Probabilistic graphical models have become an important unsupervised learning tool for detecting network structures for a variety of problems, including the estimation of functional neuronal connectivity from two-photon calcium imaging data. However, in the context of calcium imaging, technological limitations only allow for partially overlapping layers of neurons in a brain region of interest to be jointly recorded. In this case, graph estimation for the full data requires inference for edge selection when many pairs of neurons have no simultaneous observations. This leads to the Graph Quilting problem, which seeks to estimate a graph in the presence of block-missingness in the empirical covariance matrix. Solutions for the Graph Quilting problem have previously been studied for Gaussian graphical models; however, neural activity data from calcium imaging are often non-Gaussian, thereby requiring a more flexible modeling approach. Thus, in our work, we study two approaches for nonparanormal Graph Quilting based on the Gaussian copula graphical model, namely a maximum likelihood procedure and a low-rank based framework. We provide theoretical guarantees on edge recovery for the former approach under similar conditions to those previously developed for the Gaussian setting, and we investigate the empirical performance of both methods using simulations as well as real data calcium imaging data. Our approaches yield more scientifically meaningful functional connectivity estimates compared to existing Gaussian graph quilting methods for this calcium imaging data set.

Multilayer networks are in the focus of the current complex network study. In such networks multiple types of links may exist as well as many attributes for nodes. To fully use multilayer -- and other types of complex networks in applications, the merging of various data with topological information renders a powerful analysis. First, we suggest a simple way of representing network data in a data matrix where rows correspond to the nodes, and columns correspond to the data items. The number of columns is allowed to be arbitrary, so that the data matrix can be easily expanded by adding columns. The data matrix can be chosen according to targets of the analysis, and may vary a lot from case to case. Next, we partition the rows of the data matrix into communities using a method which allows maximal compression of the data matrix. For compressing a data matrix, we suggest to extend so called regular decomposition method for non-square matrices. We illustrate our method for several types of data matrices, in particular, distance matrices, and matrices obtained by augmenting a distance matrix by a column of node degrees, or by concatenating several distances matrices corresponding to layers of a multilayer network. We illustrate our method with synthetic power-law graphs and two real networks: an Internet autonomous systems graph and a world airline graph. We compare the outputs of different community recovery methods on these graphs, and discuss how incorporating node degrees as a separate column to the data matrix leads our method to identify community structures well-aligned with tiered hierarchical structures commonly encountered in complex scale-free networks.

Physics is a field of science that has traditionally used the scientific method to answer questions about why natural phenomena occur and to make testable models that explain the phenomena. Discovering equations, laws and principles that are invariant, robust and causal explanations of the world has been fundamental in physical sciences throughout the centuries. Discoveries emerge from observing the world and, when possible, performing interventional studies in the system under study. With the advent of big data and the use of data-driven methods, causal and equation discovery fields have grown and made progress in computer science, physics, statistics, philosophy, and many applied fields. All these domains are intertwined and can be used to discover causal relations, physical laws, and equations from observational data. This paper reviews the concepts, methods, and relevant works on causal and equation discovery in the broad field of Physics and outlines the most important challenges and promising future lines of research. We also provide a taxonomy for observational causal and equation discovery, point out connections, and showcase a complete set of case studies in Earth and climate sciences, fluid dynamics and mechanics, and the neurosciences. This review demonstrates that discovering fundamental laws and causal relations by observing natural phenomena is being revolutionised with the efficient exploitation of observational data, modern machine learning algorithms and the interaction with domain knowledge. Exciting times are ahead with many challenges and opportunities to improve our understanding of complex systems.

Federated Learning (FL) is a distributed learning scheme to train a shared model across clients. One common and fundamental challenge in FL is that the sets of data across clients could be non-identically distributed and have different sizes. Personalized Federated Learning (PFL) attempts to solve this challenge via locally adapted models. In this work, we present a novel framework for PFL based on hierarchical Bayesian modeling and variational inference. A global model is introduced as a latent variable to augment the joint distribution of clients' parameters and capture the common trends of different clients, optimization is derived based on the principle of maximizing the marginal likelihood and conducted using variational expectation maximization. Our algorithm gives rise to a closed-form estimation of a confidence value which comprises the uncertainty of clients' parameters and local model deviations from the global model. The confidence value is used to weigh clients' parameters in the aggregation stage and adjust the regularization effect of the global model. We evaluate our method through extensive empirical studies on multiple datasets. Experimental results show that our approach obtains competitive results under mild heterogeneous circumstances while significantly outperforming state-of-the-art PFL frameworks in highly heterogeneous settings. Our code is available at https://github.com/JunyiZhu-AI/confidence_aware_PFL.

In recent years, smart meters have been widely adopted by electricity suppliers to improve the management of the smart grid system. These meters usually collect energy consumption data at a very low frequency (every 30min), enabling utilities to bill customers more accurately. To provide more personalized recommendations, the next step is to detect the appliances owned by customers, which is a challenging problem, due to the very-low meter reading frequency. Even though the appliance detection problem can be cast as a time series classification problem, with many such classifiers having been proposed in the literature, no study has applied and compared them on this specific problem. This paper presents an in-depth evaluation and comparison of state-of-the-art time series classifiers applied to detecting the presence/absence of diverse appliances in very low-frequency smart meter data. We report results with five real datasets. We first study the impact of the detection quality of 13 different appliances using 30min sampled data, and we subsequently propose an analysis of the possible detection performance gain by using a higher meter reading frequency. The results indicate that the performance of current time series classifiers varies significantly. Some of them, namely deep learning-based classifiers, provide promising results in terms of accuracy (especially for certain appliances), even using 30min sampled data, and are scalable to the large smart meter time series collections of energy consumption data currently available to electricity suppliers. Nevertheless, our study shows that more work is needed in this area to further improve the accuracy of the proposed solutions. This paper appeared in ACM e-Energy 2023.

