Fuzzy cognitive maps (FCMs) model feedback causal relations in interwoven webs of causality and policy variables. FCMs are fuzzy signed directed graphs that allow degrees of causal influence and event occurrence. Such causal models can simulate a wide range of policy scenarios and decision processes. Their directed loops or cycles directly model causal feedback. Their nonlinear dynamics permit forward-chaining inference from input causes and policy options to output effects. Users can add detailed dynamics and feedback links directly to the causal model or infer them with statistical learning laws. Users can fuse or combine FCMs from multiple experts by weighting and adding the underlying fuzzy edge matrices and do so recursively if needed. The combined FCM tends to better represent domain knowledge as the expert sample size increases if the expert sample approximates a random sample. Many causal models use more restrictive directed acyclic graphs (DAGs) and Bayesian probabilities. DAGs do not model causal feedback because they do not contain closed loops. Combining DAGs also tends to produce cycles and thus tends not to produce a new DAG. Combining DAGs tends to produce a FCM. FCM causal influence is also transitive whereas probabilistic causal influence is not transitive in general. Overall: FCMs trade the numerical precision of probabilistic DAGs for pattern prediction, faster and scalable computation, ease of combination, and richer feedback representation. We show how FCMs can apply to problems of public support for insurgency and terrorism and to US-China conflict relations in Graham Allison's Thucydides-trap framework. The appendix gives the textual justification of the Thucydides-trap FCM. It also extends our earlier theorem [Osoba-Kosko2017] to a more general result that shows the transitive and total causal influence that upstream concept nodes exert on downstream nodes.

We study the application of dynamic pricing to insurance. We view this as an online revenue management problem where the insurance company looks to set prices to optimize the long-run revenue from selling a new insurance product. We develop two pricing models: an adaptive Generalized Linear Model (GLM) and an adaptive Gaussian Process (GP) regression model. Both balance between exploration, where we choose prices in order to learn the distribution of demands & claims for the insurance product, and exploitation, where we myopically choose the best price from the information gathered so far. The performance of the pricing policies is measured in terms of regret: the expected revenue loss caused by not using the optimal price. As is commonplace in insurance, we model demand and claims by GLMs. In our adaptive GLM design, we use the maximum quasi-likelihood estimation (MQLE) to estimate the unknown parameters. We show that, if prices are chosen with suitably decreasing variability, the MQLE parameters eventually exist and converge to the correct values, which in turn implies that the sequence of chosen prices will also converge to the optimal price. In the adaptive GP regression model, we sample demand and claims from Gaussian Processes and then choose selling prices by the upper confidence bound rule. We also analyze these GLM and GP pricing algorithms with delayed claims. Although similar results exist in other domains, this is among the first works to consider dynamic pricing problems in the field of insurance. We also believe this is the first work to consider Gaussian Process regression in the context of insurance pricing. These initial findings suggest that online machine learning algorithms could be a fruitful area of future investigation and application in insurance.

Confounding bias, missing data, and selection bias are three common obstacles to valid causal inference in the data sciences. Covariate adjustment is the most pervasive technique for recovering casual effects from confounding bias. In this paper, we introduce a covariate adjustment formulation for controlling confounding bias in the presence of missing-not-at-random data and develop a necessary and sufficient condition for recovering causal effects using the adjustment. We also introduce an adjustment formulation for controlling both confounding and selection biases in the presence of missing data and develop a necessary and sufficient condition for valid adjustment. Furthermore, we present an algorithm that lists all valid adjustment sets and an algorithm that finds a valid adjustment set containing the minimum number of variables, which are useful for researchers interested in selecting adjustment sets with desired properties.

In team-based invasion sports such as soccer and basketball, analytics is important for teams to understand their performance and for audiences to understand matches better. The present work focuses on performing visual analytics to evaluate the value of any kind of event occurring in a sports match with a continuous parameter space. Here, the continuous parameter space involves the time, location, score, and other parameters. Because the spatiotemporal data used in such analytics is a low-level representation and has a very large size, however, traditional analytics may need to discretize the continuous parameter space (e.g., subdivide the playing area) or use a local feature to limit the analysis to specific events (e.g., only shots). These approaches make evaluation impossible for any kind of event with a continuous parameter space. To solve this problem, we consider a whole match as a Markov chain of significant events, so that event values can be estimated with a continuous parameter space by solving the Markov chain with a machine learning model. The significant events are first extracted by considering the time-varying distribution of players to represent the whole match. Then, the extracted events are redefined as different states with the continuous parameter space and built as a Markov chain so that a Markov reward process can be applied. Finally, the Markov reward process is solved by a customized fitted-value iteration algorithm so that the event values with the continuous parameter space can be predicted by a regression model. As a result, the event values can be visually inspected over the whole playing field under arbitrary given conditions. Experimental results with real soccer data show the effectiveness of the proposed system.

