Data sets are growing in complexity thanks to the increasing facilities we have nowadays to both generate and store data. This poses many challenges to machine learning that are leading to the proposal of new methods and paradigms, in order to be able to deal with what is nowadays referred to as Big Data. In this paper we propose a method for the aggregation of different Bayesian network structures that have been learned from separate data sets, as a first step towards mining data sets that need to be partitioned in an horizontal way, i.e. with respect to the instances, in order to be processed. Considerations that should be taken into account when dealing with this situation are discussed. Scalable learning of Bayesian networks is slowly emerging, and our method constitutes one of the first insights into Gaussian Bayesian network aggregation from different sources. Tested on synthetic data it obtains good results that surpass those from individual learning. Future research will be focused on expanding the method and testing more diverse data sets.

Insider threat detection is getting an increased concern from academia, industry, and governments due to the growing number of malicious insider incidents. The existing approaches proposed for detecting insider threats still have a common shortcoming, which is the high number of false alarms (false positives). The challenge in these approaches is that it is essential to detect all anomalous behaviours which belong to a particular threat. To address this shortcoming, we propose an opportunistic knowledge discovery system, namely AnyThreat, with the aim to detect any anomalous behaviour in all malicious insider threats. We design the AnyThreat system with four components. (1) A feature engineering component, which constructs community data sets from the activity logs of a group of users having the same role. (2) An oversampling component, where we propose a novel oversampling technique named Artificial Minority Oversampling and Trapper REmoval (AMOTRE). AMOTRE first removes the minority (anomalous) instances that have a high resemblance with normal (majority) instances to reduce the number of false alarms, then it synthetically oversamples the minority class by shielding the border of the majority class. (3) A class decomposition component, which is introduced to cluster the instances of the majority class into subclasses to weaken the effect of the majority class without information loss. (4) A classification component, which applies a classification method on the subclasses to achieve a better separation between the majority class(es) and the minority class(es). AnyThreat is evaluated on synthetic data sets generated by Carnegie Mellon University. It detects approximately 87.5% of malicious insider threats, and achieves the minimum of false positives=3.36%.

Like all sub-fields of machine learning Bayesian Deep Learning is driven by empirical validation of its theoretical proposals. Given the many aspects of an experiment it is always possible that minor or even major experimental flaws can slip by both authors and reviewers. One of the most popular experiments used to evaluate approximate inference techniques is the regression experiment on UCI datasets. However, in this experiment, models which have been trained to convergence have often been compared with baselines trained only for a fixed number of iterations. We find that a well-established baseline, Monte Carlo dropout, when evaluated under the same experimental settings shows significant improvements. In fact, the baseline outperforms or performs competitively with methods that claimed to be superior to the very same baseline method when they were introduced. Hence, by exposing this flaw in experimental procedure, we highlight the importance of using identical experimental setups to evaluate, compare, and benchmark methods in Bayesian Deep Learning.

We present a formal measure-theoretical theory of neural networks (NN) built on probability coupling theory. Our main contributions are summarized as follows. * Built on the formalism of probability coupling theory, we derive an algorithm framework, named Hierarchical Measure Group and Approximate System (HMGAS), nicknamed S-System, that is designed to learn the complex hierarchical, statistical dependency in the physical world. * We show that NNs are special cases of S-System when the probability kernels assume certain exponential family distributions. Activation Functions are derived formally. We further endow geometry on NNs through information geometry, show that intermediate feature spaces of NNs are stochastic manifolds, and prove that "distance" between samples is contracted as layers stack up. * S-System shows NNs are inherently stochastic, and under a set of realistic boundedness and diversity conditions, it enables us to prove that for large size nonlinear deep NNs with a class of losses, including the hinge loss, all local minima are global minima with zero loss errors, and regions around the minima are flat basins where all eigenvalues of Hessians are concentrated around zero, using tools and ideas from mean field theory, random matrix theory, and nonlinear operator equations. * S-System, the information-geometry structure and the optimization behaviors combined completes the analog between Renormalization Group (RG) and NNs. It shows that a NN is a complex adaptive system that estimates the statistic dependency of microscopic object, e.g., pixels, in multiple scales. Unlike clear-cut physical quantity produced by RG in physics, e.g., temperature, NNs renormalize/recompose manifolds emerging through learning/optimization that divide the sample space into highly semantically meaningful groups that are dictated by supervised labels (in supervised NNs).

