In this work, we propose learnable Bernoulli dropout (LBD), a new model-agnostic dropout scheme that considers the dropout rates as parameters jointly optimized with other model parameters. By probabilistic modeling of Bernoulli dropout, our method enables more robust prediction and uncertainty quantification in deep models. Especially, when combined with variational auto-encoders (VAEs), LBD enables flexible semi-implicit posterior representations, leading to new semi-implicit VAE~(SIVAE) models. We solve the optimization for training with respect to the dropout parameters using Augment-REINFORCE-Merge (ARM), an unbiased and low-variance gradient estimator. Our experiments on a range of tasks show the superior performance of our approach compared with other commonly used dropout schemes. Overall, LBD leads to improved accuracy and uncertainty estimates in image classification and semantic segmentation. Moreover, using SIVAE, we can achieve state-of-the-art performance on collaborative filtering for implicit feedback on several public datasets.

Network congestion games are a well-understood model of multi-agent strategic interactions. Despite their ubiquitous applications, it is not clear whether it is possible to design information structures to ameliorate the overall experience of the network users. We focus on Bayesian games with atomic players, where network vagaries are modeled via a (random) state of nature which determines the costs incurred by the players. A third-party entity---the sender---can observe the realized state of the network and exploit this additional information to send a signal to each player. A natural question is the following: is it possible for an informed sender to reduce the overall social cost via the strategic provision of information to players who update their beliefs rationally? The paper focuses on the problem of computing optimal ex ante persuasive signaling schemes, showing that symmetry is a crucial property for its solution. Indeed, we show that an optimal ex ante persuasive signaling scheme can be computed in polynomial time when players are symmetric and have affine cost functions. Moreover, the problem becomes NP-hard when players are asymmetric, even in non-Bayesian settings.

We present a conversational recommendation system based on a Bayesian approach. A probability mass function over the items is updated after any interaction with the user, with information-theoretic criteria optimally shaping the interaction and deciding when the conversation should be terminated and the most probable item consequently recommended. Dedicated elicitation techniques for the prior probabilities of the parameters modeling the interactions are derived from basic structural judgements. Such prior information can be combined with historical data to discriminate items with different recommendation histories. A case study based on the application of this approach to \emph{stagend.com}, an online platform for booking entertainers, is finally discussed together with an empirical analysis showing the advantages in terms of recommendation quality and efficiency.

Named entity linking is to map an ambiguous mention in documents to an entity in a knowledge base. The named entity linking is challenging, given the fact that there are multiple candidate entities for a mention in a document. It is difficult to link a mention when it appears multiple times in a document, since there are conflicts by the contexts around the appearances of the mention. In addition, it is difficult since the given training dataset is small due to the reason that it is done manually to link a mention to its mapping entity. In the literature, there are many reported studies among which the recent embedding methods learn vectors of entities from the training dataset at document level. To address these issues, we focus on how to link entity for mentions at a sentence level, which reduces the noises introduced by different appearances of the same mention in a document at the expense of insufficient information to be used. We propose a new unified embedding method by maximizing the relationships learned from knowledge graphs. We confirm the effectiveness of our method in our experimental studies.

We present a heuristic strategy for marginal MAP (MMAP) queries in graphical models. The algorithm is based on a reduction of the task to a polynomial number of marginal inference computations. Given an input evidence, the marginals mass functions of the variables to be explained are computed. Marginal information gain is used to decide the variables to be explained first, and their most probable marginal states are consequently moved to the evidence. The sequential iteration of this procedure leads to a MMAP explanation and the minimum information gain obtained during the process can be regarded as a confidence measure for the explanation. Preliminary experiments show that the proposed confidence measure is properly detecting instances for which the algorithm is accurate and, for sufficiently high confidence levels, the algorithm gives the exact solution or an approximation whose Hamming distance from the exact one is small.

