Learning Graphical Models
On Exact Sampling in the Two-Variable Fragment of First-Order Logic
Wang, Yuanhong, Pu, Juhua, Wang, Yuyi, Kuželka, Ondřej
In this paper, we study the sampling problem for first-order logic proposed recently by Wang et al. -- how to efficiently sample a model of a given first-order sentence on a finite domain? We extend their result for the universally-quantified subfragment of two-variable logic $\mathbf{FO}^2$ ($\mathbf{UFO}^2$) to the entire fragment of $\mathbf{FO}^2$. Specifically, we prove the domain-liftability under sampling of $\mathbf{FO}^2$, meaning that there exists a sampling algorithm for $\mathbf{FO}^2$ that runs in time polynomial in the domain size. We then further show that this result continues to hold even in the presence of counting constraints, such as $\forall x\exists_{=k} y: \varphi(x,y)$ and $\exists_{=k} x\forall y: \varphi(x,y)$, for some quantifier-free formula $\varphi(x,y)$. Our proposed method is constructive, and the resulting sampling algorithms have potential applications in various areas, including the uniform generation of combinatorial structures and sampling in statistical-relational models such as Markov logic networks and probabilistic logic programs.
A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective
Zhao, Yu, Du, Huaming, Li, Qing, Zhuang, Fuzhen, Liu, Ji, Kou, Gang
Enterprise financial risk analysis aims at predicting the future financial risk of enterprises. Due to its wide and significant application, enterprise financial risk analysis has always been the core research topic in the fields of Finance and Management. Based on advanced computer science and artificial intelligence technologies, enterprise risk analysis research is experiencing rapid developments and making significant progress. Therefore, it is both necessary and challenging to comprehensively review the relevant studies. Although there are already some valuable and impressive surveys on enterprise risk analysis from the perspective of Finance and Management, these surveys introduce approaches in a relatively isolated way and lack recent advances in enterprise financial risk analysis. In contrast, this paper attempts to provide a systematic literature survey of enterprise risk analysis approaches from Big Data perspective, which reviews more than 250 representative articles in the past almost 50 years (from 1968 to 2023). To the best of our knowledge, this is the first and only survey work on enterprise financial risk from Big Data perspective. Specifically, this survey connects and systematizes the existing enterprise financial risk studies, i.e. to summarize and interpret the problems, methods, and spotlights in a comprehensive way. In particular, we first introduce the issues of enterprise financial risks in terms of their types,granularity, intelligence, and evaluation metrics, and summarize the corresponding representative works. Then, we compare the analysis methods used to learn enterprise financial risk, and finally summarize the spotlights of the most representative works. Our goal is to clarify current cutting-edge research and its possible future directions to model enterprise risk, aiming to fully understand the mechanisms of enterprise risk generation and contagion.
Materials Informatics: An Algorithmic Design Rule
We have researched the organic semiconductor's enigmas through the material informatics approach. By applying diverse neural network topologies, logical axiom, and inferencing information science, we have developed data-driven procedures for novel organic semiconductor discovery for the semiconductor industry and knowledge extraction for the material science community. We have reviewed and corresponded with various algorithms for the neural network design topology for the material informatics dataset, as shown in Figure 1, a generalized neural network topology. We have used four chemical compound space databases for model training and validation in this research notebook. The first one is the general quantum chemistry structures and properties of 134-kilo molecules (QM9) of computed geometric, energetic, electronic, and thermodynamic properties for 134-kilo stable small organic molecules made up of C, H, O, N, F for the novel design of new drugs and materials.
Improving Real-Time Bidding in Online Advertising Using Markov Decision Processes and Machine Learning Techniques
Real-time bidding has emerged as an effective online advertising technique. With real-time bidding, advertisers can position ads per impression, enabling them to optimise ad campaigns by targeting specific audiences in real-time. This paper proposes a novel method for real-time bidding that combines deep learning and reinforcement learning techniques to enhance the efficiency and precision of the bidding process. In particular, the proposed method employs a deep neural network to predict auction details and market prices and a reinforcement learning algorithm to determine the optimal bid price. The model is trained using historical data from the iPinYou dataset and compared to cutting-edge real-time bidding algorithms. The outcomes demonstrate that the proposed method is preferable regarding cost-effectiveness and precision. In addition, the study investigates the influence of various model parameters on the performance of the proposed algorithm. It offers insights into the efficacy of the combined deep learning and reinforcement learning approach for real-time bidding. This study contributes to advancing techniques and offers a promising direction for future research.
Offline Reinforcement Learning for Safer Blood Glucose Control in People with Type 1 Diabetes
Emerson, Harry, Guy, Matthew, McConville, Ryan
The widespread adoption of effective hybrid closed loop systems would represent an important milestone of care for people living with type 1 diabetes (T1D). These devices typically utilise simple control algorithms to select the optimal insulin dose for maintaining blood glucose levels within a healthy range. Online reinforcement learning (RL) has been utilised as a method for further enhancing glucose control in these devices. Previous approaches have been shown to reduce patient risk and improve time spent in the target range when compared to classical control algorithms, but are prone to instability in the learning process, often resulting in the selection of unsafe actions. This work presents an evaluation of offline RL for developing effective dosing policies without the need for potentially dangerous patient interaction during training. This paper examines the utility of BCQ, CQL and TD3-BC in managing the blood glucose of the 30 virtual patients available within the FDA-approved UVA/Padova glucose dynamics simulator. When trained on less than a tenth of the total training samples required by online RL to achieve stable performance, this work shows that offline RL can significantly increase time in the healthy blood glucose range from 61.6 +\- 0.3% to 65.3 +/- 0.5% when compared to the strongest state-of-art baseline (p < 0.001). This is achieved without any associated increase in low blood glucose events. Offline RL is also shown to be able to correct for common and challenging control scenarios such as incorrect bolus dosing, irregular meal timings and compression errors.
