The price elasticity of demand can be estimated from observational data using instrumental variables (IV). However, naive IV estimators may be inconsistent in settings with autocorrelated time series. We argue that causal time graphs can simplify IV identification and help select consistent estimators. To do so, we propose to first model the equilibrium condition by an unobserved confounder, deriving a directed acyclic graph (DAG) while maintaining the assumption of a simultaneous determination of prices and quantities. We then exploit recent advances in graphical inference to derive valid IV estimators, including estimators that achieve consistency by simultaneously estimating nuisance effects. We further argue that observing significant differences between the estimates of presumably valid estimators can help to reject false model assumptions, thereby improving our understanding of underlying economic dynamics. We apply this approach to the German electricity market, estimating the price elasticity of demand on simulated and real-world data. The findings underscore the importance of accounting for structural autocorrelation in IV-based analysis.

Robotic manipulators are widely used in various industries for complex and repetitive tasks. However, they remain vulnerable to unexpected hardware failures. In this study, we address the challenge of enabling a robotic manipulator to complete tasks despite joint malfunctions. Specifically, we develop a reinforcement learning (RL) framework to adaptively compensate for a non-functional joint during task execution. Our experimental platform is the Franka robot with 7 degrees of freedom (DOFs). We formulate the problem as a partially observable Markov decision process (POMDP), where the robot is trained under various joint failure conditions and tested in both seen and unseen scenarios. We consider scenarios where a joint is permanently broken and where it functions intermittently. Additionally, we demonstrate the effectiveness of our approach by comparing it with traditional inverse kinematics-based control methods. The results show that the RL algorithm enables the robot to successfully complete tasks even with joint failures, achieving a high success rate with an average rate of 93.6%. This showcases its robustness and adaptability. Our findings highlight the potential of RL to enhance the resilience and reliability of robotic systems, making them better suited for unpredictable environments. All related codes and models are published online.

Probabilistic regression models trained with maximum likelihood estimation (MLE), can sometimes overestimate variance to an unacceptable degree. This is mostly problematic in the multivariate domain. While univariate models often optimize the popular Continuous Ranked Probability Score (CRPS), in the multivariate domain, no such alternative to MLE has yet been widely accepted. The Energy Score - the most investigated alternative - notoriously lacks closed-form expressions and sensitivity to the correlation between target variables. In this paper, we propose Conditional CRPS: a multivariate strictly proper scoring rule that extends CRPS. We show that closed-form expressions exist for popular distributions and illustrate their sensitivity to correlation. We then show in a variety of experiments on both synthetic and real data, that Conditional CRPS often outperforms MLE, and produces results comparable to state-of-the-art non-parametric models, such as Distributional Random Forest (DRF).

Machine learning is permeating every conceivable domain to promote data-driven decision support. The focus is often on advanced black-box models due to their assumed performance advantages, whereas interpretable models are often associated with inferior predictive qualities. More recently, however, a new generation of generalized additive models (GAMs) has been proposed that offer promising properties for capturing complex, non-linear patterns while remaining fully interpretable. To uncover the merits and limitations of these models, this study examines the predictive performance of seven different GAMs in comparison to seven commonly used machine learning models based on a collection of twenty tabular benchmark datasets. To ensure a fair and robust model comparison, an extensive hyperparameter search combined with cross-validation was performed, resulting in 68,500 model runs. In addition, this study qualitatively examines the visual output of the models to assess their level of interpretability. Based on these results, the paper dispels the misconception that only black-box models can achieve high accuracy by demonstrating that there is no strict trade-off between predictive performance and model interpretability for tabular data. Furthermore, the paper discusses the importance of GAMs as powerful interpretable models for the field of information systems and derives implications for future work from a socio-technical perspective.

Testing a hypothesized causal model against observational data is a key prerequisite for many causal inference tasks. A natural approach is to test whether the conditional independence relations (CIs) assumed in the model hold in the data. While a model can assume exponentially many CIs (with respect to the number of variables), testing all of them is both impractical and unnecessary. Causal graphs, which encode these CIs in polynomial space, give rise to local Markov properties that enable model testing with a significantly smaller subset of CIs. Model testing based on local properties requires an algorithm to list the relevant CIs. However, existing algorithms for realistic settings with hidden variables and non-parametric distributions can take exponential time to produce even a single CI constraint. In this paper, we introduce the c-component local Markov property (C-LMP) for causal graphs with hidden variables. Since C-LMP can still invoke an exponential number of CIs, we develop a polynomial delay algorithm to list these CIs in poly-time intervals. To our knowledge, this is the first algorithm that enables poly-delay testing of CIs in causal graphs with hidden variables against arbitrary data distributions. Experiments on real-world and synthetic data demonstrate the practicality of our algorithm.