Cost-effectiveness analyses (CEAs) are at the center of health economic decision making. While these analyses help policy analysts and economists determine coverage, inform policy, and guide resource allocation, they are statistically challenging for several reasons. Cost and effectiveness are correlated and follow complex joint distributions which cannot be captured parametrically. Effectiveness (often measured as increased survival time) and cost both tend to be right-censored. Moreover, CEAs are often conducted using observational data with non-random treatment assignment. Policy-relevant causal estimation therefore requires robust confounding control. Finally, current CEA methods do not address cost-effectiveness heterogeneity in a principled way - opting to either present marginal results or cost-effectiveness results for pre-specified subgroups. Motivated by these challenges, we develop a nonparametric Bayesian model for joint cost-survival distributions in the presence of censoring. Our approach utilizes an Enriched Dirichlet Process prior on the covariate effects of cost and survival time, while using a separate Gamma Process prior on the baseline survival time hazard. Causal CEA estimands are identified and estimated via a Bayesian nonparametric g-computation procedure. Finally, we propose leveraging the induced clustering of the Enriched Dirichlet Process to adaptively discover subgroups of patients with different cost-effectiveness profiles. We outline an MCMC procedure for full posterior inference, evaluate frequentist properties via simulations, and apply our model to an observational study of endometrial cancer therapies using medical insurance claims data.

We outline an inherent weakness of tensor factorization models when latent factors are expressed as a function of side information and propose a novel method to mitigate this weakness. We coin our method \textit{Kernel Fried Tensor}(KFT) and present it as a large scale forecasting tool for high dimensional data. Our results show superior performance against \textit{LightGBM} and \textit{Field Aware Factorization Machines}(FFM), two algorithms with proven track records widely used in industrial forecasting. We also develop a variational inference framework for KFT and associate our forecasts with calibrated uncertainty estimates on three large scale datasets. Furthermore, KFT is empirically shown to be robust against uninformative side information in terms of constants and Gaussian noise.

Click-through data has proven to be a valuable resource for improving search-ranking quality. Search engines can easily collect click data, but biases introduced in the data can make it difficult to use the data effectively. In order to measure the effects of biases, many click models have been proposed in the literature. However, none of the models can explain the observation that users with different search intent (e.g., informational, navigational, etc.) have different click behaviors. In this paper, we study how differences in user search intent can influence click activities and determined that there exists a bias between user search intent and the relevance of the document relevance. Based on this observation, we propose a search intent bias hypothesis that can be applied to most existing click models to improve their ability to learn unbiased relevance. Experimental results demonstrate that after adopting the search intent hypothesis, click models can better interpret user clicks and substantially improve retrieval performance.

A common issue for classification in scientific research and industry is the existence of imbalanced classes. When sample sizes of different classes are imbalanced in training data, naively implementing a classification method often leads to unsatisfactory prediction results on test data. Multiple resampling techniques have been proposed to address the class imbalance issues. Yet, there is no general guidance on when to use each technique. In this article, we provide an objective-oriented review of the common resampling techniques for binary classification under imbalanced class sizes. The learning objectives we consider include the classical paradigm that minimizes the overall classification error, the cost-sensitive learning paradigm that minimizes a cost-adjusted weighted type I and type II errors, and the Neyman-Pearson paradigm that minimizes the type II error subject to a type I error constraint. Under each paradigm, we investigate the combination of the resampling techniques and a few state-of-the-art classification methods. For each pair of resampling techniques and classification methods, we use simulation studies to study the performance under different evaluation metrics. From these extensive simulation experiments, we demonstrate under each classification paradigm, the complex dynamics among resampling techniques, base classification methods, evaluation metrics, and imbalance ratios. For practitioners, the take-away message is that with imbalanced data, one usually should consider all the combinations of resampling techniques and the base classification methods.

Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, observed actions are often confounded with transitions by unobserved variables, rendering exact evaluation of new policies impossible, i.e., unidentifiable. We develop a robust approach that estimates sharp bounds on the (unidentifiable) value of a given policy in an infinite-horizon problem given data from another policy with unobserved confounding subject to a sensitivity model. We phrase the problem precisely as computing the support function of the set of all stationary state-occupancy ratios that agree with both the data and the sensitivity model. We show how to express this set using a new partially identified estimating equation and prove convergence to the sharp bounds, as we collect more confounded data. We prove that membership in the set can be checked by solving a linear program, while the support function is given by a difficult nonconvex optimization problem. We leverage an analytical solution for the finite-state-space case to develop approximations based on nonconvex projected gradient descent. We demonstrate the resulting bounds empirically.