We introduce GP-FNARX: a new model for nonlinear system identification based on a nonlinear autoregressive exogenous model (NARX) with filtered regressors (F) where the nonlinear regression problem is tackled using sparse Gaussian processes (GP). We integrate data pre-processing with system identification into a fully automated procedure that goes from raw data to an identified model. Both pre-processing parameters and GP hyper-parameters are tuned by maximizing the marginal likelihood of the probabilistic model. We obtain a Bayesian model of the system's dynamics which is able to report its uncertainty in regions where the data is scarce. The automated approach, the modeling of uncertainty and its relatively low computational cost make of GP-FNARX a good candidate for applications in robotics and adaptive control.

The use of alternative measures to evaluate classifier performance is gaining attention, specially for imbalanced problems. However, the use of these measures in the classifier design process is still unsolved. In this work we propose a classifier designed specifically to optimize one of these alternative measures, namely, the so-called F-measure. Nevertheless, the technique is general, and it can be used to optimize other evaluation measures. An algorithm to train the novel classifier is proposed, and the numerical scheme is tested with several databases, showing the optimality and robustness of the presented classifier.

By introducing elements of information mining to tax analysis, by means of data mining software and advanced computational concepts of artificial intelligence, the problem of tax evader's crime against public property has been addressed. Through an empirical approach from a hypothetical case of use, induction algorithms, neural networks and bayesian networks are applied to determine the feasibility of its heuristic application by the tax public administrator. Different strategies are explored to facilitate the work of local and regional federal tax inspectors, considering their limited computational capabilities, but equally effective for those social scientist committed to handcrafting tax research. ----- Apresentando a introdu\c{c}\~ao de elementos de explora\c{c}\~ao de informa\c{c}\~oes para an\'alise fiscal, por meio de software de minera\c{c}\~ao de dados e conceitos avan\c{c}ados computacionais de intelig\^encia artificial, foi abordado o problema do crime de sonegador fiscal contra o patrim\^onio p\'ublico. Atrav\'es de uma abordagem emp\'irica a partir de um caso hipot\'etico de uso, os algoritmos de indu\c{c}\~ao, redes neurais e redes bayesianas s\~ao aplicados para determinar a viabilidade de sua aplica\c{c}\~ao heur\'istica pelo administrador p\'ublico tribut\'ario. Diferentes estrat\'egias s\~ao exploradas para facilitar o trabalho dos inspectores tribut\'arios federais locais e regionais, tendo em conta as suas capacidades computacionais limitados, mas igualmente eficaz para aqueles cientista social comprometido com a investiga\c{c}\~ao fiscal.

Learning probabilistic logic programming languages is receiving an increasing attention and systems are available for learning the parameters (PRISM, LeProbLog, LFI-ProbLog and EMBLEM) or both the structure and the parameters (SEM-CP-logic and SLIPCASE) of these languages. In this paper we present the algorithm SLIPCOVER for "Structure LearnIng of Probabilistic logic programs by searChing OVER the clause space". It performs a beam search in the space of probabilistic clauses and a greedy search in the space of theories, using the log likelihood of the data as the guiding heuristics. To estimate the log likelihood SLIPCOVER performs Expectation Maximization with EMBLEM. The algorithm has been tested on five real world datasets and compared with SLIPCASE, SEM-CP-logic, Aleph and two algorithms for learning Markov Logic Networks (Learning using Structural Motifs (LSM) and ALEPH++ExactL1). SLIPCOVER achieves higher areas under the precision-recall and ROC curves in most cases.

In this paper we present an optimization-based view of distributed parameter estimation and observational social learning in networks. Agents receive a sequence of random, independent and identically distributed (i.i.d.) signals, each of which individually may not be informative about the underlying true state, but the signals together are globally informative enough to make the true state identifiable. Using an optimization-based characterization of Bayesian learning as proximal stochastic gradient descent (with Kullback-Leibler divergence from a prior as a proximal function), we show how to efficiently use a distributed, online variant of Nesterov's dual averaging method to solve the estimation with purely local information. When the true state is globally identifiable, and the network is connected, we prove that agents eventually learn the true parameter using a randomized gossip scheme. We demonstrate that with high probability the convergence is exponentially fast with a rate dependent on the KL divergence of observations under the true state from observations under the second likeliest state. Furthermore, our work also highlights the possibility of learning under continuous adaptation of network which is a consequence of employing constant, unit stepsize for the algorithm.

Multi-dimensional classification (MDC) is the supervised learning problem where an instance is associated with multiple classes, rather than with a single class, as in traditional classification problems. Since these classes are often strongly correlated, modeling the dependencies between them allows MDC methods to improve their performance - at the expense of an increased computational cost. In this paper we focus on the classifier chains (CC) approach for modeling dependencies, one of the most popular and highest- performing methods for multi-label classification (MLC), a particular case of MDC which involves only binary classes (i.e., labels). The original CC algorithm makes a greedy approximation, and is fast but tends to propagate errors along the chain. Here we present novel Monte Carlo schemes, both for finding a good chain sequence and performing efficient inference. Our algorithms remain tractable for high-dimensional data sets and obtain the best predictive performance across several real data sets.

Parameter estimation for model-based clustering using a finite mixture of normal inverse Gaussian (NIG) distributions is achieved through variational Bayes approximations. Univariate NIG mixtures and multivariate NIG mixtures are considered. The use of variational Bayes approximations here is a substantial departure from the traditional EM approach and alleviates some of the associated computational complexities and uncertainties. Our variational algorithm is applied to simulated and real data. The paper concludes with discussion and suggestions for future work.

The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian optimization and related problems (bandits, sequential experimental design) are highly dependent on the surrogate model that is selected. However, there is no clear standard in the literature. Thus, we present a fast and flexible toolbox that allows to test and combine different models and criteria with little effort. It includes most of the state-of-the-art contributions, algorithms and models. Its speed also removes part of the stigma that Bayesian optimization methods are only good for "expensive functions". The software is free and it can be used in many operating systems and computer languages.

Cognitive radio networks (CRNs) are networks of nodes equipped with cognitive radios that can optimize performance by adapting to network conditions. While cognitive radio networks (CRN) are envisioned as intelligent networks, relatively little research has focused on the network level functionality of CRNs. Although various routing protocols, incorporating varying degrees of adaptiveness, have been proposed for CRNs, it is imperative for the long term success of CRNs that the design of cognitive routing protocols be pursued by the research community. Cognitive routing protocols are envisioned as routing protocols that fully and seamless incorporate AI-based techniques into their design. In this paper, we provide a self-contained tutorial on various AI and machine-learning techniques that have been, or can be, used for developing cognitive routing protocols. We also survey the application of various classes of AI techniques to CRNs in general, and to the problem of routing in particular. We discuss various decision making techniques and learning techniques from AI and document their current and potential applications to the problem of routing in CRNs. We also highlight the various inference, reasoning, modeling, and learning sub tasks that a cognitive routing protocol must solve. Finally, open research issues and future directions of work are identified.

A mixture of common skew-t factor analyzers model is introduced for model-based clustering of high-dimensional data. By assuming common component factor loadings, this model allows clustering to be performed in the presence of a large number of mixture components or when the number of dimensions is too large to be well-modelled by the mixtures of factor analyzers model or a variant thereof. Furthermore, assuming that the component densities follow a skew-t distribution allows robust clustering of skewed data. The alternating expectation-conditional maximization algorithm is employed for parameter estimation. We demonstrate excellent clustering performance when our model is applied to real and simulated data.This paper marks the first time that skewed common factors have been used.