We present a mathematical framework for mapping second-order logic relations onto a simple state vector algebra. Using this algebra, basic theorems of set theory can be proven in an algorithmic way, hence by an expert system. We illustrate the use of the algebra with simple examples and show that, in principle, all theorems of basic set theory can be recovered in an elementary way. The developed technique can be used for an automated theorem proving in the 1st and 2nd order logic.

Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly. In practice, this allows us to optimize ten or fewer critical parameters in up to 1,000 experiments. But experiments may be less expensive than BO methods assume: In some simulation models, we may be able to conduct multiple thousands of experiments in a few hours, and the computational burden of BO is no longer negligible compared to experimentation time. To address this challenge we introduce a new Dimension Scheduling Algorithm (DSA), which reduces the computational burden of BO for many experiments. The key idea is that DSA optimizes the fitness function only along a small set of dimensions at each iteration. This DSA strategy (1) reduces the necessary computation time, (2) finds good solutions faster than the traditional BO method, and (3) can be parallelized straightforwardly. We evaluate the DSA in the context of optimizing parameters of dynamic models of microalgae metabolism and show faster convergence than traditional BO.

Learning accurate probabilistic models from data is crucial in many practical tasks in data mining. In this paper we present a new non-parametric calibration method called \textit{ensemble of near isotonic regression} (ENIR). The method can be considered as an extension of BBQ, a recently proposed calibration method, as well as the commonly used calibration method based on isotonic regression. ENIR is designed to address the key limitation of isotonic regression which is the monotonicity assumption of the predictions. Similar to BBQ, the method post-processes the output of a binary classifier to obtain calibrated probabilities. Thus it can be combined with many existing classification models. We demonstrate the performance of ENIR on synthetic and real datasets for the commonly used binary classification models. Experimental results show that the method outperforms several common binary classifier calibration methods. In particular on the real data, ENIR commonly performs statistically significantly better than the other methods, and never worse. It is able to improve the calibration power of classifiers, while retaining their discrimination power. The method is also computationally tractable for large scale datasets, as it is $O(N \log N)$ time, where $N$ is the number of samples.

Capacity control, the bias/variance dilemma, and learning unknown functions from data, are all concerned with identifying effective and consistent fits of unknown geometric loci to random data points. A geometric locus is a curve or surface formed by points, all of which possess some uniform property. A geometric locus of an algebraic equation is the set of points whose coordinates are solutions of the equation. Any given curve or surface must pass through each point on a specified locus. This paper argues that it is impossible to fit random data points to algebraic equations of partially configured geometric loci that reference arbitrary Cartesian coordinate systems. It also argues that the fundamental curve of a linear decision boundary is actually a principal eigenaxis. It is shown that learning principal eigenaxes of linear decision boundaries involves finding a point of statistical equilibrium for which eigenenergies of principal eigenaxis components are symmetrically balanced with each other. It is demonstrated that learning linear decision boundaries involves strong duality relationships between a statistical eigenlocus of principal eigenaxis components and its algebraic forms, in primal and dual, correlated Hilbert spaces. Locus equations are introduced and developed that describe principal eigen-coordinate systems for lines, planes, and hyperplanes. These equations are used to introduce and develop primal and dual statistical eigenlocus equations of principal eigenaxes of linear decision boundaries. Important generalizations for linear decision boundaries are shown to be encoded within a dual statistical eigenlocus of principal eigenaxis components. Principal eigenaxes of linear decision boundaries are shown to encode Bayes' likelihood ratio for common covariance data and a robust likelihood ratio for all other data.

Accurate real-time tracking of influenza outbreaks helps public health officials make timely and meaningful decisions that could save lives. We propose an influenza tracking model, ARGO (AutoRegression with GOogle search data), that uses publicly available online search data. In addition to having a rigorous statistical foundation, ARGO outperforms all previously available Google-searchbased tracking models, including the latest version of Google Flu Trends, even though it uses only low-quality search data as input from publicly available Google Trends and Google Correlate websites. ARGO not only incorporates the seasonality in influenza epidemics but also captures changes in peoples online search behavior over time. ARGO is also flexible, self-correcting, robust, and scalable, making it a potentially powerful tool that can be used for real-time tracking of other social events at multiple temporal and spatial resolutions. There are some minor differences between this preprint and the published paper. Big data sets are constantly generated nowadays as the activities of millions of users are collected from internet-based services. Numerous studies have suggested great potential of these big data sets to detect/manage epidemic outbreaks (influenza [1, 2, 3, 4, 5, 6], Ebola [7], dengue [8]), predict changes in stock prices [9, 10] and housing prices [11], etc. In 2009, Google Flu Trends (GFT), a digital disease detection system that uses the volume of selected Google search terms to estimate current influenza-like illnesses (ILI) activity, was identified by many as a good example of how big data would transform traditional statistical predictive analysis [12].