In this talk we learn about what Artificial Neural Networks (ANNs) are, and find out how in general, Maximum Likelihood Estimations and Bayes' Rule help us develop our error functions in ANNs, namely, cross-entropy error function! We will derive the binary-cross entropy from scratch, step by step. Below you can see the video of this talk, however, the slides and some code is available. I would highly recommend you to follow the talk through these slides. The slides are available here! The link to the post regarding the Demo is available in here!

Handwriting is a one of the challenge in NLP task. It is because it can be various among different people. Sometimes, "O" can be written as "0" while human begin has the capability to distinguish whether it is "O" or "0" from contextualize information. For example, "0" will be used in phone number while "O" will be used as part of English word. Another skill is lexicon searching.

We propose a nonparametric, kernel-based test to assess the relative goodness of fit of latent variable models with intractable unnormalized densities. Our test generalises the kernel Stein discrepancy (KSD) tests of (Liu et al., 2016, Chwialkowski et al., 2016, Yang et al., 2018, Jitkrittum et al., 2018) which required exact access to unnormalized densities. Our new test relies on the simple idea of using an approximate observed-variable marginal in place of the exact, intractable one. As our main theoretical contribution, we prove that the new test, with a properly corrected threshold, has a well-controlled type-I error. In the case of models with low-dimensional latent structure and high-dimensional observations, our test significantly outperforms the relative maximum mean discrepancy test (Bounliphone et al., 2015) , which cannot exploit the latent structure.

Deep reinforcement learning (RL) algorithms can use high-capacity deep networks to learn directly from image observations. However, these kinds of observation spaces present a number of challenges in practice, since the policy must now solve two problems: a representation learning problem, and a task learning problem. In this paper, we aim to explicitly learn representations that can accelerate reinforcement learning from images. We propose the stochastic latent actor-critic (SLAC) algorithm: a sample-efficient and high-performing RL algorithm for learning policies for complex continuous control tasks directly from high-dimensional image inputs. SLAC learns a compact latent representation space using a stochastic sequential latent variable model, and then learns a critic model within this latent space. By learning a critic within a compact state space, SLAC can learn much more efficiently than standard RL methods. The proposed model improves performance substantially over alternative representations as well, such as variational autoencoders. In fact, our experimental evaluation demonstrates that the sample efficiency of our resulting method is comparable to that of model-based RL methods that directly use a similar type of model for control. Furthermore, our method outperforms both model-free and model-based alternatives in terms of final performance and sample efficiency, on a range of difficult image-based control tasks.

Recent works on end-to-end trainable neural network based approaches have demonstrated state-of-the-art results on dialogue state tracking. The best performing approaches estimate a probability distribution over all possible slot values. However, these approaches do not scale for large value sets commonly present in real-life applications and are not ideal for tracking slot values that were not observed in the training set. To tackle these issues, candidate-generation-based approaches have been proposed. These approaches estimate a set of values that are possible at each turn based on the conversation history and/or language understanding outputs, and hence enable state tracking over unseen values and large value sets however, they fall short in terms of performance in comparison to the first group. In this work, we analyze the performance of these two alternative dialogue state tracking methods, and present a hybrid approach (HyST) which learns the appropriate method for each slot type. To demonstrate the effectiveness of HyST on a rich-set of slot types, we experiment with the recently released MultiWOZ-2.0 multi-domain, task-oriented dialogue-dataset. Our experiments show that HyST scales to multi-domain applications. Our best performing model results in a relative improvement of 24% and 10% over the previous SOTA and our best baseline respectively.

The safety and resilience of fully autonomous vehicles (AVs) are of significant concern, as exemplified by several headline-making accidents. While AV development today involves verification, validation, and testing, end-to-end assessment of AV systems under accidental faults in realistic driving scenarios has been largely unexplored. This paper presents DriveFI, a machine learning-based fault injection engine, which can mine situations and faults that maximally impact AV safety, as demonstrated on two industry-grade AV technology stacks (from NVIDIA and Baidu). For example, DriveFI found 561 safety-critical faults in less than 4 hours. In comparison, random injection experiments executed over several weeks could not find any safety-critical faults