Monitoring team activity is beneficial when human teams cooperate in the enactment of a joint plan. Monitoring allows teams to maintain awareness of each other's progress within the plan and it enables anticipation of information needs. Humans find this difficult, particularly in time-stressed and uncertain environments. In this paper we introduce a probabilistic model, based on Conditional Random Fields, to automatically recognise the composition of teams and the team activities in relation to a plan. The team composition and activities are recognised incrementally by interpreting a stream of spatio-temporal observations.

The mixture of multivariate Bernoulli distributions (MMB) is a statistical model for high-dimensional binary data in widespread use. Recently, the MMB has been used to model the sequence of packet receptions and losses of wireless links in sensor networks. Given an MMB trained on long data traces recorded from links of a deployed network, one can then use samples from the MMB to test different routing algorithms for as long as desired. However, learning an accurate model for a new link requires collecting from it long traces over periods of hours, a costly process in practice (e.g. limited battery life). We propose an algorithm that can adapt a preexisting MMB trained with extensive data to a new link from which very limited data is available. Our approach constrains the new MMB's parameters through a nonlinear transformation of the existing MMB's parameters. The transformation has a small number of parameters that are estimated using a generalized EM algorithm with an inner loop of BFGS iterations. We demonstrate the efficacy of the approach using the MNIST dataset of handwritten digits, and wireless link data from a sensor network. We show we can learn accurate models from data traces of about 1 minute, about 10 times shorter than needed if training an MMB from scratch.

In this paper, we tackle the challenges of multi-label classification by developing a general conditional dependency network model. The proposed model is a cyclic directed graphical model, which provides an intuitive representation for the dependencies among multiple label variables, and a well integrated framework for efficient model training using binary classifiers and label predictions using Gibbs sampling inference. Our experiments show the proposed conditional model can effectively exploit the label dependency to improve multi-label classification performance.

In this paper we consider a (possibly continuous) space of Bernoulli experiments. We assume that the Bernoulli distributions of the points are correlated. All evidence data comes in the form of successful or failed experiments at different points. Current state-of-the-art methods for expressing a distribution over a continuum of Bernoulli distributions use logistic Gaussian processes or Gaussian copula processes. However, both of these require computationally expensive matrix operations (cubic in the general case). We introduce a more intuitive approach, directly correlating beta distributions by sharing evidence between them according to a kernel function, an approach which has linear time complexity. The approach can easily be extended to multiple outcomes, giving a continuous correlated Dirichlet process.This approach can be used for classification (both binary and multi-class) and learning the actual probabilities of the Bernoulli distributions. We show results for a number of data sets, as well as a case-study where a mixture of continuous beta processes is used as part of an automated stroke rehabilitation system.

However, it has been shown that the antecedents of individual rules Decision rules, which can provide good interpretability may contain irrelevant conditions. C4.5rules (Quinlan, 1993) and flexibility for data mining tasks, uses an optimization procedure to simplify conditions. The have received very little attention in the stream optimization is done in two phases. First, each rule is generalized mining community so far. In this work we introduce by deleting conditions that do not seem to be helpful a new algorithm to learn rule sets, designed in discriminating the classes. A greedy search method is for open-ended data streams.

In this paper we present a new algorithm for generatively learning the structure of Markov Logic Networks. This algorithm relies on a graph of predicates, which summarizes the links existing between predicates and on relational information between ground atoms in the training database. Candidate clauses are produced by means of a heuristical variabilization technique. According to our first experiments, this approach appears to be promising.

Sequence classification is central to many practical problems within machine learning. Distances metrics between arbitrary pairs of sequences can be hard to define because sequences can vary in length and the information contained in the order of sequence elements is lost when standard metrics such as Euclidean distance are applied. We present a scheme that employs a Hidden Markov Model variant to produce a set of fixed-length description vectors from a set of sequences. We then define three inference algorithms, a Baum-Welch variant, a Gibbs Sampling algorithm, and a variational algorithm, to infer model parameters. Finally, we show experimentally that the fixed length representation produced by these inference methods is useful for classifying sequences of amino acids into structural classes

Topic models have a wide range of applications, including modeling of text documents, images, user preferences, product rankings, and many others. However, learning optimal models may be difficult, especially for large problems. The reason is that inference techniques such as Gibbs sampling often converge to suboptimal models due to the abundance of local minima in large datasets. In this paper, we propose a general method of improving the performance of topic models. The method, called 'grouping transform', works by introducing auxiliary variables which represent assignments of the original model tokens to groups. Using these auxiliary variables, it becomes possible to resample an entire group of tokens at a time. This allows the sampler to make larger state space moves. As a result, better models are learned and performance is improved. The proposed ideas are illustrated on several topic models and several text and image datasets. We show that the grouping transform significantly improves performance over standard models.

Lifted message passing algorithms exploit repeated structure within a given graphical model to answer queries efficiently. Given evidence, they construct a lifted network of supernodes and superpotentials corresponding to sets of nodes and potentials that are indistinguishable given the evidence. Recently, efficient algorithms were presented for updating the structure of an existing lifted network with incremental changes to the evidence. In the inference stage, however, current algorithms need to construct a separate lifted network for each evidence case and run a modified message passing algorithm on each lifted network separately. Consequently, symmetries across the inference tasks are not exploited. In this paper, we present a novel lifted message passing technique that exploits symmetries across multiple evidence cases. The benefits of this multi-evidence lifted inference are shown for several important AI tasks such as computing personalized PageRanks and Kalman filters via multi-evidence lifted Gaussian belief propagation.

Many applications of causal inference, such as finding the relationship between stock prices and news reports, involve both discrete and continuous variables observed over time. Inference with these complex sets of temporal data, though, has remained difficult and required a number of simplifications. We show that recent approaches for inferring temporal relationships (represented as logical formulas) can be adapted for inference with continuous valued effects. Building on advances in logic, PCTLc (an extension of PCTL with numerical constraints) is introduced here to allow representation and inference of relationships with a mixture of discrete and continuous components. Then, finding significant relationships in the continuous case can be done using the conditional expectation of an effect, rather than its conditional probability. We evaluate this approach on both synthetically generated and actual financial market data, demonstrating that it can allow us to answer different questions than the discrete approach can.