Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time series forecasting whereby the non-linear emission model and transition model are parameterized by networks and the dependency is modeled by recurrent neural nets. We take the automatic relevance determination (ARD) view and devise a network to exploit the exogenous variables in addition to time series. In particular, our ARD network can incorporate the uncertainty of the exogenous variables and eventually helps identify useful exogenous variables and suppress those irrelevant for forecasting. The distribution of multi-step ahead forecasts are approximated by Monte Carlo simulation. We show in experiments that our model produces accurate and sharp probabilistic forecasts. The estimated uncertainty of our forecasting also realistically increases over time, in a spontaneous manner.

Many models such as Long Short Term Memory (LSTMs), Gated Recurrent Units (GRUs) and transformers have been developed to classify time series data with the assumption that events in a sequence are ordered. On the other hand, fewer models have been developed for set based inputs, where order does not matter. There are several use cases where data is given as partially-ordered sequences because of the granularity or uncertainty of time stamps. We introduce a novel transformer based model for such prediction tasks, and benchmark against extensions of existing order invariant models. We also discuss how transition probabilities between events in a sequence can be used to improve model performance. We show that the transformer-based equal-time model outperforms extensions of existing set models on three data sets.

In many cases, it is difficult to generate highly accurate models for time series data using a known parametric model structure. In response, an increasing body of research focuses on using neural networks to model time series approximately. A common assumption in training neural networks on time series is that the errors at different time steps are uncorrelated. However, due to the temporality of the data, errors are actually autocorrelated in many cases, which makes such maximum likelihood estimation inaccurate. In this paper, we propose to learn the autocorrelation coefficient jointly with the model parameters in order to adjust for autocorrelated errors. For time series regression, large-scale experiments indicate that our method outperforms the Prais-Winsten method, especially when the autocorrelation is strong. Furthermore, we broaden our method to time series forecasting and apply it with various state-of-the-art models. Results across a wide range of real-world datasets show that our method enhances performance in almost all cases.

Previous post-processing bias mitigation algorithms on both group and individual fairness don't work on regression models and datasets with multi-class numerical labels. We propose a priority-based post-processing bias mitigation on both group and individual fairness with the notion that similar individuals should get similar outcomes irrespective of socio-economic factors and more the unfairness, more the injustice. We establish this proposition by a case study on tariff allotment in a smart grid. Our novel framework establishes it by using a user segmentation algorithm to capture the consumption strategy better. This process ensures priority-based fair pricing for group and individual facing the maximum injustice. It upholds the notion of fair tariff allotment to the entire population taken into consideration without modifying the in-built process for tariff calculation. We also validate our method and show superior performance to previous work on a real-world dataset in criminal sentencing.

This paper proposes a novel evolutionary algorithm called Epistocracy which incorporates human socio-political behavior and intelligence to solve complex optimization problems. The inspiration of the Epistocracy algorithm originates from a political regime where educated people have more voting power than the uneducated or less educated. The algorithm is a self-adaptive, and multi-population optimizer in which the evolution process takes place in parallel for many populations led by a council of leaders. To avoid stagnation in poor local optima and to prevent a premature convergence, the algorithm employs multiple mechanisms such as dynamic and adaptive leadership based on gravitational force, dynamic population allocation and diversification, variance-based step-size determination, and regression-based leadership adjustment. The algorithm uses a stratified sampling method called Latin Hypercube Sampling (LHS) to distribute the initial population more evenly for exploration of the search space and exploitation of the accumulated knowledge. To investigate the performance and evaluate the reliability of the algorithm, we have used a set of multimodal benchmark functions, and then applied the algorithm to the MNIST dataset to further verify the accuracy, scalability, and robustness of the algorithm. Experimental results show that the Epistocracy algorithm outperforms the tested state-of-the-art evolutionary and swarm intelligence algorithms in terms of performance, precision, and convergence.