The use of brain images as markers for diseases or behavioral differences is challenged by the small effects size and the ensuing lack of power, an issue that has incited researchers to rely more systematically on large cohorts. Coupled with resolution increases, this leads to very large datasets. A striking example in the case of brain imaging is that of the Human Connectome Project: 20 Terabytes of data and growing. The resulting data deluge poses severe challenges regarding the tractability of some processing steps (discriminant analysis, multivariate models) due to the memory demands posed by these data. In this work, we revisit dimension reduction approaches, such as random projections, with the aim of replacing costly function evaluations by cheaper ones while decreasing the memory requirements. Specifically, we investigate the use of alternate schemes, based on fast clustering, that are well suited for signals exhibiting a strong spatial structure, such as anatomical and functional brain images. Our contribution is twofold: i) we propose a linear-time clustering scheme that bypasses the percolation issues inherent in these algorithms and thus provides compressions nearly as good as traditional quadratic-complexity variance-minimizing clustering schemes, ii) we show that cluster-based compression can have the virtuous effect of removing high-frequency noise, actually improving subsequent estimations steps. As a consequence, the proposed approach yields very accurate models on several large-scale problems yet with impressive gains in computational efficiency, making it possible to analyze large datasets.

Sequential Monte Carlo (SMC), or particle filtering, is a popular class of methods for sampling from an intractable target distribution using a sequence of simpler intermediate distributions. Like other importance sampling-based methods, performance is critically dependent on the proposal distribution: a bad proposal can lead to arbitrarily inaccurate estimates of the target distribution. This paper presents a new method for automatically adapting the proposal using an approximation of the Kullback-Leibler divergence between the true posterior and the proposal distribution. The method is very flexible, applicable to any parameterized proposal distribution and it supports online and batch variants. We use the new framework to adapt powerful proposal distributions with rich parameterizations based upon neural networks leading to Neural Adaptive Sequential Monte Carlo (NASMC). Experiments indicate that NASMC significantly improves inference in a non-linear state space model outperforming adaptive proposal methods including the Extended Kalman and Unscented Particle Filters. Experiments also indicate that improved inference translates into improved parameter learning when NASMC is used as a subroutine of Particle Marginal Metropolis Hastings. Finally we show that NASMC is able to train a latent variable recurrent neural network (LV-RNN) achieving results that compete with the state-of-the-art for polymorphic music modelling. NASMC can be seen as bridging the gap between adaptive SMC methods and the recent work in scalable, black-box variational inference.

We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function represented as the sum of an average of a large number of smooth convex functions, and a simple nonsmooth convex regularizer. Our method first performs a deterministic step (computation of the gradient of the objective function at the starting point), followed by a large number of stochastic steps. The process is repeated a few times with the last iterate becoming the new starting point. The novelty of our method is in introduction of mini-batching into the computation of stochastic steps. In each step, instead of choosing a single function, we sample $b$ functions, compute their gradients, and compute the direction based on this. We analyze the complexity of the method and show that it benefits from two speedup effects. First, we prove that as long as $b$ is below a certain threshold, we can reach any predefined accuracy with less overall work than without mini-batching. Second, our mini-batching scheme admits a simple parallel implementation, and hence is suitable for further acceleration by parallelization.

Modern applications and progress in deep learning research have created renewed interest for generative models of text and of images. However, even today it is unclear what objective functions one should use to train and evaluate these models. In this paper we present two contributions. Firstly, we present a critique of scheduled sampling, a state-of-the-art training method that contributed to the winning entry to the MSCOCO image captioning benchmark in 2015. Here we show that despite this impressive empirical performance, the objective function underlying scheduled sampling is improper and leads to an inconsistent learning algorithm. Secondly, we revisit the problems that scheduled sampling was meant to address, and present an alternative interpretation. We argue that maximum likelihood is an inappropriate training objective when the end-goal is to generate natural-looking samples. We go on to derive an ideal objective function to use in this situation instead. We introduce a generalisation of adversarial training, and show how such method can interpolate between maximum likelihood training and our ideal training objective. To our knowledge this is the first theoretical analysis that explains why adversarial training tends to produce samples with higher perceived quality.

Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often achievable by modifying a small number of hyperparameters. However, learning, when performed on real robotic systems, is typically restricted to a small number of trials. Bayesian optimization has recently been proposed as a sample-efficient means for contextual policy search that is well suited under these conditions. In this work, we extend entropy search, a variant of Bayesian optimization, such that it can be used for active contextual policy search where the agent selects those tasks during training in which it expects to learn the most. Empirical results in simulation suggest that this allows learning successful behavior with less trials.