Point patterns are sets or multi-sets of unordered elements that can be found in numerous data sources. However, in data analysis tasks such as classification and novelty detection, appropriate statistical models for point pattern data have not received much attention. This paper proposes the modelling of point pattern data via random finite sets (RFS). In particular, we propose appropriate likelihood functions, and a maximum likelihood estimator for learning a tractable family of RFS models. In novelty detection, we propose novel ranking functions based on RFS models, which substantially improve performance.

We consider the problem of estimating the underlying graph associated with a Markov random field, with the added twist that the decoding algorithm can iteratively choose which subsets of nodes to sample based on the previous samples, resulting in an active learning setting. Considering both Ising and Gaussian models, we provide algorithm-independent lower bounds for high-probability recovery within the class of degree-bounded graphs. Our main results are minimax lower bounds for the active setting that match the best known lower bounds for the passive setting, which in turn are known to be tight in several cases of interest. Our analysis is based on Fano's inequality, along with novel mutual information bounds for the active learning setting, and the application of restricted graph ensembles. While we consider ensembles that are similar or identical to those used in the passive setting, we require different analysis techniques, with a key challenge being bounding a mutual information quantity associated with observed subsets of nodes, as opposed to full observations.

The use of Bayesian methods in large-scale data settings is attractive because of the rich hierarchical models, uncertainty quantification, and prior specification they provide. Standard Bayesian inference algorithms are computationally expensive, however, making their direct application to large datasets difficult or infeasible. Recent work on scaling Bayesian inference has focused on modifying the underlying algorithms to, for example, use only a random data subsample at each iteration. We leverage the insight that data is often redundant to instead obtain a weighted subset of the data (called a coreset) that is much smaller than the original dataset. We can then use this small coreset in any number of existing posterior inference algorithms without modification. In this paper, we develop an efficient coreset construction algorithm for Bayesian logistic regression models. We provide theoretical guarantees on the size and approximation quality of the coreset -- both for fixed, known datasets, and in expectation for a wide class of data generative models. Crucially, the proposed approach also permits efficient construction of the coreset in both streaming and parallel settings, with minimal additional effort. We demonstrate the efficacy of our approach on a number of synthetic and real-world datasets, and find that, in practice, the size of the coreset is independent of the original dataset size. Furthermore, constructing the coreset takes a negligible amount of time compared to that required to run MCMC on it.

This paper proposes a hierarchical feature extractor for non-stationary streaming time series based on the concept of switching observable Markov chain models. The slow time-scale non-stationary behaviors are considered to be a mixture of quasi-stationary fast time-scale segments that are exhibited by complex dynamical systems. The idea is to model each unique stationary characteristic without a priori knowledge (e.g., number of possible unique characteristics) at a lower logical level, and capture the transitions from one low-level model to another at a higher level. In this context, the concepts in the recently developed Symbolic Dynamic Filtering (SDF) is extended, to build an online algorithm suited for handling quasi-stationary data at a lower level and a non-stationary behavior at a higher level without a priori knowledge. A key observation made in this study is that the rate of change of data likelihood seems to be a better indicator of change in data characteristics compared to the traditional methods that mostly consider data likelihood for change detection. The algorithm minimizes model complexity and captures data likelihood. Efficacy demonstration and comparative evaluation of the proposed algorithm are performed using time series data simulated from systems that exhibit nonlinear dynamics. We discuss results that show that the proposed hierarchical SDF algorithm can identify underlying features with significantly high degree of accuracy, even under very noisy conditions. Algorithm is demonstrated to perform better than the baseline Hierarchical Dirichlet Process-Hidden Markov Models (HDP-HMM). The low computational complexity of algorithm makes it suitable for on-board, real time operations.

Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of clusters, with a given consumer often associated with several clusters, making it difficult to classify consumers into stable representative groups and to predict individual energy consumption patterns. In this paper, we present a shape-based approach that better classifies and predicts consumer energy consumption behavior at the household level. The method is based on Dynamic Time Warping. DTW seeks an optimal alignment between energy consumption patterns reflecting the effect of hidden patterns of regular consumer behavior. Using real consumer 24-hour load curves from Opower Corporation, our method results in a 50% reduction in the number of representative groups and an improvement in prediction accuracy measured under DTW distance. We extend the approach to estimate which electrical devices will be used and in which hours.

Includes profile, demo downloads, and job openings. Developer of software systems that solve resource optimization, planning, scheduling, and deployment problems for the air transportation, gaming, healthcare, hospitality, and security industries. Source for neural network based data modeling, prediction, forecasting and optimization solutions. Areas of focus includes: Banking and Finance, Manufacturing, Marketing, Medical. Uses artificial-intelligence technologies to prevent fraud in transaction environments such as finance, e-commerce, telecommunications, and insurance.

It is often critical in real-world applications to: (i) perform inverse learning of the cost parameters of a multi-objective reward based on observed agent behavior; (ii) perform sensitivity analyses of policies to various parameter settings; and (iii) analyze and optimize policy performance as a function of policy parameters. When such problems have mixed discrete and continuous state and/or action spaces, this leads to parameterized hybrid MDPs (PHMDPs) that are often approximately solved via discretization, sampling, and/or local gradient methods (when optimization is involved). In this paper we combine two recent advances that allow for the first exact solution and optimization of PHMDPs. We first show how each of the aforementioned use cases can be formalized as PHMDPs, which can then be solved via an extension of symbolic dynamic programming (SDP) even when the solution is piecewise nonlinear. Secondly, we leverage recent advances in non-convex solvers such as dReal and dOp (that offer δ-optimality guarantees for nonlinear problems given a symbolic function) for non-convex global optimization in (i), (ii), and (iii) using SDP to derive symbolic solutions to each PHMDP formalization. We demonstrate the efficacy and scalability of our framework by calculating the first known exact solutions to complex nonlinear examples of each of the aforementioned use cases.

While recent advances in offline reasoning techniques and online execution strategies have made planning under uncertainty more robust, the application of plans in partially-known environments is still a difficult and important topic. In this paper we present an approach for predicting new information about a partially-known initial state, represented as a multigraph utilizing Maximum-Margin Multi-Valued Regression. We evaluate this approach in four different domains, demonstrating high recall and accuracy.

We propose a framework for semi-automated annotation of video frames where the video is of an object that at any point in time can be labeled as being in one of a finite number of discrete states. A Hidden Markov Model (HMM) is used to model (1) the behavior of the underlying object and (2) the noisy observation of its state through an image processing algorithm. The key insight of this approach is that the annotation of frame-by-frame video can be reduced from a problem of labeling every single image to a problem of detecting a transition between states of the underlying objected being recording on video. The performance of the framework is evaluated on a driver gaze classification dataset composed of 16,000,000 images that were fully annotated over 6,000 hours of direct manual annotation labor. On this dataset, we achieve a 13x reduction in manual annotation for an average accuracy of 99.1% and a 84x reduction for an average accuracy of 91.2%.

Procedural content generation (PCG) for videogames relies on a commitment to the semantics of the game. Concepts such as enemies or solidity are required for the creation of levels for platformer games. As humans, we can instantly identify the underlying semantics of a game from brief snippets of game play video or from playing the game. Previous PCG systems have needed humans to identify the semantic properties of objects in the game, either implicitly or explicitly. We propose a system that can automatically learn the semantic properties of game objects by observation of events in the game via a causal learning framework. We apply this learning approach to play traces from the Super Mario Bros. series.