Industry
Symbolic Decision Theory and Autonomous Systems
The ability to reason under uncertainty and with incomplete information is a fundamental requirement of decision support technology. In this paper we argue that the concentration on theoretical techniques for the evaluation and selection of decision options has distracted attention from many of the wider issues in decision making. Although numerical methods of reasoning under uncertainty have strong theoretical foundations, they are representationally weak and only deal with a small part of the decision process. Knowledge based systems, on the other hand, offer greater flexibility but have not been accompanied by a clear decision theory. We describe here work which is under way towards providing a theoretical framework for symbolic decision procedures. A central proposal is an extended form of inference which we call argumentation; reasoning for and against decision options from generalised domain theories. The approach has been successfully used in several decision support applications, but it is argued that a comprehensive decision theory must cover autonomous decision making, where the agent can formulate questions as well as take decisions. A major theoretical challenge for this theory is to capture the idea of reflection to permit decision agents to reason about their goals, what they believe and why, and what they need to know or do in order to achieve their goals.
A Bayesian Method for Constructing Bayesian Belief Networks from Databases
Cooper, Gregory F., Herskovits, Edward H.
This paper presents a Bayesian method for constructing Bayesian belief networks from a database of cases. Potential applications include computer-assisted hypothesis testing, automated scientific discovery, and automated construction of probabilistic expert systems. Results are presented of a preliminary evaluation of an algorithm for constructing a belief network from a database of cases. We relate the methods in this paper to previous work, and we discuss open problems.
Combining Multiple-Valued Logics in Modular Expert Systems
Agustรญ-Cullell, Jaume, Esteva, Francesc, Garcia, Pere, Godo, Lluis, Sierra, Carles
The way experts manage uncertainty usually changes depending on the task they are performing. This fact has lead us to consider the problem of communicating modules (task implementations) in a large and structured knowledge based system when modules have different uncertainty calculi. In this paper, the analysis of the communication problem is made assuming that (i) each uncertainty calculus is an inference mechanism defining an entailment relation, and therefore the communication is considered to be inference-preserving, and (ii) we restrict ourselves to the case which the different uncertainty calculi are given by a class of truth functional Multiple-valued Logics.
A Method for Comparing Hedge Funds
The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The paper describes further the implementation of the methods on a financial search engine system to identify behavioral similarities among time-series representing monthly returns of 11,312 hedge funds operated during approximately one decade (2000 - 2010). The presented approach of cross-category and cross-location classification assists the investor to identify alternative investments.
Inverse Signal Classification for Financial Instruments
The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The paper describes further the implementation of the methods on a financial search engine system using a collection of 7,881 financial instruments traded during 2011 to identify inverse behavior among the time-series.
A proximal Newton framework for composite minimization: Graph learning without Cholesky decompositions and matrix inversions
Dinh, Quoc Tran, Kyrillidis, Anastasios, Cevher, Volkan
We propose an algorithmic framework for convex minimization problems of a composite function with two terms: a self-concordant function and a possibly nonsmooth regularization term. Our method is a new proximal Newton algorithm that features a local quadratic convergence rate. As a specific instance of our framework, we consider the sparse inverse covariance matrix estimation in graph learning problems. Via a careful dual formulation and a novel analytic step-size selection procedure, our approach for graph learning avoids Cholesky decompositions and matrix inversions in its iteration making it attractive for parallel and distributed implementations.
Bio-Signals-based Situation Comparison Approach to Predict Pain
This paper describes a time-series-based classification approach to identify similarities between bio-medical-based situations. The proposed approach allows classifying collections of time-series representing bio-medical measurements, i.e., situations, regardless of the type, the length and the quantity of the time-series a situation comprised of.
Topic Discovery through Data Dependent and Random Projections
Ding, Weicong, Rohban, Mohammad H., Ishwar, Prakash, Saligrama, Venkatesh
We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based on data-dependent and random projections of word-frequency patterns to identify novel words and associated topics. We will also discuss the statistical guarantees of the data-dependent projections method based on two mild assumptions on the prior density of topic document matrix. Our key insight here is that the maximum and minimum values of cross-document frequency patterns projected along any direction are associated with novel words. While our sample complexity bounds for topic recovery are similar to the state-of-art, the computational complexity of our random projection scheme scales linearly with the number of documents and the number of words per document. We present several experiments on synthetic and real-world datasets to demonstrate qualitative and quantitative merits of our scheme.
Towards Swarm Calculus: Urn Models of Collective Decisions and Universal Properties of Swarm Performance
Methods of general applicability are searched for in swarm intelligence with the aim of gaining new insights about natural swarms and to develop design methodologies for artificial swarms. An ideal solution could be a `swarm calculus' that allows to calculate key features of swarms such as expected swarm performance and robustness based on only a few parameters. To work towards this ideal, one needs to find methods and models with high degrees of generality. In this paper, we report two models that might be examples of exceptional generality. First, an abstract model is presented that describes swarm performance depending on swarm density based on the dichotomy between cooperation and interference. Typical swarm experiments are given as examples to show how the model fits to several different results. Second, we give an abstract model of collective decision making that is inspired by urn models. The effects of positive feedback probability, that is increasing over time in a decision making system, are understood by the help of a parameter that controls the feedback based on the swarm's current consensus. Several applicable methods, such as the description as Markov process, calculation of splitting probabilities, mean first passage times, and measurements of positive feedback, are discussed and applications to artificial and natural swarms are reported.
$l_{2,p}$ Matrix Norm and Its Application in Feature Selection
Recently, $l_{2,1}$ matrix norm has been widely applied to many areas such as computer vision, pattern recognition, biological study and etc. As an extension of $l_1$ vector norm, the mixed $l_{2,1}$ matrix norm is often used to find jointly sparse solutions. Moreover, an efficient iterative algorithm has been designed to solve $l_{2,1}$-norm involved minimizations. Actually, computational studies have showed that $l_p$-regularization ($0