In a nutshell, the (µ / λ) CMA-ES is an iterative black box optimization algorithm, that, in each of its iterations, samples λ candidate This paper introduces a novel theoretically sound approach for solutions from a multivariate normal distribution, evaluates the celebrated CMA-ES algorithm. Assuming the parameters of these solutions (sequentially or in parallel) retains µ candidates the multi variate normal distribution for the minimum follow a and adjusts the sampling distribution used for the next iteration conjugate prior distribution, we derive their optimal update at to give higher probability to good samples. Each iteration can be each iteration step. Not only provides this Bayesian framework a individually seen as taking an initial guess or prior for the multi justification for the update of the CMA-ES algorithm but it also gives variate parameters, namely the mean and the covariance, and after two new versions of CMA-ES either assuming normal-Wishart or making an experiment by evaluating these sample points with the normal-Inverse Wishart priors, depending whether we parametrize fit function updating the initial parameters accordingly.

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are commonly the two main problems classical, i.e. non-Bayesian, architectures have to struggle with. The proposed approach applies variational inference in order to approximate the intractable posterior distribution. In particular, the variational distribution is defined as product of multiple multivariate normal distributions with tridiagonal covariance matrices. Each single normal distribution belongs either to the weights, or to the biases corresponding to one network layer. The layer-wise a posteriori variances are defined based on the corresponding expectation values and further the correlations are assumed to be identical. Therefore, only a few additional parameters need to be optimized compared to non-Bayesian settings. The novel approach is successfully evaluated on basis of the popular benchmark datasets MNIST and CIFAR-10.

This paper presents a study on discriminative artificial neural network classifiers in the context of open-set speaker identification. Both 2-class and multi-class architectures are tested against the conventional Gaussian mixture model based classifier on enrolled speaker sets of different sizes. The performance evaluation shows that the multi-class neural network system has superior performance for large population sizes.

Process (MDP) using Gaussian processes. In their work, they assumed the transition model is known and that there exists I. INTRODUCTION a predefined safety function. Both of these assumptions can Guaranteeing safety is a vital issue for many modern be quite restrictive when the system is going to operate in robotics systems, such as unmanned aerial vehicles (UAVs), unknown environments. In our work, we plan to address autonomous cars, or domestic robots [1], [2], [3]. One both of these challenges by considering unknown transition approach is to attempt to specify all potential scenarios models, and no access to a predefined safety function.

The problem of combined state and input estimation of linear structural systems based on measured responses and a priori knowledge of structural model is considered. A novel methodology using Gaussian process latent force models is proposed to tackle the problem in a stochastic setting. Gaussian process latent force models (GPLFMs) are hybrid models that combine differential equations representing a physical system with data-driven non-parametric Gaussian process models. In this work, the unknown input forces acting on a structure are modelled as Gaussian processes with some chosen covariance functions which are combined with the mechanistic differential equation representing the structure to construct a GPLFM. The GPLFM is then conveniently formulated as an augmented stochastic state-space model with additional states representing the latent force components, and the joint input and state inference of the resulting model is implemented using Kalman filter. The augmented state-space model of GPLFM is shown as a generalization of the class of input-augmented state-space models, is proven observable, and is robust compared to conventional augmented formulations in terms of numerical stability. The hyperparameters governing the covariance functions are estimated using maximum likelihood optimization based on the observed data, thus overcoming the need for manual tuning of the hyperparameters by trial-and-error. To assess the performance of the proposed GPLFM method, several cases of state and input estimation are demonstrated using numerical simulations on a 10-dof shear building and a 76-storey ASCE benchmark office tower. Results obtained indicate the superior performance of the proposed approach over conventional Kalman filter based approaches.

Future buildings will offer new convenience, comfort, and efficiency possibilities to their residents. Changes will occur to the way people live as technology involves into people's lives and information processing is fully integrated into their daily living activities and objects. The future expectation of smart buildings includes making the residents' experience as easy and comfortable as possible. The massive streaming data generated and captured by smart building appliances and devices contains valuable information that needs to be mined to facilitate timely actions and better decision making. Machine learning and big data analytics will undoubtedly play a critical role to enable the delivery of such smart services. In this paper, we survey the area of smart building with a special focus on the role of techniques from machine learning and big data analytics. This survey also reviews the current trends and challenges faced in the development of smart building services.