The current work is motivated by the need for robust statistical methods for precision medicine; as such, we address the need for statistical methods that provide actionable inference for a single unit at any point in time. We aim to learn an optimal, unknown choice of the controlled components of the design in order to optimize the expected outcome; with that, we adapt the randomization mechanism for future time-point experiments based on the data collected on the individual over time. Our results demonstrate that one can learn the optimal rule based on a single sample, and thereby adjust the design at any point t with valid inference for the mean target parameter. This work provides several contributions to the field of statistical precision medicine. First, we define a general class of averages of conditional causal parameters defined by the current context for the single unit time-series data. We define a nonparametric model for the probability distribution of the time-series under few assumptions, and aim to fully utilize the sequential randomization in the estimation procedure via the double robust structure of the efficient influence curve of the proposed target parameter. We present multiple exploration-exploitation strategies for assigning treatment, and methods for estimating the optimal rule. Lastly, we present the study of the data-adaptive inference on the mean under the optimal treatment rule, where the target parameter adapts over time in response to the observed context of the individual. Our target parameter is pathwise differentiable with an efficient influence function that is doubly robust - which makes it easier to estimate than previously proposed variations. We characterize the limit distribution of our estimator under a Donsker condition expressed in terms of a notion of bracketing entropy adapted to martingale settings.

Deep Neural Networks (DNNs) learn representation from data with an impressive capability, and brought important breakthroughs for processing images, time-series, natural language, audio, video, and many others. In the remote sensing field, surveys and literature revisions specifically involving DNNs algorithms' applications have been conducted in an attempt to summarize the amount of information produced in its subfields. Recently, Unmanned Aerial Vehicles (UAV) based applications have dominated aerial sensing research. However, a literature revision that combines both "deep learning" and "UAV remote sensing" thematics has not yet been conducted. The motivation for our work was to present a comprehensive review of the fundamentals of Deep Learning (DL) applied in UAV-based imagery. We focused mainly on describing classification and regression techniques used in recent applications with UAV-acquired data. For that, a total of 232 papers published in international scientific journal databases was examined. We gathered the published material and evaluated their characteristics regarding application, sensor, and technique used. We relate how DL presents promising results and has the potential for processing tasks associated with UAV-based image data. Lastly, we project future perspectives, commentating on prominent DL paths to be explored in the UAV remote sensing field. Our revision consists of a friendly-approach to introduce, commentate, and summarize the state-of-the-art in UAV-based image applications with DNNs algorithms in diverse subfields of remote sensing, grouping it in the environmental, urban, and agricultural contexts.

Navigation problems under unknown varying conditions are among the most important and well-studied problems in the control field. Classic model-based adaptive control methods can be applied only when a convenient model of the plant or environment is provided. Recent model-free adaptive control methods aim at removing this dependency by learning the physical characteristics of the plant and/or process directly from sensor feedback. Although there have been prior attempts at improving these techniques, it remains an open question as to whether it is possible to cope with real-world uncertainties in a control system that is fully based on either paradigm. We propose a conceptually simple learning-based approach composed of a full state feedback controller, tuned robustly by a deep reinforcement learning framework based on the Soft Actor-Critic algorithm. We compare it, in realistic simulations, to a model-free controller that uses the same deep reinforcement learning framework for the control of a micro aerial vehicle under wind gust. The results indicate the great potential of learning-based adaptive control methods in modern dynamical systems.

Artificial neural networks (ANNs) based machine learning models and especially deep learning models have been widely applied in computer vision, signal processing, wireless communications, and many other domains, where complex numbers occur either naturally or by design. However, most of the current implementations of ANNs and machine learning frameworks are using real numbers rather than complex numbers. There are growing interests in building ANNs using complex numbers, and exploring the potential advantages of the so-called complex-valued neural networks (CVNNs) over their real-valued counterparts. In this paper, we discuss the recent development of CVNNs by performing a survey of the works on CVNNs in the literature. Specifically, a detailed review of various CVNNs in terms of activation function, learning and optimization, input and output representations, and their applications in tasks such as signal processing and computer vision are provided, followed by a discussion on some pertinent challenges and future research directions.

Building on recent theoretical proposals, classification techniques, so focusing on remote sensing applications, initial practical studies suggest that these concepts have the and discuss the bottlenecks of performing these algorithms possibility to be implemented in the laboratory, under strictly on currently available open source platforms. Initial controlled conditions [4], and open the way to the evolution results demonstrate feasibility. Next steps include expanding of their employment and validation.