Coronary Heart Disease affects millions of people worldwide and is a well-studied area of healthcare. There are many viable and accurate methods for the diagnosis and prediction of heart disease, but they have limiting points such as invasiveness, late detection, or cost. Supervised learning via machine learning algorithms presents a low-cost (computationally speaking), non-invasive solution that can be a precursor for early diagnosis. In this study, we applied several well-known methods and benchmarked their performance against each other. It was found that Random Forest with oversampling of the predictor variable produced the highest accuracy of 84%.

Penetration testing is an essential means of proactive defense in the face of escalating cybersecurity incidents. Traditional manual penetration testing methods are time-consuming, resource-intensive, and prone to human errors. Current trends in automated penetration testing are also impractical, facing significant challenges such as the curse of dimensionality, scalability issues, and lack of adaptability to network changes. To address these issues, we propose MEGA-PT, a meta-game penetration testing framework, featuring micro tactic games for node-level local interactions and a macro strategy process for network-wide attack chains. The micro- and macro-level modeling enables distributed, adaptive, collaborative, and fast penetration testing. MEGA-PT offers agile solutions for various security schemes, including optimal local penetration plans, purple teaming solutions, and risk assessment, providing fundamental principles to guide future automated penetration testing. Our experiments demonstrate the effectiveness and agility of our model by providing improved defense strategies and adaptability to changes at both local and network levels.

Although research has produced promising results demonstrating the utility of active inference (AIF) in Markov decision processes (MDPs), there is relatively less work that builds AIF models in the context of environments and problems that take the form of partially observable Markov decision processes (POMDPs). In POMDP scenarios, the agent must infer the unobserved environmental state from raw sensory observations, e.g., pixels in an image. Additionally, less work exists in examining the most difficult form of POMDP-centered control: continuous action space POMDPs under sparse reward signals. In this work, we address issues facing the AIF modeling paradigm by introducing novel prior preference learning techniques and self-revision schedules to help the agent excel in sparse-reward, continuous action, goal-based robotic control POMDP environments. Empirically, we show that our agents offer improved performance over state-of-the-art models in terms of cumulative rewards, relative stability, and success rate. The code in support of this work can be found at https://github.com/NACLab/robust-active-inference.

Task allocation in multi-human multi-robot (MH-MR) teams presents significant challenges due to the inherent heterogeneity of team members, the dynamics of task execution, and the information uncertainty of operational states. Existing approaches often fail to address these challenges simultaneously, resulting in suboptimal performance. To tackle this, we propose ATA-HRL, an adaptive task allocation framework using hierarchical reinforcement learning (HRL), which incorporates initial task allocation (ITA) that leverages team heterogeneity and conditional task reallocation in response to dynamic operational states. Additionally, we introduce an auxiliary state representation learning task to manage information uncertainty and enhance task execution. Through an extensive case study in large-scale environmental monitoring tasks, we demonstrate the benefits of our approach.

Learning Bayesian Networks (BNs) from high-dimensional data is a complex and time-consuming task. Although there are approaches based on horizontal (instances) or vertical (variables) partitioning in the literature, none can guarantee the same theoretical properties as the Greedy Equivalence Search (GES) algorithm, except those based on the GES algorithm itself. In this paper, we propose a directed ring-based distributed method that uses GES as the local learning algorithm, ensuring the same theoretical properties as GES but requiring less CPU time. The method involves partitioning the set of possible edges and constraining each processor in the ring to work only with its received subset. The global learning process is an iterative algorithm that carries out several rounds until a convergence criterion is met. In each round, each processor receives a BN from its predecessor in the ring, fuses it with its own BN model, and uses the result as the starting solution for a local learning process constrained to its set of edges. Subsequently, it sends the model obtained to its successor in the ring. Experiments were carried out on three large domains (400-1000 variables), demonstrating our proposal's effectiveness compared to GES and its fast version (fGES).