This work presents an approach to automatically induction for non-greedy decision trees constructed from neural network architecture. This construction can be used to transfer weights when growing or pruning a decision tree, allowing non-greedy decision tree algorithms to automatically learn and adapt to the ideal architecture. In this work, we examine the underpinning ideas within ensemble modelling and Bayesian model averaging which allow our neural network to asymptotically approach the ideal architecture through weights transfer. Experimental results demonstrate that this approach improves models over fixed set of hyperparameters for decision tree models and decision forest models.

This article is the rejoinder for the paper "Probabilistic Integration: A Role in Statistical Computation?" to appear in Statistical Science with discussion [Briol et al., 2015]. We would first like to thank the reviewers and many of our colleagues who helped shape this paper, the editor for selecting our paper for discussion, and of course all of the discussants for their thoughtful, insightful and constructive comments. In this rejoinder, we respond to some of the points raised by the discussants and comment further on the fundamental questions underlying the paper: - Should Bayesian ideas be used in numerical analysis? Numerical analysis is concerned with the approximation of typically high or infinite-dimensional mathematical quantities using discretisations of the space on which these are defined. Different discretisation schemes lead to different numerical algorithms, whose stability and convergence properties need to be carefully assessed.

Argumentation-based dialogue systems, which can handle and exchange arguments through dialogue, have been widely researched. It is required that these systems have sufficient supporting information to argue their claims rationally; however, the systems often do not have enough of such information in realistic situations. One way to fill in the gap is acquiring such missing information from dialogue partners (information-seeking dialogue). Existing information-seeking dialogue systems are based on handcrafted dialogue strategies that exhaustively examine missing information. However, the proposed strategies are not specialized in collecting information for constructing rational arguments. Moreover, the number of system's inquiry candidates grows in accordance with the size of the argument set that the system deal with. In this paper, we formalize the process of information-seeking dialogue as Markov decision processes (MDPs) and apply deep reinforcement learning (DRL) for automatically optimizing a dialogue strategy. By utilizing DRL, our dialogue strategy can successfully minimize objective functions, the number of turns it takes for our system to collect necessary information in a dialogue. We conducted dialogue experiments using two datasets from different domains of argumentative dialogue. Experimental results show that the proposed formalization based on MDP works well, and the policy optimized by DRL outperformed existing heuristic dialogue strategies.

Food packaging labels provide important information for public health, such as allergens and use-by dates. Off-the-shelf Optical Character Verification (OCV) systems are good solutions for automating food label quality assessments, but are known to under perform on complex data. This paper proposes a Deep Learning based system that can identify inadequate images for OCV, due to their poor label quality, by employing state-of-the-art Convolutional Neural Network (CNN) architectures, and practical Bayesian inference techniques for automatic self-annotation. We propose a practical domain adaptation procedure based on k-means clustering of CNN latent variables, followed by a k-Nearest Neighbour classification for handling high label variability between different dataset distributions. Moreover, Supervised Learning has proven useful in such systems but manual annotation of large amounts of data is usually required. This is practically intractable in most real world problems due to time/labour constraints. In an attempt to address this issue, we introduce a self-annotating prediction model based on Self-Training of a Bayesian CNN, that leverages modern variational inference methods of deep models. In this context, we propose a new inverse uncertainty weighting technique that encourages the Self-Training model to learn from more informative data over time, potentially preventing it from becoming lazy by only selecting easy examples to learn from. An experimental study is presented illustrating the superior performance of the proposed approach over standard Self-Training, and highlighting the importance of predictive uncertainty estimates in safety-critical domains.

Asynchronous Gibbs sampling has been recently shown to be fast-mixing and an accurate method for estimating probabilities of events on a small number of variables of a graphical model satisfying Dobrushin's condition~\cite{DeSaOR16}. We investigate whether it can be used to accurately estimate expectations of functions of {\em all the variables} of the model. Under the same condition, we show that the synchronous (sequential) and asynchronous Gibbs samplers can be coupled so that the expected Hamming distance between their (multivariate) samples remains bounded by $O(\tau \log n),$ where $n$ is the number of variables in the graphical model, and $\tau$ is a measure of the asynchronicity. A similar bound holds for any constant power of the Hamming distance. Hence, the expectation of any function that is Lipschitz with respect to a power of the Hamming distance, can be estimated with a bias that grows logarithmically in $n$. Going beyond Lipschitz functions, we consider the bias arising from asynchronicity in estimating the expectation of polynomial functions of all variables in the model. Using recent concentration of measure results, we show that the bias introduced by the asynchronicity is of smaller order than the standard deviation of the function value already present in the true model. We perform experiments on a multi-processor machine to empirically illustrate our theoretical findings.

