Gaussian processes (GPs) are nonparametric Bayesian models that have been applied to regression and classification problems. One of the approaches to alleviate their cubic training cost is the use of local GP experts trained on subsets of the data. In particular, product-of-expert models combine the predictive distributions of local experts through a tractable product operation. While these expert models allow for massively distributed computation, their predictions typically suffer from erratic behaviour of the mean or uncalibrated uncertainty quantification. By calibrating predictions via a tempered softmax weighting, we provide a solution to these problems for multiple product-of-expert models, including the generalised product of experts and the robust Bayesian committee machine. Furthermore, we leverage the optimal transport literature and propose a new product-of-expert model that combines predictions of local experts by computing their Wasserstein barycenter, which can be applied to both regression and classification.

As the potential applications of Artificial Intelligence (AI) in the financial sector increases, ethical issues become gradually latent. The distrust of individuals, social groups, and governments about the risks arising from Fintech's activities is growing. Due to this scenario, the preparation of recommendations and Ethics Guidelines is increasing and the risks of being chosen the principles and ethical values most appropriate to companies are high. Thus, this exploratory research aims to analyze the benefits of the application of the stakeholder theory and the idea of Social License to build an environment of trust and for the realization of ethical principles by Fintech. The formation of a Fintech association for the creation of a Social License will allow early-stage Fintech to participate from the beginning of its activities in the elaboration of a dynamic ethical code and with the participation of stakeholders.

Agents operating in unstructured environments often produce negative side effects (NSE), which are difficult to identify at design time. While the agent can learn to mitigate the side effects from human feedback, such feedback is often expensive and the rate of learning is sensitive to the agent's state representation. We examine how humans can assist an agent, beyond providing feedback, and exploit their broader scope of knowledge to mitigate the impacts of NSE. We formulate this problem as a human-agent team with decoupled objectives. The agent optimizes its assigned task, during which its actions may produce NSE. The human shapes the environment through minor reconfiguration actions so as to mitigate the impacts of the agent's side effects, without affecting the agent's ability to complete its assigned task. We present an algorithm to solve this problem and analyze its theoretical properties. Through experiments with human subjects, we assess the willingness of users to perform minor environment modifications to mitigate the impacts of NSE. Empirical evaluation of our approach shows that the proposed framework can successfully mitigate NSE, without affecting the agent's ability to complete its assigned task.

In a Bayesian neural network (BNN), we specify a prior p(w) over the neural network parameters, and compute the posterior distribution over parameters conditioned on training data, p(w x, y) p(y w, x)p(w)/p(y x). This procedure should give considerable advantages for reasoning about predictive uncertainty, which is especially relevant in the small-data setting. Crucially, to perform Bayesian inference, we need to choose a prior that accurately reflects our beliefs about the parameters before seeing any data (Bayes, 1763; Gelman et al., 2013). However, the most common choice of the prior for BNN weights is the simplest one: the isotropic Gaussian. Isotropic Gaussians are used across almost all fields of Bayesian deep learning, ranging from variational inference (Blundell et al., 2015; Dusenberry et al., 2020), to sampling-based inference (Zhang et al., 2019), and even to infinite networks (Lee et al., 2017; Garriga-Alonso et al., 2019). This is troubling, since isotropic Gaussian priors are almost certainly not the best choice. Indeed, despite the progress on more accurate and efficient inference procedures, in most settings, the posterior predictive of BNNs using a Gaussian prior still leads to worse predictive performance than a baseline obtained by training the network with standard stochastic gradient descent (SGD) (e.g., Zhang et al., 2019; Heek & Kalchbrenner, 2019; Wenzel et al., 2020a). However, it has been shown that the performance of BNNs can be improved by artificially reducing posterior uncertainty using "cold posteriors" (Wenzel et al., 2020a).

The family of methods collectively known as classifier chains has become a popular approach to multi-label learning problems. This approach involves chaining together off-the-shelf binary classifiers in a directed structure, such that individual label predictions become features for other classifiers. Such methods have proved flexible and effective and have obtained state-of-the-art empirical performance across many datasets and multi-label evaluation metrics. This performance led to further studies of the underlying mechanism and efficacy, and investigation into how it could be improved. In the recent decade, numerous studies have explored the theoretical underpinnings of classifier chains, and many improvements have been made to the training and inference procedures, such that this method remains among the best options for multi-label learning. Given this past and ongoing interest, which covers a broad range of applications and research themes, the goal of this work is to provide a review of classifier chains, a survey of the techniques and extensions provided in the literature, as well as perspectives for this approach in the domain of multi-label classification in the future. We conclude positively, with a number of recommendations for researchers and practitioners, as well as outlining key issues for future research.

Causal inference for extremes has only be considered during the past few years. That observations of climate extremes such as floods, hurricanes, and droughts, but also man-made catastrophes like industry fire, terrorist attacks, or crashes of financial markets have been in the focus of research is convincingly documented in the journal Extremes. On the other hand, it is a fundamental problem to assess causality of risks. Often rare events are interconnected; for example, floods disseminate through a river network, and credit markets might fail due to some endogenous systemic risk propagation. Hence, it is necessary to not only understand dependencies between rare events, but also their causal structure.

