We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to be solved by harnessing natural sources of stochasticity inherent in electronic and neural systems. We demonstrate this idea for a sparse coding model by deriving a continuous-time equation for inferring its latent variables via Langevin dynamics. The model parameters are learned by simultaneously evolving according to another continuous-time equation, thus bypassing the need for digital accumulators or a global clock. Moreover we show that Langevin dynamics lead to an efficient procedure for sampling from the posterior distribution in the 'L0 sparse' regime, where latent variables are encouraged to be set to zero as opposed to having a small L1 norm. This allows the model to properly incorporate the notion of sparsity rather than having to resort to a relaxed version of sparsity to make optimization tractable. Simulations of the proposed dynamical system on both synthetic and natural image datasets demonstrate that the model is capable of probabilistically correct inference, enabling learning of the dictionary as well as parameters of the prior.

This is a complete Free course for statistics. In this course, you will learn how to estimate parameters of a population using sample statistics, hypothesis testing and confidence intervals, t-tests and ANOVA, correlation and regression, and chi-squared test. This course is taught by industry professionals and you will learn by doing various exercises.

As a data scientist, I am curious about knowing different analytical processes from a probabilistic point of view. There are two most popular ways of looking into any event, namely Bayesian and Frequentist . When Frequentist researchers look at any event from frequency of occurrence, Bayesian researchers focus more on probability of events happening. I will try to cover as much theory as possible with illustrative examples and sample codes so that readers can learn and practice simultaneously. As we all know Baye's rule is one of the most popular probability equation, which is defined as: P(a given b) P(a intersection b) / P(b) ….. (1) Here a and b are events that have taken place.

Creative Problem Solving (CPS) is a sub-area within Artificial Intelligence (AI) that focuses on methods for solving off-nominal, or anomalous problems in autonomous systems. Despite many advancements in planning and learning, resolving novel problems or adapting existing knowledge to a new context, especially in cases where the environment may change in unpredictable ways post deployment, remains a limiting factor in the safe and useful integration of intelligent systems. The emergence of increasingly autonomous systems dictates the necessity for AI agents to deal with environmental uncertainty through creativity. To stimulate further research in CPS, we present a definition and a framework of CPS, which we adopt to categorize existing AI methods in this field. Our framework consists of four main components of a CPS problem, namely, 1) problem formulation, 2) knowledge representation, 3) method of knowledge manipulation, and 4) method of evaluation. We conclude our survey with open research questions, and suggested directions for the future.

We present a general framework for training safe agents whose naive incentives are unsafe. As an example, manipulative or deceptive behaviour can improve rewards but should be avoided. Most approaches fail here: agents maximize expected return by any means necessary. We formally describe settings with 'delicate' parts of the state which should not be used as a means to an end. We then train agents to maximize the causal effect of actions on the expected return which is not mediated by the delicate parts of state, using Causal Influence Diagram analysis. The resulting agents have no incentive to control the delicate state. We further show how our framework unifies and generalizes existing proposals.

In this case, standard stochastic interpolation tools like the common SABR model often cannot be calibrated to observed implied volatility smiles, due to data being only available for the at-the-money quote of the respective underlying swaption. Here, we propose to infer the geometry of the full unknown implied volatility cube by learning stochastic latent representations of implied volatility cubes via variational autoencoders, enabling inference about the missing volatility data conditional on the observed data by an approximate Gibbs sampling approach. Imputed estimates of missing quotes can afterwards be used to fit a standard stochastic volatility model. Since training data for the employed variational autoencoder model is usually sparsely available, we test the robustness of the approach for a model trained on synthetic data on real market quotes and we show that SABR interpolated volatilites calibrated to reconstructed volatility cubes with artificially imputed missing values differ by not much more than two basis points compared to SABR fits calibrated to the complete cube. Moreover, we show how the imputation can be used to successfully set up delta-neutral portfolios for hedging purposes.

The Recurrent Neural Network (RNN) has been used to obtain state-of-the-art results in sequence modeling. This includes time series analysis, forecasting and natural language processing (NLP). Learn about why RNNs beat old-school machine learning algorithms like Hidden Markov Models. All of the materials required for this course can be downloaded and installed for FREE. We will do most of our work in Numpy, Matplotlib, and Tensorflow.

This paper tackles the problem of decomposing binary data using matrix factorization. We consider the family of mean-parametrized Bernoulli models, a class of generative models that are well suited for modeling binary data and enables interpretability of the factors. We factorize the Bernoulli parameter and consider an additional Beta prior on one of the factors to further improve the model's expressive power. While similar models have been proposed in the literature, they only exploit the Beta prior as a proxy to ensure a valid Bernoulli parameter in a Bayesian setting; in practice it reduces to a uniform or uninformative prior. Besides, estimation in these models has focused on costly Bayesian inference. In this paper, we propose a simple yet very efficient majorization-minimization algorithm for maximum a posteriori estimation. Our approach leverages the Beta prior whose parameters can be tuned to improve performance in matrix completion tasks. Experiments conducted on three public binary datasets show that our approach offers an excellent trade-off between prediction performance, computational complexity, and interpretability.

We present a system for interactive examination of learned security policies. It allows a user to traverse episodes of Markov decision processes in a controlled manner and to track the actions triggered by security policies. Similar to a software debugger, a user can continue or or halt an episode at any time step and inspect parameters and probability distributions of interest. The system enables insight into the structure of a given policy and in the behavior of a policy in edge cases. We demonstrate the system with a network intrusion use case. We examine the evolution of an IT infrastructure's state and the actions prescribed by security policies while an attack occurs. The policies for the demonstration have been obtained through a reinforcement learning approach that includes a simulation system where policies are incrementally learned and an emulation system that produces statistics that drive the simulation runs.

Statistical Inference is the process of determining a probability distribution over the space of parameters of a model given a data set. As more data becomes available this probability distribution becomes updated via the application of Bayes' theorem. We present a treatment of this Bayesian updating process as a continuous dynamical system. Statistical inference is then governed by a first order differential equation describing a trajectory or flow in the information geometry determined by a parametric family of models. We solve this equation for some simple models and show that when the Cram\'{e}r-Rao bound is saturated the learning rate is governed by a simple $1/T$ power-law, with $T$ a time-like variable denoting the quantity of data. The presence of hidden variables can be incorporated in this setting, leading to an additional driving term in the resulting flow equation. We illustrate this with both analytic and numerical examples based on Gaussians and Gaussian Random Processes and inference of the coupling constant in the 1D Ising model. Finally we compare the qualitative behaviour exhibited by Bayesian flows to the training of various neural networks on benchmarked data sets such as MNIST and CIFAR10 and show how that for networks exhibiting small final losses the simple power-law is also satisfied.