Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their dynamics. Temporal point processes offer an elegant framework for modeling event data without discretizing the time. However, the existing maximum-likelihood-estimation (MLE) learning paradigm requires hand-crafting the intensity function beforehand and cannot directly monitor the goodness-of-fit of the estimated model in the process of training. To alleviate the risk of model-misspecification in MLE, we propose to generate samples from the generative model and monitor the quality of the samples in the process of training until the samples and the real data are indistinguishable. We take inspiration from reinforcement learning (RL) and treat the generation of each event as the action taken by a stochastic policy. We parameterize the policy as a flexible recurrent neural network and gradually improve the policy to mimic the observed event distribution. Since the reward function is unknown in this setting, we uncover an analytic and nonparametric form of the reward function using an inverse reinforcement learning formulation. This new RL framework allows us to derive an efficient policy gradient algorithm for learning flexible point process models, and we show that it performs well in both synthetic and real data.

Abstract--A crucial and time-sensitive task when any disaster occurs is to rescue victims and distribute resources to the right groups and locations. This task is challenging in populated urban areas, due to the huge burst of help requests generated in a very short period. To improve the efficiency of the emergency response in the immediate aftermath of a disaster, we propose a heuristic multi-agent reinforcement learning scheduling algorithm, named as ResQ, which can effectively schedule the rapid deployment of volunteers to rescue victims in dynamic settings. The core concept is to quickly identify victims and volunteers from social network data and then schedule rescue parties with an adaptive learning algorithm. This framework performs two key functions: 1) identify trapped victims and rescue volunteers, and 2) optimize the volunteers' rescue strategy in a complex time-sensitive environment. The proposed ResQ algorithm can speed up the training processes through a heuristic function which reduces the state-action space by identifying the set of particular actions over others. Experimental results showed that the proposed heuristic multi-agent reinforcement learning based scheduling outperforms several state-of-art methods, in terms of both reward rate and response times. Natural disasters have always posed a critical threat to human beings, often being accompanied by major loss of life and property damage. In recent years, we have witnessed more frequent and intense natural disasters all over the world.

Statistical Machine Learning (SML) refers to a body of algorithms and methods by which computers are allowed to discover important features of input data sets which are often very large in size. The very task of feature discovery from data is essentially the meaning of the keyword `learning' in SML. Theoretical justifications for the effectiveness of the SML algorithms are underpinned by sound principles from different disciplines, such as Computer Science and Statistics. The theoretical underpinnings particularly justified by statistical inference methods are together termed as statistical learning theory. This paper provides a review of SML from a Bayesian decision theoretic point of view -- where we argue that many SML techniques are closely connected to making inference by using the so called Bayesian paradigm. We discuss many important SML techniques such as supervised and unsupervised learning, deep learning, online learning and Gaussian processes especially in the context of very large data sets where these are often employed. We present a dictionary which maps the key concepts of SML from Computer Science and Statistics. We illustrate the SML techniques with three moderately large data sets where we also discuss many practical implementation issues. Thus the review is especially targeted at statisticians and computer scientists who are aspiring to understand and apply SML for moderately large to big data sets.

Learning from positive and unlabeled data or PU learning is the setting where a learner only has access to positive examples and unlabeled data. The assumption is that the unlabeled data can contain both positive and negative examples. This setting has attracted increasing interest within the machine learning literature as this type of data naturally arises in applications such as medical diagnosis and knowledge base completion. This article provides a survey of the current state of the art in PU learning. It proposes seven key research questions that commonly arise in this field and provides a broad overview of how the field has tried to address them.

Generative classifiers are a wide class of machine learning models that consist in estimating the joint probability distributions over the predictor and class variables. From the estimated distribution a decision can be made over the class variable given the values of the predictors. Algebraic and geometric methods can be valuable tools in dealing with discrete probabilities as graphical models(Garcia et al., 2005; Settimi and Smith, 1998), contingency tables and exponential families (Diaconis and Sturmfels, 1995; Fienberg and Gilbert, 1970). Varando et al. (2015) have studied the decision functions induced by a large class of generative classifiers based on Bayesian networks, extending the results of Minsky (1961); Peot (1996) and Jaeger (2003). Ling and Zhang (2002) have described the complexity of Bayesian network classifiers linking the graph structure with the maximum order of the XORs that are representable by the corresponding classifier. In this article we develop a framework to study generative binary classifiers, over categorical predictors, under conditional independences.

