estimating sparse Gaussian graphical models using $\ell_{1}$ regularization on the inverse covariance matrix. Despite recent advances, contemporary applications require methods that are even faster in order to handle ill-conditioned high dimensional modern day datasets. In this paper, we propose a new method, G-AMA, to solve the sparse inverse covariance estimation problem using Alternating Minimization Algorithm (AMA), that effectively works as a proximal gradient algorithm on the dual problem. Our approach has several novel advantages over existing methods. First, we demonstrate that G-AMA is faster than the previous best algorithms by many orders of magnitude and is thus an ideal approach for modern high throughput applications. Second, global linear convergence of G-AMA is demonstrated rigorously, underscoring its good theoretical properties. Third, the dual algorithm operates on the covariance matrix, and thus easily facilitates incorporating additional constraints on pairwise/marginal relationships between feature pairs based on domain specific knowledge. Over and above estimating a sparse inverse covariance matrix, we also illustrate how to (1) incorporate constraints on the (bivariate) correlations and, (2) incorporate equality (equisparsity) or linear constraints between individual inverse covariance elements. Fourth, we also show that G-AMA is better adept at handling extremely ill-conditioned problems, as is often the case with real data. The methodology is demonstrated on both simulated and real datasets to illustrate its superior performance over recently proposed methods.
Vicious Circle Principle and Logic Programs with Aggregates
Gelfond, Michael, Zhang, Yuanlin
The paper presents a knowledge representation language $\mathcal{A}log$ which extends ASP with aggregates. The goal is to have a language based on simple syntax and clear intuitive and mathematical semantics. We give some properties of $\mathcal{A}log$, an algorithm for computing its answer sets, and comparison with other approaches.