Learning Graphical Models
A Symbolic Approach to Explaining Bayesian Network Classifiers
Shih, Andy, Choi, Arthur, Darwiche, Adnan
We propose an approach for explaining Bayesian network classifiers, which is based on compiling such classifiers into decision functions that have a tractable and symbolic form. We introduce two types of explanations for why a classifier may have classified an instance positively or negatively and suggest algorithms for computing these explanations. The first type of explanation identifies a minimal set of the currently active features that is responsible for the current classification, while the second type of explanation identifies a minimal set of features whose current state (active or not) is sufficient for the classification. We consider in particular the compilation of Naive and Latent-Tree Bayesian network classifiers into Ordered Decision Diagrams (ODDs), providing a context for evaluating our proposal using case studies and experiments based on classifiers from the literature.
Deception in Optimal Control
In this paper, we consider an adversarial scenario where one agent seeks to achieve an objective and its adversary seeks to learn the agent's intentions and prevent the agent from achieving its objective. The agent has an incentive to try to deceive the adversary about its intentions, while at the same time working to achieve its objective. The primary contribution of this paper is to introduce a mathematically rigorous framework for the notion of deception within the context of optimal control. The central notion introduced in the paper is that of a belief-induced reward: a reward dependent not only on the agent's state and action, but also adversary's beliefs. Design of an optimal deceptive strategy then becomes a question of optimal control design on the product of the agent's state space and the adversary's belief space. The proposed framework allows for deception to be defined in an arbitrary control system endowed with a reward function, as well as with additional specifications limiting the agent's control policy. In addition to defining deception, we discuss design of optimally deceptive strategies under uncertainties in agent's knowledge about the adversary's learning process. In the latter part of the paper, we focus on a setting where the agent's behavior is governed by a Markov decision process, and show that the design of optimally deceptive strategies under lack of knowledge about the adversary naturally reduces to previously discussed problems in control design on partially observable or uncertain Markov decision processes. Finally, we present two examples of deceptive strategies: a "cops and robbers" scenario and an example where an agent may use camouflage while moving. We show that optimally deceptive strategies in such examples follow the intuitive idea of how to deceive an adversary in the above settings.
Fighting Accounting Fraud Through Forensic Data Analytics
Jofre, Maria, Gerlach, Richard
Accounting fraud is a global concern representing a significant threat to the financial system stability due to the resulting diminishing of the market confidence and trust of regulatory authorities. Several tricks can be used to commit accounting fraud, hence the need for non-static regulatory interventions that take into account different fraudulent patterns. Accordingly, this study aims to improve the detection of accounting fraud via the implementation of several machine learning methods to better differentiate between fraud and non-fraud companies, and to further assist the task of examination within the riskier firms by evaluating relevant financial indicators. Out-of-sample results suggest there is a great potential in detecting falsified financial statements through statistical modelling and analysis of publicly available accounting information. The proposed methodology can be of assistance to public auditors and regulatory agencies as it facilitates auditing processes, and supports more targeted and effective examinations of accounting reports.
A Regression Model of Recurrent Deep Neural Networks for Noise Robust Estimation of the Fundamental Frequency Contour of Speech
The fundamental frequency (F0) contour of speech is a key aspect to represent speech prosody that finds use in speech and spoken language analysis such as voice conversion and speech synthesis as well as speaker and language identification. This work proposes new methods to estimate the F0 contour of speech using deep neural networks (DNNs) and recurrent neural networks (RNNs). They are trained using supervised learning with the ground truth of F0 contours. The latest prior research addresses this problem first as a frame-by-frame-classification problem followed by sequence tracking using deep neural network hidden Markov model (DNN-HMM) hybrid architecture. This study, however, tackles the problem as a regression problem instead, in order to obtain F0 contours with higher frequency resolution from clean and noisy speech. Experiments using PTDB-TUG corpus contaminated with additive noise (NOISEX-92) show the proposed method improves gross pitch error (GPE) by more than 25 % at signal-to-noise ratios (SNRs) between -10 dB and +10 dB as compared with one of the most noise-robust F0 trackers, PEFAC. Furthermore, the performance on fine pitch error (FPE) is improved by approximately 20 % against a state-of-the-art DNN-HMM-based approach.
On Improving Deep Reinforcement Learning for POMDPs
Zhu, Pengfei, Li, Xin, Poupart, Pascal, Miao, Guanghui
Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done in deep RL to handle partially observable environments. We propose a new architecture called Action-specific Deep Recurrent Q-Network (ADRQN) to enhance learning performance in partially observable domains. Actions are encoded by a fully connected layer and coupled with a convolutional observation to form an action-observation pair. The time series of action-observation pairs are then integrated by an LSTM layer that learns latent states based on which a fully connected layer computes Q-values as in conventional Deep Q-Networks (DQNs). We demonstrate the effectiveness of our new architecture in several partially observable domains, including flickering Atari games.
