Bayesian networks are a class of models that are widely used for risk assessment of complex operational systems. There are now multiple approaches, as well as implemented software, that guide their construction via data learning or expert elicitation. However, a constructed Bayesian network needs to be validated before it can be used for practical risk assessment. Here, we illustrate the usage of the bnmonitor R package: the first comprehensive software for the validation of a Bayesian network. An applied data analysis using bnmonitor is carried out over a medical dataset to illustrate the use of its wide array of functions.

Software Vulnerabilities (SVs) are increasing in complexity and scale, posing great security risks to many software systems. Given the limited resources in practice, SV assessment and prioritization help practitioners devise optimal SV mitigation plans based on various SV characteristics. The surge in SV data sources and data-driven techniques such as Machine Learning and Deep Learning have taken SV assessment and prioritization to the next level. Our survey provides a taxonomy of the past research efforts and highlights the best practices for data-driven SV assessment and prioritization. We also discuss the current limitations and propose potential solutions to address such issues.

We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. More specifically, we consider a Bayesian analysis for the variables of interest (i.e., the parameters of the model to invert), whereas we employ a maximum likelihood approach for the estimation of the noise power. The whole technique is implemented by means of an iterative procedure, alternating sampling and optimization steps. Moreover, the noise power is also used as a tempered parameter for the posterior distribution of the the variables of interest. Therefore, a sequence of tempered posterior densities is generated, where the tempered parameter is automatically selected according to the actual estimation of the noise power. A complete Bayesian study over the model parameters and the scale parameter can be also performed. Numerical experiments show the benefits of the proposed approach.

This paper presents the intrinsic limit determination algorithm (ILD Algorithm), a novel technique to determine the best possible performance, measured in terms of the AUC (area under the ROC curve) and accuracy, that can be obtained from a specific dataset in a binary classification problem with categorical features {\sl regardless} of the model used. This limit, namely the Bayes error, is completely independent of any model used and describes an intrinsic property of the dataset. The ILD algorithm thus provides important information regarding the prediction limits of any binary classification algorithm when applied to the considered dataset. In this paper the algorithm is described in detail, its entire mathematical framework is presented and the pseudocode is given to facilitate its implementation. Finally, an example with a real dataset is given.

Recent studies have shown that it is possible to combine machine learning methods with data assimilation to reconstruct a dynamical system using only sparse and noisy observations of that system. The same approach can be used to correct the error of a knowledge-based model. The resulting surrogate model is hybrid, with a statistical part supplementing a physical part. In practice, the correction can be added as an integrated term (i.e. in the model resolvent) or directly inside the tendencies of the physical model. The resolvent correction is easy to implement. The tendency correction is more technical, in particular it requires the adjoint of the physical model, but also more flexible. We use the two-scale Lorenz model to compare the two methods. The accuracy in long-range forecast experiments is somewhat similar between the surrogate models using the resolvent correction and the tendency correction. By contrast, the surrogate models using the tendency correction significantly outperform the surrogate models using the resolvent correction in data assimilation experiments. Finally, we show that the tendency correction opens the possibility to make online model error correction, i.e. improving the model progressively as new observations become available. The resulting algorithm can be seen as a new formulation of weak-constraint 4D-Var. We compare online and offline learning using the same framework with the two-scale Lorenz system, and show that with online learning, it is possible to extract all the information from sparse and noisy observations.

Probability distributions are central to Bayesian accounts of cognition, but behavioral assessments do not directly measure them. Posterior distributions are typically computed from collections of individual participant actions, yet are used to draw conclusions about the internal structure of participant beliefs. Also not explicitly measured are the prior distributions that distinguish Bayesian models from others by representing initial states of belief. Instead, priors are usually derived from experimenters' intuitions or model assumptions and applied equally to all participants. Here we present three experiments using "Plinko", a behavioral task in which participants estimate distributions of ball drops over all available outcomes and where distributions are explicitly measured before any observations. In Experiment 1, we show that participant priors cluster around prototypical probability distributions (Gaussian, bimodal, etc.), and that prior cluster membership may indicate learning ability. In Experiment 2, we highlight participants' ability to update to unannounced changes of presented distributions and how this ability is affected by environmental manipulation. Finally, in Experiment 3, we verify that individual participant priors are reliable representations and that learning is not impeded when faced with a physically implausible ball drop distribution that is dynamically defined according to individual participant input. This task will prove useful in more closely examining mechanisms of statistical learning and mental model updating without requiring many of the assumptions made by more traditional computational modeling methodologies.