Thermal preferences vary from person to person and may change over time. The main objective of this paper is to sequentially pose intelligent queries to occupants in order to optimally learn the indoor air temperature values which maximize their satisfaction. Our central hypothesis is that an occupant's preference relation over indoor air temperature can be described using a scalar function of these temperatures, which we call the "occupant's thermal utility function". Information about an occupant's preference over these temperatures is available to us through their response to thermal preference queries : "prefer warmer," "prefer cooler" and "satisfied" which we interpret as statements about the derivative of their utility function, i.e. the utility function is "increasing", "decreasing" and "constant" respectively. We model this hidden utility function using a Gaussian process prior with built-in unimodality constraint, i.e., the utility function has a unique maximum, and we train this model using Bayesian inference. This permits an expected improvement based selection of next preference query to pose to the occupant, which takes into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling from areas which are likely to offer an improvement over current best observation). We use this framework to sequentially design experiments and illustrate its benefits by showing that it requires drastically fewer observations to learn the maximally preferred temperature values as compared to other methods. This framework is an important step towards the development of intelligent HVAC systems which would be able to respond to occupants' personalized thermal comfort needs. In order to encourage the use of our PE framework and ensure reproducibility in results, we publish an implementation of our work named GPPrefElicit as an open-source package in Python.

This paper is on Bayesian inference for parametric statistical models that are implicitly defined by a stochastic simulator which specifies how data is generated. While exact sampling is possible, evaluating the likelihood function is typically prohibitively expensive. Approximate Bayesian Computation (ABC) is a framework to perform approximate inference in such situations. While basic ABC algorithms are widely applicable, they are notoriously slow and much research has focused on increasing their efficiency. Optimisation Monte Carlo (OMC) has recently been proposed as an efficient and embarrassingly parallel method that leverages optimisation to accelerate the inference. In this paper, we demonstrate a previously unrecognised important failure mode of OMC: It generates strongly overconfident approximations by collapsing regions of similar or near-constant posterior density into a single point. We propose an efficient, robust generalisation of OMC that corrects this. It makes fewer assumptions, retains the main benefits of OMC, and can be performed either as part of OMC or entirely as post-processing. We demonstrate the effectiveness of the proposed Robust OMC on toy examples and tasks in inverse-graphics where we perform Bayesian inference with a complex image renderer.

In this paper, we develop a multi-agent reinforcement learning (MARL) framework to obtain online power control policies for a large energy harvesting (EH) multiple access channel, when only the causal information about the EH process and wireless channel is available. In the proposed framework, we model the online power control problem as a discrete-time mean-field game (MFG), and leverage the deep reinforcement learning technique to learn the stationary solution of the game in a distributed fashion. We analytically show that the proposed procedure converges to the unique stationary solution of the MFG. Using the proposed framework, the power control policies are learned in a completely distributed fashion. In order to benchmark the performance of the distributed policies, we also develop a deep neural network (DNN) based centralized as well as distributed online power control schemes. Our simulation results show the efficacy of the proposed power control policies. In particular, the DNN based centralized power control policies provide a very good performance for large EH networks for which the design of optimal policies is intractable using the conventional methods such as Markov decision processes. Further, performance of both the distributed policies is close to the throughput achieved by the centralized policies. The work in this paper will appear in part at IEEE ICASSP 2019 [1] and IEEE WiOpt 2019 [2]. This research has been partly supported by the ERC-PoC 727682 CacheMire project. I. INTRODUCTION Internet-of-things (IoT) [3] networks connect a large number of low power sensors whose lifespan is typically limited by the energy that can be stored in their batteries. In this context, the advent of the energy harvesting (EH) technology [4] promises to prolong the lifespan of IoT networks by enabling the nodes to operate by harvesting energy from environmental sources, e.g., the sun, the wind, etc.

We extend probabilistic action language pBC+ with the notion of utility as in decision theory. The semantics of the extended pBC+ can be defined as a shorthand notation for a decision-theoretic extension of the probabilistic answer set programming language LPMLN. Alternatively, the semantics of pBC+ can also be defined in terms of Markov Decision Process (MDP), which in turn allows for representing MDP in a succinct and elaboration tolerant way as well as to leverage an MDP solver to compute pBC+. The idea led to the design of the system pbcplus2mdp, which can find an optimal policy of a pBC+ action description using an MDP solver.