Hawkes Processes have undergone increasing popularity as default tools for modeling self- and mutually exciting interactions of discrete events in continuous-time event streams. A Maximum Likelihood Estimation (MLE) unconstrained optimization procedure over parametrically assumed forms of the triggering kernels of the corresponding intensity function are a widespread cost-effective modeling strategy, particularly suitable for data with few and/or short sequences. However, the MLE optimization lacks guarantees, except for strong assumptions on the parameters of the triggering kernels, and may lead to instability of the resulting parameters .In the present work, we show how a simple stabilization procedure improves the performance of the MLE optimization without these overly restrictive assumptions.This stabilized version of the MLE is shown to outperform traditional methods over sequences of several different lengths.

Understanding the informative behaviour of deep neural networks is challenged by misused estimators and the complexity of network structure, which leads to inconsistent observations and diversified interpretation. Here we propose the LogDet estimator -- a reliable matrix-based entropy estimator that approximates Shannon differential entropy. We construct informative measurements based on LogDet estimator, verify our method with comparable experiments and utilize it to analyse neural network behaviour. Our results demonstrate the LogDet estimator overcomes the drawbacks that emerge from highly diverse and degenerated distribution thus is reliable to estimate entropy in neural networks. The Network analysis results also find a functional distinction between shallow and deeper layers, which can help understand the compression phenomenon in the Information bottleneck theory of neural networks.

This paper studies the problem of finding an anomalous arm in a multi-armed bandit when (a) each arm is a finite-state Markov process, and (b) the arms are restless. Here, anomaly means that the transition probability matrix (TPM) of one of the arms (the odd arm) is different from the common TPM of each of the non-odd arms. The TPMs are unknown to a decision entity that wishes to find the index of the odd arm as quickly as possible, subject to an upper bound on the error probability. We derive a problem instance-specific asymptotic lower bound on the expected time required to find the odd arm index, where the asymptotics is as the error probability vanishes. Further, we devise a policy based on the principle of certainty equivalence, and demonstrate that under a continuous selection assumption and a certain regularity assumption on the TPMs, the policy achieves the lower bound arbitrarily closely. Thus, while the lower bound is shown for all problem instances, the upper bound is shown only for those problem instances satisfying the continuous selection and the regularity assumptions. Our achievability analysis is based on resolving the identifiability problem in the context of a certain lifted countable-state controlled Markov process. Index Terms Odd arm identification, restless multi-armed bandits, controlled Markov process, certainty equivalence, identifiability, anomaly detection, anomaly, anomalous process. Consider a multi-armed bandit in which each arm is a time-homogeneous and ergodic discrete-time Markov process taking values in a common finite state space.

This is a course on Machine Learning, Deep Learning and Bayesian Learning (​yes all 3 topics in one place!!!). We start off by analysing data

An information cascade is a circumstance where agents make decisions in a sequential fashion by following other agents. Bikhchandani et al., predict that once a cascade starts it continues, even if it is wrong, until agents receive an external input such as public information. In an information cascade, even if an agent has its own personal choice, it is always overridden by observation of previous agents' actions. This could mean agents end up in a situation where they may act without valuing their own information. As information cascades can have serious social consequences, it is important to have a good understanding of what causes them. We present a detailed Bayesian model of the information gained by agents when observing the choices of other agents and their own private information. Compared to prior work, we remove the high impact of the first observed agent's action by incorporating a prior probability distribution over the information of unobserved agents and investigate an alternative model of choice to that considered in prior work: weighted random choice. Our results show that, in contrast to Bikhchandani's results, cascades will not necessarily occur and adding prior agents' information will delay the effects of cascades.