Machine learning models always make a prediction, even when it is likely to be inaccurate. This behavior should be avoided in many decision support applications, where mistakes can have severe consequences. Albeit already studied in 1970, machine learning with a reject option recently gained interest. This machine learning subfield enables machine learning models to abstain from making a prediction when likely to make a mistake. This survey aims to provide an overview on machine learning with a reject option. We introduce the conditions leading to two types of rejection, ambiguity and novelty rejection. Moreover, we define the existing architectures for models with a reject option, describe the standard learning strategies to train such models and relate traditional machine learning techniques to rejection. Additionally, we review strategies to evaluate a model's predictive and rejective quality. Finally, we provide examples of relevant application domains and show how machine learning with rejection relates to other machine learning research areas.

Over the past three decades, the problem of learning directed graphical models from data has received enormous amount of attention since they provide a compact and flexible way to represent the joint distribution of the data, especially when the associated graph is a directed acyclic graph (DAG). A directed graph is called a DAG if it does not contain directed cycles. DAG models are popular in practice with applications in biology, genetics, machine learning and causal inference (Sachs et al., 2005; Zhang et al., 2013; Koller and Friedman, 2009; Spirtes et al., 2000). There exists an extensive literature on learning the graph structure from data under the assumption that the graph is a DAG. For a summary, see the survey of Drton and Maathuis (2017); Heinze-Deml et al. (2018). Existing approaches generally fall into two categories, constrain-based methods (Spirtes et al., 2000; Pearl, 2009) and score-based methods (Chickering, 2002). Constraint-based methods utilize conditional independence test to determine whether there exists an edge between two nodes and then orient the edges in the graph, such that the resulting graph is compatible with the conditional independencies seen in the data. Score-based methods formulate the structure learning task as optimizing a score function based on the unknown graph and the data. A polytree is a DAG which does not contain any cycles even if the directions of all edges are ignored.

Gaussian Bayesian networks (a.k.a. linear Gaussian structural equation models) are widely used to model causal interactions among continuous variables. In this work, we study the problem of learning a fixed-structure Gaussian Bayesian network up to a bounded error in total variation distance. We analyze the commonly used node-wise least squares regression (LeastSquares) and prove that it has a near-optimal sample complexity. We also study a couple of new algorithms for the problem: - BatchAvgLeastSquares takes the average of several batches of least squares solutions at each node, so that one can interpolate between the batch size and the number of batches. We show that BatchAvgLeastSquares also has near-optimal sample complexity. - CauchyEst takes the median of solutions to several batches of linear systems at each node. We show that the algorithm specialized to polytrees, CauchyEstTree, has near-optimal sample complexity. Experimentally, we show that for uncontaminated, realizable data, the LeastSquares algorithm performs best, but in the presence of contamination or DAG misspecification, CauchyEst/CauchyEstTree and BatchAvgLeastSquares respectively perform better.

Causal discovery from observational data is a challenging task to which an exact solution cannot always be identified. Under assumptions about the data-generative process, the causal graph can often be identified up to an equivalence class. Proposing new realistic assumptions to circumscribe such equivalence classes is an active field of research. In this work, we propose a new set of assumptions that constrain possible causal relationships based on the nature of the variables. We thus introduce typed directed acyclic graphs, in which variable types are used to determine the validity of causal relationships. We demonstrate, both theoretically and empirically, that the proposed assumptions can result in significant gains in the identification of the causal graph.