Mini-batch optimal transport (m-OT) has been successfully used in practical applications that involve probability measures with intractable density, or probability measures with a very high number of supports. The m-OT solves several sparser optimal transport problems and then returns the average of their costs and transportation plans. Despite its scalability advantage, m-OT is not a proper metric between probability measures since it does not satisfy the identity property. To address this problem, we propose a novel mini-batching scheme for optimal transport, named Batch of Mini-batches Optimal Transport (BoMb-OT), that can be formulated as a well-defined distance on the space of probability measures. Furthermore, we show that the m-OT is a limit of the entropic regularized version of the proposed BoMb-OT when the regularized parameter goes to infinity. We carry out extensive experiments to show that the new mini-batching scheme can estimate a better transportation plan between two original measures than m-OT. It leads to a favorable performance of BoMb-OT in the matching and color transfer tasks. Furthermore, we observe that BoMb-OT also provides a better objective loss than m-OT for doing approximate Bayesian computation, estimating parameters of interest in parametric generative models, and learning non-parametric generative models with gradient flow.

Abstract--Real-world applications have been dealing with large amounts of data that arrive over time and generally present changes in their underlying joint probability distribution, i.e., concept drift. Concept drift can be subdivided into two types: virtual drift, which affects the unconditional probability distribution p(x), and real drift, which affects the conditional probability distribution p(y x) . Existing works focuses on real drift. However, strategies to cope with real drift may not be the best suited for dealing with virtual drift, since the real class boundaries remain unchanged. We provide the first in depth analysis of the differences between the impact of virtual and real drifts on classifiers' suitability. We propose an approach to handle both drifts called On-line Gaussian Mixture Model With Noise Filter For Handling Virtual and Real Concept Drifts (OGMMF-VRD). Experiments with 7 synthetic and 3 real-world datasets show that OGMMF-VRD obtained the best results in terms of average accuracy, G-mean and runtime compared to existing approaches. Moreover, its accuracy over time suffered less performance degradation in the presence of drifts. In recent years, real-world applications like credit card learned decision boundaries, which need to be adjusted for fraud detection, flight delay and weather forecasting have the classifier to remain suitable. Such sequences of data are known as data stream learning approaches treat virtual drifts using data streams [2, 3]. They are challenging for data modeling the same strategies as for real drifts [6].

Neural networks (NNs) lack measures of "reliability" estimation that would enable reasoning over their predictions. Despite the vital importance, especially in areas of human well-being and health, state-of-the-art uncertainty estimation techniques are computationally expensive when applied to resource-constrained devices. We propose an efficient framework for predictive uncertainty estimation in NNs deployed on embedded edge systems with no need for fine-tuning or re-training strategies. To meet the energy and latency requirements of these embedded platforms the framework is built from the ground up to provide predictive uncertainty based only on one forward pass and a negligible amount of additional matrix multiplications with theoretically proven correctness. Our aim is to enable already trained deep learning models to generate uncertainty estimates on resource-limited devices at inference time focusing on classification tasks. This framework is founded on theoretical developments casting dropout training as approximate inference in Bayesian NNs. Our layerwise distribution approximation to the convolution layer cascades through the network, providing uncertainty estimates in one single run which ensures minimal overhead, especially compared with uncertainty techniques that require multiple forwards passes and an equal linear rise in energy and latency requirements making them unsuitable in practice. We demonstrate that it yields better performance and flexibility over previous work based on multilayer perceptrons to obtain uncertainty estimates. Our evaluation with mobile applications datasets shows that our approach not only obtains robust and accurate uncertainty estimations but also outperforms state-of-the-art methods in terms of systems performance, reducing energy consumption (up to 28x), keeping the memory overhead at a minimum while still improving accuracy (up to 16%).

Modern Code Review (MCR) is the process of reviewing new code changes that need to be merged with an existing codebase. As a developer, one may receive many code review requests every day, i.e., the review requests need to be prioritised. Manually prioritising review requests is a challenging and time-consuming process. To address the above problem, we conducted an industrial case study at Ericsson aiming at developing a tool called Pineapple, which uses a Bayesian Network to prioritise code review requests. To validate our approach/tool, we deployed it in a live software development project at Ericsson, wherein more than 150 developers develop a telecommunication product. We focused on evaluating the predictive performance, feasibility, and usefulness of our approach. The results indicate that Pineapple has competent predictive performance (RMSE = 0.21 and MAE = 0.15). Furthermore, around 82.6% of Pineapple's users believe the tool can support code review request prioritisation by providing reliable results, and around 56.5% of the users believe it helps reducing code review lead time. As future work, we plan to evaluate Pineapple's predictive performance, usefulness, and feasibility through a longitudinal investigation.