The success of many healthcare programs depends on participants' adherence. We consider the problem of scheduling interventions in low resource settings (e.g., placing timely support calls from health workers) to increase adherence and/or engagement. Past works have successfully developed several classes of Restless Multi-armed Bandit (RMAB) based solutions for this problem. Nevertheless, all past RMAB approaches assume that the participants' behaviour follows the Markov property. We demonstrate significant deviations from the Markov assumption on real-world data on a maternal health awareness program from our partner NGO, ARMMAN. Moreover, we extend RMABs to continuous state spaces, a previously understudied area. To tackle the generalised non-Markovian RMAB setting we (i) model each participant's trajectory as a time-series, (ii) leverage the power of time-series forecasting models to learn complex patterns and dynamics to predict future states, and (iii) propose the Time-series Arm Ranking Index (TARI) policy, a novel algorithm that selects the RMAB arms that will benefit the most from an intervention, given our future state predictions. We evaluate our approach on both synthetic data, and a secondary analysis on real data from ARMMAN, and demonstrate significant increase in engagement compared to the SOTA, deployed Whittle index solution. This translates to 16.3 hours of additional content listened, 90.8% more engagement drops prevented, and reaching more than twice as many high dropout-risk beneficiaries.

Standard model-based reinforcement learning (MBRL) approaches fit a transition model of the environment to all past experience, but this wastes model capacity on data that is irrelevant for policy improvement. We instead propose a new "transition occupancy matching" (TOM) objective for MBRL model learning: a model is good to the extent that the current policy experiences the same distribution of transitions inside the model as in the real environment. We derive TOM directly from a novel lower bound on the standard reinforcement learning objective. To optimize TOM, we show how to reduce it to a form of importance weighted maximum-likelihood estimation, where the automatically computed importance weights identify policy-relevant past experiences from a replay buffer, enabling stable optimization. TOM thus offers a plug-and-play model learning sub-routine that is compatible with any backbone MBRL algorithm. On various Mujoco continuous robotic control tasks, we show that TOM successfully focuses model learning on policy-relevant experience and drives policies faster to higher task rewards than alternative model learning approaches. Code can be found on our project website: penn-pal-lab.github.io/TOM/

We study variance-dependent regret bounds for Markov decision processes (MDPs). Algorithms with variance-dependent regret guarantees can automatically exploit environments with low variance (e.g., enjoying constant regret on deterministic MDPs). The existing algorithms are either variance-independent or suboptimal. We first propose two new environment norms to characterize the fine-grained variance properties of the environment. For model-based methods, we design a variant of the MVP algorithm (Zhang et al., 2021a). We apply new analysis techniques to demonstrate that this algorithm enjoys variance-dependent bounds with respect to the norms we propose. In particular, this bound is simultaneously minimax optimal for both stochastic and deterministic MDPs, the first result of its kind. We further initiate the study on model-free algorithms with variance-dependent regret bounds by designing a reference-function-based algorithm with a novel capped-doubling reference update schedule. Lastly, we also provide lower bounds to complement our upper bounds.

We study regret minimization for reinforcement learning (RL) in Latent Markov Decision Processes (LMDPs) with context in hindsight. We design a novel model-based algorithmic framework which can be instantiated with both a model-optimistic and a value-optimistic solver. We prove an $\tilde{O}(\sqrt{\mathsf{Var}^\star M \Gamma S A K})$ regret bound where $\tilde{O}$ hides logarithm factors, $M$ is the number of contexts, $S$ is the number of states, $A$ is the number of actions, $K$ is the number of episodes, $\Gamma \le S$ is the maximum transition degree of any state-action pair, and $\mathsf{Var}^\star$ is a variance quantity describing the determinism of the LMDP. The regret bound only scales logarithmically with the planning horizon, thus yielding the first (nearly) horizon-free regret bound for LMDP. This is also the first problem-dependent regret bound for LMDP. Key in our proof is an analysis of the total variance of alpha vectors (a generalization of value functions), which is handled with a truncation method. We complement our positive result with a novel $\Omega(\sqrt{\mathsf{Var}^\star M S A K})$ regret lower bound with $\Gamma = 2$, which shows our upper bound minimax optimal when $\Gamma$ is a constant for the class of variance-bounded LMDPs. Our lower bound relies on new constructions of hard instances and an argument inspired by the symmetrization technique from theoretical computer science, both of which are technically different from existing lower bound proof for MDPs, and thus can be of independent interest.

In this paper, we propose and consider the problem of cooperative language acquisition as a particular form of the ad hoc team play problem. We then present a probabilistic model for inferring a speaker's intentions and a listener's semantics from observing communications between a team of language-users. This model builds on the assumptions that speakers are engaged in positive signalling and listeners are exhibiting positive listening, which is to say the messages convey hidden information from the listener, that then causes them to change their behaviour. Further, it accounts for potential sub-optimality in the speaker's ability to convey the right information (according to the given task). Finally, we discuss further work for testing and developing this framework.