We consider a user releasing her data containing some personal information in return of a service. We model user's personal information as two correlated random variables, one of them, called the secret variable, is to be kept private, while the other, called the useful variable, is to be disclosed for utility. We consider active sequential data release, where at each time step the user chooses from among a finite set of release mechanisms, each revealing some information about the user's personal information, i.e., the true hypotheses, albeit with different statistics. The user manages data release in an online fashion such that maximum amount of information is revealed about the latent useful variable, while the confidence for the sensitive variable is kept below a predefined level. For the utility, we consider both the probability of correct detection of the useful variable and the mutual information (MI) between the useful variable and released data. We formulate both problems as a Markov decision process (MDP), and numerically solve them by advantage actor-critic (A2C) deep reinforcement learning (RL).

Statistical learning theory provides the foundation to applied machine learning, and its various successful applications in computer vision, natural language processing and other scientific domains. The theory, however, does not take into account the unique challenges of performing statistical learning in geospatial settings. For instance, it is well known that model errors cannot be assumed to be independent and identically distributed in geospatial (a.k.a. regionalized) variables due to spatial correlation; and trends caused by geophysical processes lead to covariate shifts between the domain where the model was trained and the domain where it will be applied, which in turn harm the use of classical learning methodologies that rely on random samples of the data. In this work, we introduce the geostatistical (transfer) learning problem, and illustrate the challenges of learning from geospatial data by assessing widely-used methods for estimating generalization error of learning models, under covariate shift and spatial correlation. Experiments with synthetic Gaussian process data as well as with real data from geophysical surveys in New Zealand indicate that none of the methods are adequate for model selection in a geospatial context. We provide general guidelines regarding the choice of these methods in practice while new methods are being actively researched.

We propose a novel approach for Bayesian optimization, called $\textsf{GP-DC}$, which combines Gaussian processes with distance correlation. It balances exploration and exploitation automatically, and requires no manual parameter tuning. We evaluate $\textsf{GP-DC}$ on a number of benchmark functions and observe that it outperforms state-of-the-art methods such as $\textsf{GP-UCB}$ and max-value entropy search, as well as the classical expected improvement heuristic. We also apply $\textsf{GP-DC}$ to optimize sequential integral observations with a variable integration range and verify its empirical efficiency on both synthetic and real-world datasets.

Since their inception, learning techniques under the Reservoir Computing paradigm have shown a great modeling capability for recurrent systems without the computing overheads required for other approaches. Among them, different flavors of echo state networks have attracted many stares through time, mainly due to the simplicity and computational efficiency of their learning algorithm. However, these advantages do not compensate for the fact that echo state networks remain as black-box models whose decisions cannot be easily explained to the general audience. This work addresses this issue by conducting an explainability study of Echo State Networks when applied to learning tasks with time series, image and video data. Specifically, the study proposes three different techniques capable of eliciting understandable information about the knowledge grasped by these recurrent models, namely, potential memory, temporal patterns and pixel absence effect. Potential memory addresses questions related to the effect of the reservoir size in the capability of the model to store temporal information, whereas temporal patterns unveils the recurrent relationships captured by the model over time. Finally, pixel absence effect attempts at evaluating the effect of the absence of a given pixel when the echo state network model is used for image and video classification. We showcase the benefits of our proposed suite of techniques over three different domains of applicability: time series modeling, image and, for the first time in the related literature, video classification. Our results reveal that the proposed techniques not only allow for a informed understanding of the way these models work, but also serve as diagnostic tools capable of detecting issues inherited from data (e.g. presence of hidden bias).

Energy-efficient buildings are one of the top priorities to sustainably address the global energy demands and reduction of CO2 emissions. Advanced control strategies for buildings have been identified as a potential solution with projected energy saving potential of up to 28%. However, the main bottleneck of the model-free methods such as reinforcement learning (RL) is the sampling inefficiency and thus requirement for large datasets, which are costly to obtain or often not available in the engineering practice. On the other hand, model-based methods such as model predictive control (MPC) suffer from large cost associated with the development of the physics-based building thermal dynamics model. We address the challenge of developing cost and data-efficient predictive models of a building's thermal dynamics via physics-constrained deep learning.