One of the main challenges of deep learning tools is their inability to capture model uncertainty. While Bayesian deep learning can be used to tackle the problem, Bayesian neural networks often require more time and computational power to train than deterministic networks. Our work explores whether fully Bayesian networks are needed to successfully capture model uncertainty. We vary the number and position of Bayesian layers in a network and compare their performance on active learning with the MNIST dataset. We found that we can fully capture the model uncertainty by using only a few Bayesian layers near the output of the network, combining the advantages of deterministic and Bayesian networks.

Current state-of-the-art nonparametric Bayesian text clustering methods model documents through multinomial distribution on bags of words. Although these methods can effectively utilize the word burstiness representation of documents and achieve decent performance, they do not explore the sequential information of text and relationships among synonyms. In this paper, the documents are modeled as the joint of bags of words, sequential features and word embeddings. We proposed Sequential Embedding induced Dirichlet Process Mixture Model (SiDPMM) to effectively exploit this joint document representation in text clustering. The sequential features are extracted by the encoder-decoder component. Word embeddings produced by the continuous-bag-of-words (CBOW) model are introduced to handle synonyms. Experimental results demonstrate the benefits of our model in two major aspects: 1) improved performance across multiple diverse text datasets in terms of the normalized mutual information (NMI); 2) more accurate inference of ground truth cluster numbers with regularization effect on tiny outlier clusters.

Machine learning is a field which studies how machines can alter and adapt their behavior, improving their actions according to the information they are given. This field is subdivided into multiple areas, among which the best known are supervised learning (e.g. classification and regression) and unsupervised learning (e.g. clustering and association rules). Within supervised learning, most studies and research are focused on well known standard tasks, such as binary classification, multiclass classification and regression with one dependent variable. However, there are many other less known problems. These are what we generically call nonstandard supervised learning problems. The literature about them is much more sparse, and each study is directed to a specific task. Therefore, the definitions, relations and applications of this kind of learners are hard to find. The goal of this paper is to provide the reader with a broad view on the distinct variations of nonstandard supervised problems. A comprehensive taxonomy summarizing their traits is proposed. A review of the common approaches followed to accomplish them and their main applications is provided as well.

A major challenge in cluster analysis is that the number of data clusters is mostly unknown and it must be estimated prior to clustering the observed data. In real-world applications, the observed data is often subject to heavy tailed noise and outliers which obscure the true underlying structure of the data. Consequently, estimating the number of clusters becomes challenging. To this end, we derive a robust cluster enumeration criterion by formulating the problem of estimating the number of clusters as maximization of the posterior probability of multivariate $t_\nu$ candidate models. We utilize Bayes' theorem and asymptotic approximations to come up with a robust criterion that possesses a closed-form expression. Further, we refine the derivation and provide a robust cluster enumeration criterion for the finite sample regime. The robust criteria require an estimate of cluster parameters for each candidate model as an input. Hence, we propose a two-step cluster enumeration algorithm that uses the expectation maximization algorithm to partition the data and estimate cluster parameters prior to the calculation of one of the robust criteria. The performance of the proposed algorithm is tested and compared to existing cluster enumeration methods using numerical and real data experiments.

Modern deep neural network models suffer from adversarial examples, i.e. confidently misclassified points in the input space. It has been shown that Bayesian neural networks are a promising approach for detecting adversarial points, but careful analysis is problematic due to the complexity of these models. Recently Gilmer et al. (2018) introduced adversarial spheres, a toy set-up that simplifies both practical and theoretical analysis of the problem. In this work, we use the adversarial sphere set-up to understand the properties of approximate Bayesian inference methods for a linear model in a noiseless setting. We compare predictions of Bayesian and non-Bayesian methods, showcasing the advantages of the former, although revealing open challenges for deep learning applications.

Machine learning research for developing countries can demonstrate clear sustainable impact by delivering actionable and timely information to in-country government organisations (GOs) and NGOs in response to their critical information requirements. We co-create products with UK and in-country commercial, GO and NGO partners to ensure the machine learning algorithms address appropriate user needs whether for tactical decision making or evidence-based policy decisions. In one particular case, we developed and deployed a novel algorithm, BCCNet, to quickly process large quantities of unstructured data to prevent and respond to natural disasters. Crowdsourcing provides an efficient mechanism to generate labels from unstructured data to prime machine learning algorithms for large scale data analysis. However, these labels are often imperfect with qualities varying among different citizen scientists, which prohibits their direct use with many state-of-the-art machine learning techniques. We describe BCCNet, a framework that simultaneously aggregates biased and contradictory labels from the crowd and trains an automatic classifier to process new data. Our case studies, mosquito sound detection for malaria prevention and damage detection for disaster response, show the efficacy of our method in the challenging context of developing world applications.