The energy transition has increased the reliance on intermittent energy sources, destabilizing energy markets and causing unprecedented volatility, culminating in the global energy crisis of 2021. In addition to harming producers and consumers, volatile energy markets may jeopardize vital decarbonization efforts. Traders play an important role in stabilizing markets by providing liquidity and reducing volatility. Several mathematical and statistical models have been proposed for forecasting future returns. However, developing such models is non-trivial due to financial markets' low signal-to-noise ratios and nonstationary dynamics. This thesis investigates the effectiveness of deep reinforcement learning methods in commodities trading. It formalizes the commodities trading problem as a continuing discrete-time stochastic dynamical system. This system employs a novel time-discretization scheme that is reactive and adaptive to market volatility, providing better statistical properties for the sub-sampled financial time series. Two policy gradient algorithms, an actor-based and an actor-critic-based, are proposed for optimizing a transaction-cost- and risk-sensitive trading agent. The agent maps historical price observations to market positions through parametric function approximators utilizing deep neural network architectures, specifically CNNs and LSTMs. On average, the deep reinforcement learning models produce an 83 percent higher Sharpe ratio than the buy-and-hold baseline when backtested on front-month natural gas futures from 2017 to 2022. The backtests demonstrate that the risk tolerance of the deep reinforcement learning agents can be adjusted using a risk-sensitivity term. The actor-based policy gradient algorithm performs significantly better than the actor-critic-based algorithm, and the CNN-based models perform slightly better than those based on the LSTM.

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.

Information access systems, such as search engines, recommender systems, and conversational assistants, have become integral to our daily lives as they help us satisfy our information needs. However, evaluating the effectiveness of these systems presents a long-standing and complex scientific challenge. This challenge is rooted in the difficulty of assessing a system's overall effectiveness in assisting users to complete tasks through interactive support, and further exacerbated by the substantial variation in user behaviour and preferences. To address this challenge, user simulation emerges as a promising solution. This book focuses on providing a thorough understanding of user simulation techniques designed specifically for evaluation purposes. We begin with a background of information access system evaluation and explore the diverse applications of user simulation. Subsequently, we systematically review the major research progress in user simulation, covering both general frameworks for designing user simulators, utilizing user simulation for evaluation, and specific models and algorithms for simulating user interactions with search engines, recommender systems, and conversational assistants. Realizing that user simulation is an interdisciplinary research topic, whenever possible, we attempt to establish connections with related fields, including machine learning, dialogue systems, user modeling, and economics. We end the book with a detailed discussion of important future research directions, many of which extend beyond the evaluation of information access systems and are expected to have broader impact on how to evaluate interactive intelligent systems in general.

Graph neural networks have been extensively studied for learning with inter-connected data. Despite this, recent evidence has revealed GNNs' deficiencies related to over-squashing, heterophily, handling long-range dependencies, edge incompleteness and particularly, the absence of graphs altogether. While a plausible solution is to learn new adaptive topology for message passing, issues concerning quadratic complexity hinder simultaneous guarantees for scalability and precision in large networks. In this paper, we introduce a novel all-pair message passing scheme for efficiently propagating node signals between arbitrary nodes, as an important building block for a pioneering Transformer-style network for node classification on large graphs, dubbed as \textsc{NodeFormer}. Specifically, the efficient computation is enabled by a kernerlized Gumbel-Softmax operator that reduces the algorithmic complexity to linearity w.r.t. node numbers for learning latent graph structures from large, potentially fully-connected graphs in a differentiable manner. We also provide accompanying theory as justification for our design. Extensive experiments demonstrate the promising efficacy of the method in various tasks including node classification on graphs (with up to 2M nodes) and graph-enhanced applications (e.g., image classification) where input graphs are missing.

Exploring sparse reward multi-agent reinforcement learning (MARL) environments with traps in a collaborative manner is a complex task. Agents typically fail to reach the goal state and fall into traps, which affects the overall performance of the system. To overcome this issue, we present SOMARL, a framework that uses prior knowledge to reduce the exploration space and assist learning. In SOMARL, agents are treated as part of the MARL environment, and symbolic knowledge is embedded using a tree structure to build a knowledge hierarchy. The framework has a two-layer hierarchical structure, comprising a hybrid module with a Hierarchical Task Network (HTN) planning and meta-controller at the higher level, and a MARL-based interactive module at the lower level. The HTN module and meta-controller use Hierarchical Domain Definition Language (HDDL) and the option framework to formalize symbolic knowledge and obtain domain knowledge and a symbolic option set, respectively. Moreover, the HTN module leverages domain knowledge to guide low-level agent exploration by assisting the meta-controller in selecting symbolic options. The meta-controller further computes intrinsic rewards of symbolic options to limit exploration behavior and adjust HTN planning solutions as needed. We evaluate SOMARL on two benchmarks, FindTreasure and MoveBox, and report superior performance over state-of-the-art MARL and subgoal-based baselines for MARL environments significantly.

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.

We present a novel learning-based method that achieves state-of-the-art performance on several heart rate estimation benchmarks extracted from photoplethysmography signals (PPG). We consider the evolution of the heart rate in the context of a discrete-time stochastic process that we represent as a hidden Markov model. We derive a distribution over possible heart rate values for a given PPG signal window through a trained neural network. Using belief propagation, we incorporate the statistical distribution of heart rate changes to refine these estimates in a temporal context. From this, we obtain a quantized probability distribution over the range of possible heart rate values that captures a meaningful and well-calibrated estimate of the inherent predictive uncertainty. We show the robustness of our method on eight public datasets with three different cross-validation experiments.

An alternative to stratified is parallel integration. In contrast to stratified frameworks, parallel integration applies in settings Parallel neurosymbolic architectures have been in which the same task can be solved both symbolically applied effectively in NLP by distilling knowledge and sub-symbolically and the aim is to increase the accuracy from a logic theory into a deep model. However, of the end task by distilling knowledge from the logic prior art faces several limitations including component into the neural one and vice versa. Two parallel supporting restricted forms of logic theories and neurosymbolic frameworks have been proposed recently: relying on the assumption of independence between Teacher-Student (T-S) by Hu et al. (Hu et al., 2016a;b) and the logic and the deep network.

Online surgical phase recognition plays a significant role towards building contextual tools that could quantify performance and oversee the execution of surgical workflows. Current approaches are limited since they train spatial feature extractors using frame-level supervision that could lead to incorrect predictions due to similar frames appearing at different phases, and poorly fuse local and global features due to computational constraints which can affect the analysis of long videos commonly encountered in surgical interventions. In this paper, we present a two-stage method, called Long Video Transformer (LoViT) for fusing short- and long-term temporal information that combines a temporally-rich spatial feature extractor and a multi-scale temporal aggregator consisting of two cascaded L-Trans modules based on self-attention, followed by a G-Informer module based on ProbSparse self-attention for processing global temporal information. The multi-scale temporal head then combines local and global features and classifies surgical phases using phase transition-aware supervision. Our approach outperforms state-of-the-art methods on the Cholec80 and AutoLaparo datasets consistently. Compared to Trans-SVNet, LoViT achieves a 2.4 pp (percentage point) improvement in video-level accuracy on Cholec80 and a 3.1 pp improvement on AutoLaparo. Moreover, it achieves a 5.3 pp improvement in phase-level Jaccard on AutoLaparo and a 1.55 pp improvement on Cholec80. Our results demonstrate the effectiveness of our approach in achieving state-of-the-art performance of surgical phase recognition on two datasets of different surgical procedures and temporal sequencing characteristics whilst introducing mechanisms that cope with long videos.