Causal Discovery with Stage Variables for Health Time Series
Srikishan, Bharat, Kleinberg, Samantha
Using observational data to learn causal relationships is essential when randomized experiments are not possible, such as in healthcare. Discovering causal relationships in time-series health data is even more challenging when relationships change over the course of a disease, such as medications that are most effective early on or for individuals with severe disease. Stage variables such as weeks of pregnancy, disease stages, or biomarkers like HbA1c, can influence what causal relationships are true for a patient. However, causal inference within each stage is often not possible due to limited amounts of data, and combining all data risks incorrect or missed inferences. To address this, we propose Causal Discovery with Stage Variables (CDSV), which uses stage variables to reweight data from multiple time-series while accounting for different causal relationships in each stage. In simulated data, CDSV discovers more causes with fewer false discoveries compared to baselines, in eICU it has a lower FDR than baselines, and in MIMIC-III it discovers more clinically relevant causes of high blood pressure.
Biophysical Cybernetics of Directed Evolution and Eco-evolutionary Dynamics
Many major questions in the theory of evolutionary dynamics can in a meaningful sense be mapped to analyses of stochastic trajectories in game theoretic contexts. Often the approach is to analyze small numbers of distinct populations and/or to assume dynamics occur within a regime of population sizes large enough that deterministic trajectories are an excellent approximation of reality. The addition of ecological factors, termed "eco-evolutionary dynamics", further complicates the dynamics and results in many problems which are intractable or impractically messy for current theoretical methods. However, an analogous but underexplored approach is to analyze these systems with an eye primarily towards uncertainty in the models themselves. In the language of researchers in Reinforcement Learning and adjacent fields, a Partially Observable Markov Process. Here we introduce a duality which maps the complexity of accounting for both ecology and individual genotypic/phenotypic types onto a problem of accounting solely for underlying information-theoretic computations rather than drawing physical boundaries which do not change the computations. Armed with this equivalence between computation and the relevant biophysics, which we term Taak-duality, we attack the problem of "directed evolution" in the form of a Partially Observable Markov Decision Process. This provides a tractable case of studying eco-evolutionary trajectories of a highly general type, and of analyzing questions of potential limits on the efficiency of evolution in the directed case.
Mixtures of Gaussian process experts based on kernel stick-breaking processes
Mixtures of Gaussian process experts is a class of models that can simultaneously address two of the key limitations inherent in standard Gaussian processes: scalability and predictive performance. In particular, models that use Dirichlet processes as gating functions permit straightforward interpretation and automatic selection of the number of experts in a mixture. While the existing models are intuitive and capable of capturing non-stationarity, multi-modality and heteroskedasticity, the simplicity of their gating functions may limit the predictive performance when applied to complex data-generating processes. Capitalising on the recent advancement in the dependent Dirichlet processes literature, we propose a new mixture model of Gaussian process experts based on kernel stick-breaking processes. Our model maintains the intuitive appeal yet improve the performance of the existing models. To make it practical, we design a sampler for posterior computation based on the slice sampling. The model behaviour and improved predictive performance are demonstrated in experiments using six datasets.
Counterfactual Analysis in Dynamic Latent State Models
We provide an optimization-based framework to perform counterfactual analysis in a dynamic model with hidden states. Our framework is grounded in the ``abduction, action, and prediction'' approach to answer counterfactual queries and handles two key challenges where (1) the states are hidden and (2) the model is dynamic. Recognizing the lack of knowledge on the underlying causal mechanism and the possibility of infinitely many such mechanisms, we optimize over this space and compute upper and lower bounds on the counterfactual quantity of interest. Our work brings together ideas from causality, state-space models, simulation, and optimization, and we apply it on a breast cancer case study. To the best of our knowledge, we are the first to compute lower and upper bounds on a counterfactual query in a dynamic latent-state model.
Advances on the classification of radio image cubes
Ndung'u, Steven, Grobler, Trienko, Wijnholds, Stefan J., Karastoyanova, Dimka, Azzopardi, George
Modern radio telescopes will daily generate data sets on the scale of exabytes for systems like the Square Kilometre Array (SKA). Massive data sets are a source of unknown and rare astrophysical phenomena that lead to discoveries. Nonetheless, this is only plausible with the exploitation of intensive machine intelligence to complement human-aided and traditional statistical techniques. Recently, there has been a surge in scientific publications focusing on the use of artificial intelligence in radio astronomy, addressing challenges such as source extraction, morphological classification, and anomaly detection. This study presents a succinct, but comprehensive review of the application of machine intelligence techniques on radio images with emphasis on the morphological classification of radio galaxies. It aims to present a detailed synthesis of the relevant papers summarizing the literature based on data complexity, data pre-processing, and methodological novelty in radio astronomy. The rapid advancement and application of computer intelligence in radio astronomy has resulted in a revolution and a new paradigm shift in the automation of daunting data processes. However, the optimal exploitation of artificial intelligence in radio astronomy, calls for continued collaborative efforts in the creation of annotated data sets. Additionally, in order to quickly locate radio galaxies with similar or dissimilar physical characteristics, it is necessary to index the identified radio sources. Nonetheless, this issue has not been adequately addressed in the literature, making it an open area for further study.