We report an exact likelihood computation for Linear Gaussian Markov processes that is more scalable than existing algorithms for complex models and sparsely sampled signals. Better scaling is achieved through elimination of repeated computations in the Kalman likelihood, and by using the diagonalized form of the state transition equation. Using this efficient computation, we study the accuracy of kernel learning using maximum likelihood and the posterior mean in a simulation experiment. The posterior mean with a reference prior is more accurate for complex models and sparse sampling. Because of its lower computation load, the maximum likelihood estimator is an attractive option for more densely sampled signals and lower order models. We confirm estimator behavior in experimental data through their application to speleothem data.

Electroencephalographic (EEG) monitoring of neural activity is widely used for sleep disorder diagnostics and research. The standard of care is to manually classify 30-second epochs of EEG time-domain traces into 5 discrete sleep stages. Unfortunately, this scoring process is subjective and time-consuming, and the defined stages do not capture the heterogeneous landscape of healthy and clinical neural dynamics. This motivates the search for a data-driven and principled way to identify the number and composition of salient, reoccurring brain states present during sleep. To this end, we propose a Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM), combined with wide-sense stationary (WSS) time series spectral estimation to construct a generative model for personalized subject sleep states. In addition, we employ multitaper spectral estimation to further reduce the large variance of the spectral estimates inherent to finite-length EEG measurements. By applying our method to both simulated and human sleep data, we arrive at three main results: 1) a Bayesian nonparametric automated algorithm that recovers general temporal dynamics of sleep, 2) identification of subject-specific "microstates" within canonical sleep stages, and 3) discovery of stage-dependent sub-oscillations with shared spectral signatures across subjects.

We propose to learn a stochastic recurrent model to solve the problem of simultaneous localisation and mapping (SLAM). Our model is a deep variational Bayes filter augmented with a latent global variable---similar to an external memory component---representing the spatially structured environment. Reasoning about the pose of an agent and the map of the environment is then naturally expressed as posterior inference in the resulting generative model. We evaluate the method on a set of randomly generated mazes which are traversed by an agent equipped with laser range finders. Path integration based on an accurate motion model is consistently outperformed, and most importantly, drift practically eliminated. Our approach inherits favourable properties from neural networks, such as differentiability, flexibility and the ability to train components either in isolation or end-to-end.

One of the drawbacks of frequent episode mining is that overwhelmingly many of the discovered patterns are redundant. Free-rider episode, as a typical example, consists of a real pattern doped with some additional noise events. Because of the possible high support of the inside noise events, such free-rider episodes may have abnormally high support that they cannot be filtered by frequency based framework. An effective technique for filtering free-rider episodes is using a partition model to divide an episode into two consecutive subepisodes and comparing the observed support of such episode with its expected support under the assumption that these two subepisodes occur independently. In this paper, we take more complex subepisodes into consideration and develop a novel partition model named EDP for free-rider episode filtering from a given set of episodes. It combines (1) a dual partition strategy which divides an episode to an underlying real pattern and potential noises; (2) a novel definition of the expected support of a free-rider episode based on the proposed partition strategy. We can deem the episode interesting if the observed support is substantially higher than the expected support estimated by our model. The experiments on synthetic and real-world datasets demonstrate EDP can effectively filter free-rider episodes compared with existing state-of-the-arts.

Modern advancements in Artificial Intelligence (AI) are set to change our world for the better. These developments have largely been made possible due to technologies such as cloud sharing, data analytics, blockchain, and improved computing power. These technologies have significantly improved machine learning, the main cause driver behind AI advancements. Machine learning is probably the most important component of developing Artificial Intelligence. The process of machine learning involves running repeated simulations on a computer, recording the results, and then running new tests based on the previous outcomes.

User Simulators are one of the major tools that enable offline training of task-oriented dialogue systems. For this task the Agenda-Based User Simulator (ABUS) is often used. The ABUS is based on hand-crafted rules and its output is in semantic form. Issues arise from both properties such as limited diversity and the inability to interface a text-level belief tracker. This paper introduces the Neural User Simulator (NUS) whose behaviour is learned from a corpus and which generates natural language, hence needing a less labelled dataset than simulators generating a semantic output. In comparison to much of the past work on this topic, which evaluates user simulators on corpus-based metrics, we use the NUS to train the policy of a reinforcement learning based Spoken Dialogue System. The NUS is compared to the ABUS by evaluating the policies that were trained using the simulators. Cross-model evaluation is performed i.e. training on one simulator and testing on the other. Furthermore, the trained policies are tested on real users. In both evaluation tasks the NUS outperformed the ABUS.

A reliable modeling of uncertain evidence in Bayesian networks based on a set-valued quantification is proposed. Both soft and virtual evidences are considered. We show that evidence propagation in this setup can be reduced to standard updating in an augmented credal network, equivalent to a set of consistent Bayesian networks. A characterization of the computational complexity for this task is derived together with an efficient exact procedure for a subclass of instances. In the case of multiple uncertain evidences over the same variable, the proposed procedure can provide a set-valued version of the geometric approach to opinion pooling.

Causal inference from observation data often assumes "strong ignorability," that all confounders are observed. This assumption is standard yet untestable. However, many scientific studies involve multiple causes, different variables whose effects are simultaneously of interest. We propose the deconfounder, an algorithm that combines unsupervised machine learning and predictive model checking to perform causal inference in multiple-cause settings. The deconfounder infers a latent variable as a substitute for unobserved confounders and then uses that substitute to perform causal inference. We develop theory for when the deconfounder leads to unbiased causal estimates, and show that it requires weaker assumptions than classical causal inference. We analyze its performance in three types of studies: semi-simulated data around smoking and lung cancer, semi-simulated data around genomewide association studies, and a real dataset about actors and movie revenue. The deconfounder provides a checkable approach to estimating close-to-truth causal effects.

Embedding methods which enforce a partial order or lattice structure over the concept space, such as Order Embeddings (OE) (Vendrov et al., 2016), are a natural way to model transitive relational data (e.g. entailment graphs). However, OE learns a deterministic knowledge base, limiting expressiveness of queries and the ability to use uncertainty for both prediction and learning (e.g. learning from expectations). Probabilistic extensions of OE (Lai and Hockenmaier, 2017) have provided the ability to somewhat calibrate these denotational probabilities while retaining the consistency and inductive bias of ordered models, but lack the ability to model the negative correlations found in real-world knowledge. In this work we show that a broad class of models that assign probability measures to OE can never capture negative correlation, which motivates our construction of a novel box lattice and accompanying probability measure to capture anticorrelation and even disjoint concepts, while still providing the benefits of probabilistic modeling, such as the ability to perform rich joint and conditional queries over arbitrary sets of concepts, and both learning from and predicting calibrated uncertainty. We show improvements over previous approaches in modeling the Flickr and WordNet entailment graphs, and investigate the power of the model.