The Logistic Regression Algorithm – Towards Data Science
Like many other machine learning techniques, it is borrowed from the field of statistics and despite its name, it is not an algorithm for regression problems, where you want to predict a continuous outcome. Instead, Logistic Regression is the go-to method for binary classification. It gives you a discrete binary outcome between 0 and 1. To say it in simpler words, it's outcome is either one thing or another. A simple example of a Logistic Regression problem would be an algorithm used for cancer detection that takes screening picture as an input and should tell if a patient has cancer (1) or not (0).
Lifted Filtering via Exchangeable Decomposition
Lüdtke, Stefan, Schröder, Max, Bader, Sebastian, Kersting, Kristian, Kirste, Thomas
We present a model for exact recursive Bayesian filtering based on lifted multiset states. Combining multisets with lifting makes it possible to simultaneously exploit multiple strategies for reducing inference complexity when compared to list-based grounded state representations. The core idea is to borrow the concept of Maximally Parallel Multiset Rewriting Systems and to enhance it by concepts from Rao-Blackwellization and Lifted Inference, giving a representation of state distributions that enables efficient inference. In worlds where the random variables that define the system state are exchangeable -- where the identity of entities does not matter -- it automatically uses a representation that abstracts from ordering (achieving an exponential reduction in complexity) -- and it automatically adapts when observations or system dynamics destroy exchangeability by breaking symmetry.
Constructive Preference Elicitation over Hybrid Combinatorial Spaces
Dragone, Paolo, Teso, Stefano, Passerini, Andrea
Preference elicitation is the task of suggesting a highly preferred configuration to a decision maker. The preferences are typically learned by querying the user for choice feedback over pairs or sets of objects. In its constructive variant, new objects are synthesized "from scratch" by maximizing an estimate of the user utility over a combinatorial (possibly infinite) space of candidates. In the constructive setting, most existing elicitation techniques fail because they rely on exhaustive enumeration of the candidates. A previous solution explicitly designed for constructive tasks comes with no formal performance guarantees, and can be very expensive in (or unapplicable to) problems with non-Boolean attributes. We propose the Choice Perceptron, a Perceptron-like algorithm for learning user preferences from set-wise choice feedback over constructive domains and hybrid Boolean-numeric feature spaces. We provide a theoretical analysis on the attained regret that holds for a large class of query selection strategies, and devise a heuristic strategy that aims at optimizing the regret in practice. Finally, we demonstrate its effectiveness by empirical evaluation against existing competitors on constructive scenarios of increasing complexity.
An Additive Approximation to Multiplicative Noise
Nicholson, Ruanui, Kaipio, Jari P.
Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal distributions, multiplicative noise approximations are straightforward to implement. There are a number of limitations in existing approaches to marginalize over multiplicative errors, such as positivity of the multiplicative noise term. The focus in this paper is in large dimensional (inverse) problems for which sampling type approaches have too high computational complexity. In this paper, we propose an alternative approach to carry out approximative marginalization over the multiplicative error by embedding the statistics in an additive error term. The approach is essentially a Bayesian one in that the statistics of the additive error is induced by the statistics of the other unknowns. As an example, we consider a deconvolution problem on random fields with different statistics of the multiplicative noise. Furthermore, the approach allows for correlated multiplicative noise. We show that the proposed approach provides feasible error estimates in the sense that the posterior models support the actual image.
Fast Online Exact Solutions for Deterministic MDPs with Sparse Rewards
Bertram, Joshua R., Yang, Xuxi, Wei, Peng
Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on approximation techniques to solve MDPs with large state space and/or action space. However, most of these classical solution approaches and their approximation techniques still take much computation time to converge and usually must be re-computed if the reward function is changed. This paper introduces a novel alternative approach for exactly and efficiently solving deterministic, continuous MDPs with sparse reward sources. When the environment is such that the "distance" between states can be determined in constant time, e.g. grid world, our algorithm offers $O( |R|^2 \times |A|^2 \times |S|)$, where $|R|$ is the number of reward sources, $|A|$ is the number of actions, and $|S|$ is the number of states. Memory complexity for the algorithm is $O( |S| + |R| \times |A|)$. This new approach opens new avenues for boosting computational performance for certain classes of MDPs and is of tremendous value for MDP applications such as robotics and unmanned systems. This paper describes the algorithm and presents numerical experiment results to demonstrate its powerful computational performance. We also provide rigorous mathematical description of the approach.