AI - Artificial Intelligence AGI - Artificial General Intelligence ANN - Artificial Neural Network ANOVA - Analysis of Variance ANT - Actor Network Theory API - Application Programming Interface APX - Amsterdam Power Exchange AVE - Average Variance Extracted BU - Business Unit CART - Classification and Regression Tree CBMV - Crowd-based Business Model Validation CR - Composite Reliability CT - Computed Tomography CVC - Corporate Venture Capital DR - Design Requirement DP - Design Principle DSR - Design Science Research DSS - Decision Support System EEX - European Energy Exchange FsQCA - Fuzzy-Set Qualitative Comparative Analysis GUI - Graphical User Interface HI-DSS - Hybrid Intelligence Decision Support System HIT - Human Intelligence Task IoT - Internet of Things IS - Information System IT - Information Technology MCC - Matthews Correlation Coefficient ML - Machine Learning OCT - Opportunity Creation Theory OGEMA 2.0 - Open Gateway Energy Management 2.0 OS - Operating System R&D - Research & Development RE - Renewable Energies RQ - Research Question SVM - Support Vector Machine SSD - Solid-State Drive SDK - Software Development Kit TCP/IP - Transmission Control Protocol/Internet Protocol TCT - Transaction Cost Theory UI - User Interface VaR - Value at Risk VC - Venture Capital VPP - Virtual Power Plant Chapter I

For Bayesian learning, given likelihood function and Gaussian prior, the elliptical slice sampler, introduced by Murray, Adams and MacKay 2010, provides a tool for the construction of a Markov chain for approximate sampling of the underlying posterior distribution. Besides of its wide applicability and simplicity its main feature is that no tuning is necessary. Under weak regularity assumptions on the posterior density we show that the corresponding Markov chain is geometrically ergodic and therefore yield qualitative convergence guarantees. We illustrate our result for Gaussian posteriors as they appear in Gaussian process regression, as well as in a setting of a multi-modal distribution. Remarkably, our numerical experiments indicate a dimension-independent performance of elliptical slice sampling even in situations where our ergodicity result does not apply.

One of the fundamental challenges in reinforcement learning (RL) is the one of data efficiency: modern algorithms require a very large number of training samples, especially compared to humans, for solving environments with high-dimensional observations. The severity of this problem is increased when the reward signal is sparse. In this work, we propose learning a state representation in a self-supervised manner for reward prediction. The reward predictor learns to estimate either a raw or a smoothed version of the true reward signal in environment with a single, terminating, goal state. We augment the training of out-of-the-box RL agents by shaping the reward using our reward predictor during policy learning. Using our representation for preprocessing high-dimensional observations, as well as using the predictor for reward shaping, is shown to significantly enhance Actor Critic using Kronecker-factored Trust Region and Proximal Policy Optimization in single-goal environments with visual inputs.

Artificial intelligence is an emerging topic and will soon be able to perform decisions better than humans. In more complex and creative contexts such as innovation, however, the question remains whether machines are superior to humans. Machines fail in two kinds of situations: processing and interpreting soft information (information that cannot be quantified) and making predictions in unknowable risk situations of extreme uncertainty. In such situations, the machine does not have representative information for a certain outcome. Thereby, humans are still the gold standard for assessing soft signals and make use of intuition. To predict the success of startups, we, thus, combine the complementary capabilities of humans and machines in a Hybrid Intelligence method. To reach our aim, we follow a design science research approach to develop a Hybrid Intelligence method that combines the strength of both machine and collective intelligence to demonstrate its utility for predictions under extreme uncertainty.

Deep reinforcement learning methods have shown great performance on many challenging cooperative multi-agent tasks. Two main promising research directions are multi-agent value function decomposition and multi-agent policy gradients. In this paper, we propose a new decomposed multi-agent soft actor-critic (mSAC) method, which effectively combines the advantages of the aforementioned two methods. The main modules include decomposed Q network architecture, discrete probabilistic policy and counterfactual advantage function (optinal). Theoretically, mSAC supports efficient off-policy learning and addresses credit assignment problem partially in both discrete and continuous action spaces. Tested on StarCraft II micromanagement cooperative multiagent benchmark, we empirically investigate the performance of mSAC against its variants and analyze the effects of the different components. Experimental results demonstrate that mSAC significantly outperforms policy-based approach COMA, and achieves competitive results with SOTA value-based approach Qmix on most tasks in terms of asymptotic perfomance metric. In addition, mSAC achieves pretty good results on large action space tasks, such as 2c vs 64zg and MMM2.