Speaker-independent VSR is a complex task that involves identifying spoken words or phrases from video recordings of a speaker's facial movements. Over the years, there has been a considerable amount of research in the field of VSR involving different algorithms and datasets to evaluate system performance. These efforts have resulted in significant progress in developing effective VSR models, creating new opportunities for further research in this area. This survey provides a detailed examination of the progression of VSR over the past three decades, with a particular emphasis on the transition from speaker-dependent to speaker-independent systems. We also provide a comprehensive overview of the various datasets used in VSR research and the preprocessing techniques employed to achieve speaker independence. The survey covers the works published from 1990 to 2023, thoroughly analyzing each work and comparing them on various parameters. This survey provides an in-depth analysis of speaker-independent VSR systems evolution from 1990 to 2023. It outlines the development of VSR systems over time and highlights the need to develop end-to-end pipelines for speaker-independent VSR. The pictorial representation offers a clear and concise overview of the techniques used in speaker-independent VSR, thereby aiding in the comprehension and analysis of the various methodologies. The survey also highlights the strengths and limitations of each technique and provides insights into developing novel approaches for analyzing visual speech cues. Overall, This comprehensive review provides insights into the current state-of-the-art speaker-independent VSR and highlights potential areas for future research.

Constraint-based and noise-based methods have been proposed to discover summary causal graphs from observational time series under strong assumptions which can be violated or impossible to verify in real applications. Recently, a hybrid method (Assaad et al, 2021) that combines these two approaches, proved to be robust to assumption violation. However, this method assumes that the summary causal graph is acyclic, but cycles are common in many applications. For example, in ecological communities, there may be cyclic relationships between predator and prey populations, creating feedback loops. Therefore, this paper presents two new frameworks for hybrids of constraint-based and noise-based methods that can discover summary causal graphs that may or may not contain cycles. For each framework, we provide two hybrid algorithms which are experimentally tested on simulated data, realistic ecological data, and real data from various applications. Experiments show that our hybrid approaches are robust and yield good results over most datasets.

The Gaussian process latent variable model (GPLVM) is a popular probabilistic method used for nonlinear dimension reduction, matrix factorization, and state-space modeling. Inference for GPLVMs is computationally tractable only when the data likelihood is Gaussian. Moreover, inference for GPLVMs has typically been restricted to obtaining maximum a posteriori point estimates, which can lead to overfitting, or variational approximations, which mischaracterize the posterior uncertainty. Here, we present a method to perform Markov chain Monte Carlo (MCMC) inference for generalized Bayesian nonlinear latent variable modeling. The crucial insight necessary to generalize GPLVMs to arbitrary observation models is that we approximate the kernel function in the Gaussian process mappings with random Fourier features; this allows us to compute the gradient of the posterior in closed form with respect to the latent variables. We show that we can generalize GPLVMs to non-Gaussian observations, such as Poisson, negative binomial, and multinomial distributions, using our random feature latent variable model (RFLVM). Our generalized RFLVMs perform on par with state-of-the-art latent variable models on a wide range of applications, including motion capture, images, and text data for the purpose of estimating the latent structure and imputing the missing data of these complex data sets. Keywords: Latent variable modeling, Gaussian processes, probabilistic modeling.

Training machine learning models on privacy-sensitive data has become a popular practice, driving innovation in ever-expanding fields. This has opened the door to new attacks that can have serious privacy implications. One such attack, the Membership Inference Attack (MIA), exposes whether or not a particular data point was used to train a model. A growing body of literature uses Differentially Private (DP) training algorithms as a defence against such attacks. However, these works evaluate the defence under the restrictive assumption that all members of the training set, as well as non-members, are independent and identically distributed. This assumption does not hold for many real-world use cases in the literature. Motivated by this, we evaluate membership inference with statistical dependencies among samples and explain why DP does not provide meaningful protection (the privacy parameter $\epsilon$ scales with the training set size $n$) in this more general case. We conduct a series of empirical evaluations with off-the-shelf MIAs using training sets built from real-world data showing different types of dependencies among samples. Our results reveal that training set dependencies can severely increase the performance of MIAs, and therefore assuming that data samples are statistically independent can significantly underestimate the performance of MIAs.

Many Artificial Intelligence (AI) algorithms are inspired by physics and employ stochastic fluctuations. We connect these physics-inspired AI algorithms by unifying them under a single mathematical framework that we call Thermodynamic AI. Seemingly disparate algorithmic classes can be described by this framework, for example, (1) Generative diffusion models, (2) Bayesian neural networks, (3) Monte Carlo sampling and (4) Simulated annealing. Such Thermodynamic AI algorithms are currently run on digital hardware, ultimately limiting their scalability and overall potential. Stochastic fluctuations naturally occur in physical thermodynamic systems, and such fluctuations can be viewed as a computational resource. Hence, we propose a novel computing paradigm, where software and hardware become inseparable. Our algorithmic unification allows us to identify a single full-stack paradigm, involving Thermodynamic AI hardware, that could accelerate such algorithms. We contrast Thermodynamic AI hardware with quantum computing where noise is a roadblock rather than a resource. Thermodynamic AI hardware can be viewed as a novel form of computing, since it uses a novel fundamental building block. We identify stochastic bits (s-bits) and stochastic modes (s-modes) as the respective building blocks for discrete and continuous Thermodynamic AI hardware. In addition to these stochastic units, Thermodynamic AI hardware employs a Maxwell's demon device that guides the system to produce non-trivial states. We provide a few simple physical architectures for building these devices and we develop a formalism for programming the hardware via gate sequences. We hope to stimulate discussion around this new computing paradigm. Beyond acceleration, we believe it will impact the design of both hardware and algorithms, while also deepening our understanding of the connection between physics and intelligence.

Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. The popularity is partly due to their unique specifications originating from blockchain-related characteristics such as privacy, decentralisation, and untraceability. Despite their growing popularity, cryptocurrencies remain a high-risk investment due to their price volatility and uncertainty. The inherent volatility in cryptocurrency prices, coupled with internal cryptocurrency-related factors and external influential global economic factors makes predicting their prices and price movement directions challenging. Nevertheless, the knowledge obtained from predicting the direction of cryptocurrency prices can provide valuable guidance for investors in making informed investment decisions. To address this issue, this paper proposes a dynamic Bayesian network (DBN) approach, which can model complex systems in multivariate settings, to predict the price movement direction of five popular altcoins (cryptocurrencies other than Bitcoin) in the next trading day. The efficacy of the proposed model in predicting cryptocurrency price directions is evaluated from two perspectives. Firstly, our proposed approach is compared to two baseline models, namely an auto-regressive integrated moving average and support vector regression. Secondly, from a feature engineering point of view, the impact of twenty-three different features, grouped into four categories, on the DBN's prediction performance is investigated. The experimental results demonstrate that the DBN significantly outperforms the baseline models. In addition, among the groups of features, technical indicators are found to be the most effective predictors of cryptocurrency price directions.

In several practical applications of federated learning (FL), the clients are highly heterogeneous in terms of both their data and compute resources, and therefore enforcing the same model architecture for each client is very limiting. Moreover, the need for uncertainty quantification and data privacy constraints are often particularly amplified for clients that have limited local data. This paper presents a unified FL framework to simultaneously address all these constraints and concerns, based on training customized local Bayesian models that learn well even in the absence of large local datasets. A Bayesian framework provides a natural way of incorporating supervision in the form of prior distributions. We use priors in the functional (output) space of the networks to facilitate collaboration across heterogeneous clients. Moreover, formal differential privacy guarantees are provided for this framework. Experiments on standard FL datasets demonstrate that our approach outperforms strong baselines in both homogeneous and heterogeneous settings and under strict privacy constraints, while also providing characterizations of model uncertainties.

Prevalent deterministic deep-learning models suffer from significant over-confidence under distribution shifts. Probabilistic approaches can reduce this problem but struggle with computational efficiency. In this paper, we propose Density-Softmax, a fast and lightweight deterministic method to improve calibrated uncertainty estimation via a combination of density function with the softmax layer. By using the latent representation's likelihood value, our approach produces more uncertain predictions when test samples are distant from the training samples. Theoretically, we show that Density-Softmax can produce high-quality uncertainty estimation with neural networks, as it is the solution of minimax uncertainty risk and is distance-aware, thus reducing the over-confidence of the standard softmax. Empirically, our method enjoys similar computational efficiency as a single forward pass deterministic with standard softmax on the shifted toy, vision, and language datasets across modern deep-learning architectures. Notably, Density-Softmax uses 4 times fewer parameters than Deep Ensembles and 6 times lower latency than Rank-1 Bayesian Neural Network, while obtaining competitive predictive performance and lower calibration errors under distribution shifts.

When making strategic decisions, we are often confronted with overwhelming information to process. The situation can be further complicated when some pieces of evidence are contradicted each other or paradoxical. The challenge then becomes how to determine which information is useful and which ones should be eliminated. This process is known as meta-decision. Likewise, when it comes to using Artificial Intelligence (AI) systems for strategic decision-making, placing trust in the AI itself becomes a meta-decision, given that many AI systems are viewed as opaque "black boxes" that process large amounts of data. Trusting an opaque system involves deciding on the level of Trustworthy AI (TAI). We propose a new approach to address this issue by introducing a novel taxonomy or framework of TAI, which encompasses three crucial domains: articulate, authentic, and basic for different levels of trust. To underpin these domains, we create ten dimensions to measure trust: explainability/transparency, fairness/diversity, generalizability, privacy, data governance, safety/robustness, accountability, reproducibility, reliability, and sustainability. We aim to use this taxonomy to conduct a comprehensive survey and explore different TAI approaches from a strategic decision-making perspective.

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process follows that of a Gaussian mixture, DGMEs are capable of approximating complex probability distributions, such as heavy-tailed or multimodal distributions. Our contributions include the derivation of an expectation-maximization (EM) algorithm used for learning the model parameters, which results in an upper-bound on the log-likelihood of training data over that of standard deep ensembles. Additionally, the proposed EM training procedure allows for learning of mixture weights, which is not commonly done in ensembles. Our experimental results demonstrate that DGMEs outperform state-of-the-art uncertainty quantifying deep learning models in handling complex predictive densities.