We propose a generic framework to calibrate accuracy and confidence (score) of a prediction through stochastic inferences in deep neural networks. We first analyze relation between variation of multiple model parameters for a single example inference and variance of the corresponding prediction scores by Bayesian modeling of stochastic regularization. Our empirical observation shows that accuracy and score of a prediction are highly correlated with variance of multiple stochastic inferences given by stochastic depth or dropout. Motivated by these facts, we design a novel variance-weighted confidence-integrated loss function that is composed of two cross-entropy loss terms with respect to ground-truth and uniform distribution, which are balanced by variance of stochastic prediction scores. The proposed loss function enables us to learn deep neural networks that predict confidence calibrated scores using a single inference. Our algorithm presents outstanding confidence calibration performance and improves classification accuracy with two popular stochastic regularization techniques---stochastic depth and dropout---in multiple models and datasets; it alleviates overconfidence issue in deep neural networks significantly by training networks to achieve prediction accuracy proportional to confidence of prediction.

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known score-and-search approach. However, selecting a single model (i.e., the best scoring BN) can be misleading or may not achieve the best possible accuracy. An alternative to committing to a single model is to perform some form of Bayesian or frequentist model averaging, where the space of possible BNs is sampled or enumerated in some fashion. Unfortunately, existing approaches for model averaging either severely restrict the structure of the Bayesian network or have only been shown to scale to networks with fewer than 30 random variables. In this paper, we propose a novel approach to model averaging inspired by performance guarantees in approximation algorithms. Our approach has two primary advantages. First, our approach only considers credible models in that they are optimal or near-optimal in score. Second, our approach is more efficient and scales to significantly larger Bayesian networks than existing approaches.

Probabilistic graphical models are powerful tools which allow us to formalise our knowledge about the world and reason about its inherent uncertainty. There exist a considerable number of methods for performing inference in probabilistic graphical models; however, they can be computationally costly due to significant time burden and/or storage requirements; or they lack theoretical guarantees of convergence and accuracy when applied to large scale graphical models. To this end, we propose the Universal Marginaliser Importance Sampler (UM-IS) -- a hybrid inference scheme that combines the flexibility of a deep neural network trained on samples from the model and inherits the asymptotic guarantees of importance sampling. We show how combining samples drawn from the graphical model with an appropriate masking function allows us to train a single neural network to approximate any of the corresponding conditional marginal distributions, and thus amortise the cost of inference. We also show that the graph embeddings can be applied for tasks such as: clustering, classification and interpretation of relationships between the nodes. Finally, we benchmark the method on a large graph (>1000 nodes), showing that UM-IS outperforms sampling-based methods by a large margin while being computationally efficient.

Planning has been very successful for control tasks with known environment dynamics. To leverage planning in unknown environments, the agent needs to learn the dynamics from interactions with the world. However, learning dynamics models that are accurate enough for planning has been a long-standing challenge, especially in image-based domains. We propose the Deep Planning Network (PlaNet), a purely model-based agent that learns the environment dynamics from pixels and chooses actions through online planning in latent space. To achieve high performance, the dynamics model must accurately predict the rewards ahead for multiple time steps. We approach this problem using a latent dynamics model with both deterministic and stochastic transition function and a generalized variational inference objective that we name latent overshooting. Using only pixel observations, our agent solves continuous control tasks with contact dynamics, partial observability, and sparse rewards. PlaNet uses significantly fewer episodes and reaches final performance close to and sometimes higher than top model-free algorithms.

We introduce end-to-end neural network based models for simulating users of task-oriented dialogue systems. User simulation in dialogue systems is crucial from two different perspectives: (i) automatic evaluation of different dialogue models, and (ii) training task-oriented dialogue systems. We design a hierarchical sequence-to-sequence model that first encodes the initial user goal and system turns into fixed length representations using Recurrent Neural Networks (RNN). It then encodes the dialogue history using another RNN layer. At each turn, user responses are decoded from the hidden representations of the dialogue level RNN. This hierarchical user simulator (HUS) approach allows the model to capture undiscovered parts of the user goal without the need of an explicit dialogue state tracking. We further develop several variants by utilizing a latent variable model to inject random variations into user responses to promote diversity in simulated user responses and a novel goal regularization mechanism to penalize divergence of user responses from the initial user goal. We evaluate the proposed models on movie ticket booking domain by systematically interacting each user simulator with various dialogue system policies trained with different objectives and users.