Recent years have witnessed the rising popularity of Natural Language Processing (NLP) and related fields such as Artificial Intelligence (AI) and Machine Learning (ML). Many online courses and resources are available even for those without a strong background in the field. Often the student is curious about a specific topic but does not quite know where to begin studying. To answer the question of "what should one learn first," we apply an embedding-based method to learn prerequisite relations for course concepts in the domain of NLP. We introduce LectureBank, a dataset containing 1,352 English lecture files collected from university courses which are each classified according to an existing taxonomy as well as 208 manually-labeled prerequisite relation topics, which is publicly available. The dataset will be useful for educational purposes such as lecture preparation and organization as well as applications such as reading list generation. Additionally, we experiment with neural graph-based networks and non-neural classifiers to learn these prerequisite relations from our dataset.

Two major classes of numerical problems that arise in data analysis procedures are optimization and integration problems. It is not always possible to analytically compute the estimators associated with a given model, and we are often led to consider numerical solutions. One way to avoid that problem is to use simulation. Monte Carlo estimation refers to simulating hypothetical draws from a probability distribution, in order to calculate significant quantities of that distribution. The basic idea of Monte Carlo consist of writing the integral as an expected value with respect to some probability distribution, and then approximated using the method of moment estimator ($E[g(X)] \approx \overline{g(X)} \dfrac{1}{n}\sum g(X_{i})$).

Uplift modeling aims to directly model the incremental impact of a treatment on an individual response. It has been widely and successfully used in healthcare analytics and business operations, where one tries to measure the net effect of a new medicine on patients or to understand the impact of a marketing campaign on company revenue. In this work, we address the problem from a new angle and reformulate it as a Markov Decision Process (MDP). This new formulation allows us to handle the lack of explicit labels, to deal with any number of actions (in comparison to the normal two action uplift modeling), and to apply it to applications with responses of general types, which is a challenging task for previous methods. Furthermore, we also design an unbiased metric for more accurate offline evaluation of uplift effects, set up a better reward function for the policy gradient method to solve the problem and adopt some action-based baselines to reduce variance. We conducted extensive experiments on both a synthetic dataset and real-world scenarios, and showed that our method can achieve significant improvement over previous methods.

In this work, we present our various contributions to the objective of building a decision support tool for the diagnosis of rare diseases. Our goal is to achieve a state of knowledge where the uncertainty about the patient's disease is below a predetermined threshold. We aim to reach such states while minimizing the average number of medical tests to perform. In doing so, we take into account the need, in many medical applications, to avoid, as much as possible, any misdiagnosis. To solve this optimization task, we investigate several reinforcement learning algorithm and make them operable in our high-dimensional and sparse-reward setting. We also present a way to combine expert knowledge, expressed as conditional probabilities, with real clinical data. This is crucial because the scarcity of data in the field of rare diseases prevents any approach based solely on clinical data. Finally we show that it is possible to integrate the ontological information about symptoms while remaining in our probabilistic reasoning. It enables our decision support tool to process information given at different level of precision by the user.

In common terminology, there are periods of'bull' market in which prices are more likely to rise and periods of'bear' market in which prices are more likely to fall. These different'states' of markets are commonly attributed in literature to unobservable, orlatent, regimes representing a set of macroeconomic, market and sentiment variables. Many time series models presented in literature tried to capture this phenomenon. Among the most popular methods, it is worth mentioning the TAR models (Tong 1978), trying to estimate'structural breaks' in the time series process, and the Markov Switching models (Hamilton 1989), where the change in regimes are parametrized by means of an unobserved state variable typically modelledas Markov chain. However, the application of TAR models in finance is frequently criticized since it cannot be established with certainty when a structural break has occurred in economic time series and the prior knowledge of major economic events could lead to bias in inference (Campbellet al. 1997). Markov switching models, on the other hand, are highly affected by the curse of dimensionality. In particular, for slightly more complex dynamics than the original proposal (Hamilton 1989), we need to rely on variational inference techniques or MCMC methods (Tsay 2005, Kim and Nelson 1999). This implies that, in a multivariate context and particularly if November 27, 2018 ForecastingMarketStates v2.1