Argumentation provides a representation of arguments and attacks between these arguments. Argumentation can be used to represent a reasoning process over evidence to reach conclusions. Within such a reasoning process, understanding the value of information can improve the quality of decision making based on the output of the reasoning process. The value of an item of information is inherently dependent on the available evidence and the question being answered by the reasoning. In this paper we introduce a value of information on argument frameworks to identify the most valuable arguments within the finite set of arguments in the framework, and the arguments and attacks which could be added to change the output of an evaluation. We demonstrate the value of information within an argument framework representing an intelligence analysis in the maritime domain. Understanding the value of information in an intelligence analysis will allow analysts to balance the value against the costs and risks of collection, to effectively request further collection of intelligence to increase the confidence in the analysis of hypotheses.

Subsequence-based time series classification algorithms provide accurate and interpretable models, but training these models is extremely computation intensive. The asymptotic time complexity of subsequence-based algorithms remains a higher-order polynomial, because these algorithms are based on exhaustive search for highly discriminative subsequences. Pattern sampling has been proposed as an effective alternative to mitigate the pattern explosion phenomenon. Therefore, we employ pattern sampling to extract discriminative features from discretized time series data. A weighted trie is created based on the discretized time series data to sample highly discriminative patterns. These sampled patterns are used to identify the shapelets which are used to transform the time series classification problem into a feature-based classification problem. Finally, a classification model can be trained using any off-the-shelf algorithm. Creating a pattern sampler requires a small number of patterns to be evaluated compared to an exhaustive search as employed by previous approaches. Compared to previously proposed algorithms, our approach requires considerably less computational and memory resources. Experiments demonstrate how the proposed approach fares in terms of classification accuracy and runtime performance.

Fitting concentric geometric objects to digitized data is an important problem in many areas such as iris detection, autonomous navigation, and industrial robotics operations. There are two common approaches to fitting geometric shapes to data: the geometric (iterative) approach and algebraic (non-iterative) approach. The geometric approach is a nonlinear iterative method that minimizes the sum of the squares of Euclidean distances of the observed points to the ellipses and regarded as the most accurate method, but it needs a good initial guess to improve the convergence rate. The algebraic approach is based on minimizing the algebraic distances with some constraints imposed on parametric space. Each algebraic method depends on the imposed constraint, and it can be solved with the aid of the generalized eigenvalue problem. Only a few methods in literature were developed to solve the problem of concentric ellipses. Here we study the statistical properties of existing methods by firstly establishing a general mathematical and statistical framework for this problem. Using rigorous perturbation analysis, we derive the variances and biasedness of each method under the small-sigma model. We also develop new estimators, which can be used as reliable initial guesses for other iterative methods. Then we compare the performance of each method according to their theoretical accuracy. Not only do our methods described here outperform other existing non-iterative methods, they are also quite robust against large noise. These methods and their practical performances are assessed by a series of numerical experiments on both synthetic and real data.

In large-scale systems there are fundamental challenges when centralised techniques are used for task allocation. The number of interactions is limited by resource constraints such as on computation, storage, and network communication. We can increase scalability by implementing the system as a distributed task-allocation system, sharing tasks across many agents. However, this also increases the resource cost of communications and synchronisation, and is difficult to scale. In this paper we present four algorithms to solve these problems. The combination of these algorithms enable each agent to improve their task allocation strategy through reinforcement learning, while changing how much they explore the system in response to how optimal they believe their current strategy is, given their past experience. We focus on distributed agent systems where the agents' behaviours are constrained by resource usage limits, limiting agents to local rather than system-wide knowledge. We evaluate these algorithms in a simulated environment where agents are given a task composed of multiple subtasks that must be allocated to other agents with differing capabilities, to then carry out those tasks. We also simulate real-life system effects such as networking instability. Our solution is shown to solve the task allocation problem to 6.7% of the theoretical optimal within the system configurations considered. It provides 5x better performance recovery over no-knowledge retention approaches when system connectivity is impacted, and is tested against systems up to 100 agents with less than a 9% impact on the algorithms' performance.

In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision space. We consider cases where the spatial variation of these response distributions does not only concern their mean and/or variance but also other features including for instance shape or uni-modality versus multi-modality. Our contributions build upon a non-parametric Bayesian approach to modelling the thereby induced fields of probability distributions, and in particular to a spatial extension of the logistic Gaussian model. The considered models deliver probabilistic predictions of response distributions at candidate points, allowing for instance to perform (approximate) posterior simulations of probability density functions, to jointly predict multiple moments and other functionals of target distributions, as well as to quantify the impact of collecting new samples on the state of knowledge of the distribution field of interest. In particular, we introduce adaptive sampling strategies leveraging the potential of the considered random distribution field models to guide system evaluations in a goal-oriented way, with a view towards parsimoniously addressing calibration and related problems from non-linear (stochastic) inversion and global optimisation.