The standard approach to answering an identifiable causal-effect query (e.g., $P(Y|do(X)$) when given a causal diagram and observational data is to first generate an estimand, or probabilistic expression over the observable variables, which is then evaluated using the observational data. In this paper, we propose an alternative paradigm for answering causal-effect queries over discrete observable variables. We propose to instead learn the causal Bayesian network and its confounding latent variables directly from the observational data. Then, efficient probabilistic graphical model (PGM) algorithms can be applied to the learned model to answer queries. Perhaps surprisingly, we show that this \emph{model completion} learning approach can be more effective than estimand approaches, particularly for larger models in which the estimand expressions become computationally difficult. We illustrate our method's potential using a benchmark collection of Bayesian networks and synthetically generated causal models.

Bayesian learning provides a unified skeleton to solve the electrophysiological source imaging task. From this perspective, existing source imaging algorithms utilize the Gaussian assumption for the observation noise to build the likelihood function for Bayesian inference. However, the electromagnetic measurements of brain activity are usually affected by miscellaneous artifacts, leading to a potentially non-Gaussian distribution for the observation noise. Hence the conventional Gaussian likelihood model is a suboptimal choice for the real-world source imaging task. In this study, we aim to solve this problem by proposing a new likelihood model which is robust with respect to non-Gaussian noises. Motivated by the robust maximum correntropy criterion, we propose a new improper distribution model concerning the noise assumption. This new noise distribution is leveraged to structure a robust likelihood function and integrated with hierarchical prior distributions to estimate source activities by variational inference. In particular, the score matching is adopted to determine the hyperparameters for the improper likelihood model. A comprehensive performance evaluation is performed to compare the proposed noise assumption to the conventional Gaussian model. Simulation results show that, the proposed method can realize more precise source reconstruction by designing known ground-truth. The real-world dataset also demonstrates the superiority of our new method with the visual perception task. This study provides a new backbone for Bayesian source imaging, which would facilitate its application using real-world noisy brain signal.

Incorporating inductive biases is a promising approach for tackling challenging robot learning domains with sample-efficient solutions. This paper identifies partially observable domains where symmetries can be a useful inductive bias for efficient learning. Specifically, by encoding the equivariance regarding specific group symmetries into the neural networks, our actor-critic reinforcement learning agents can reuse solutions in the past for related scenarios. Consequently, our equivariant agents outperform non-equivariant approaches significantly in terms of sample efficiency and final performance, demonstrated through experiments on a range of robotic tasks in simulation and real hardware.

Dynamic pricing is a promising strategy to address the challenges of smart charging, as traditional time-of-use (ToU) rates and stationary pricing (SP) do not dynamically react to changes in operating conditions, reducing revenue for charging station (CS) vendors and affecting grid stability. Previous studies evaluated single objectives or linear combinations of objectives for EV CS pricing solutions, simplifying trade-offs and preferences among objectives. We develop a novel formulation for the dynamic pricing problem by addressing multiple conflicting objectives efficiently instead of solely focusing on one objective or metric, as in earlier works. We find optimal trade-offs or Pareto solutions efficiently using Non-dominated Sorting Genetic Algorithms (NSGA) II and NSGA III. A dynamic pricing model quantifies the relationship between demand and price while simultaneously solving multiple conflicting objectives, such as revenue, quality of service (QoS), and peak-to-average ratios (PAR). A single method can only address some of the above aspects of dynamic pricing comprehensively. We present a three-part dynamic pricing approach using a Bayesian model, multi-objective optimization, and multi-criteria decision-making (MCDM) using pseudo-weight vectors. To address the research gap in CS pricing, our method selects solutions using revenue, QoS, and PAR metrics simultaneously. Two California charging sites' real-world data validates our approach.

Centralized Training for Decentralized Execution, where agents are trained offline in a centralized fashion and execute online in a decentralized manner, has become a popular approach in Multi-Agent Reinforcement Learning (MARL). In particular, it has become popular to develop actor-critic methods that train decentralized actors with a centralized critic where the centralized critic is allowed access global information of the entire system, including the true system state. Such centralized critics are possible given offline information and are not used for online execution. While these methods perform well in a number of domains and have become a de facto standard in MARL, using a centralized critic in this context has yet to be sufficiently analyzed theoretically or empirically. In this paper, we therefore formally analyze centralized and decentralized critic approaches, and analyze the effect of using state-based critics in partially observable environments. We derive theories contrary to the common intuition: critic centralization is not strictly beneficial, and using state values can be harmful. We further prove that, in particular, state-based critics can introduce unexpected bias and variance compared to history-based critics. Finally, we demonstrate how the theory applies in practice by comparing different forms of critics on a wide range of common multi-agent benchmarks. The experiments show practical issues such as the difficulty of representation learning with partial observability, which highlights why the theoretical problems are often overlooked in the literature.

Lemons and oranges, both are the most economically significant citrus fruits globally. The production of lemons and oranges is severely affected due to diseases in its growth stages. Fruit quality has degraded due to the presence of flaws. Thus, it is necessary to diagnose the disease accurately so that we can avoid major loss of lemons and oranges. To improve citrus farming, we proposed a disease classification approach for lemons and oranges. This approach would enable early disease detection and intervention, reduce yield losses, and optimize resource allocation. For the initial modeling of disease classification, the research uses innovative deep learning architectures such as VGG16, VGG19 and ResNet50. In addition, for achieving better accuracy, the basic machine learning algorithms used for classification problems include Random Forest, Naive Bayes, K-Nearest Neighbors (KNN) and Logistic Regression. The lemon and orange fruits diseases are classified more accurately (95.0% for lemon and 99.69% for orange) by the model. The model's base features were extracted from the ResNet50 pre-trained model and the diseases are classified by the Logistic Regression which beats the performance given by VGG16 and VGG19 for other classifiers. Experimental outcomes show that the proposed model also outperforms existing models in which most of them classified the diseases using the Softmax classifier without using any individual classifiers.

Recently, reinforcement learning (RL) has proved a promising alternative for conventional local heuristics in score-based approaches to learning directed acyclic causal graphs (DAGs) from observational data. However, the intricate acyclicity constraint still challenges the efficient exploration of the vast space of DAGs in existing methods. In this study, we introduce ALIAS (reinforced dAg Learning wIthout Acyclicity conStraints), a novel approach to causal discovery powered by the RL machinery. Our method features an efficient policy for generating DAGs in just a single step with an optimal quadratic complexity, fueled by a novel parametrization of DAGs that directly translates a continuous space to the space of all DAGs, bypassing the need for explicitly enforcing acyclicity constraints. This approach enables us to navigate the search space more effectively by utilizing policy gradient methods and established scoring functions. In addition, we provide compelling empirical evidence for the strong performance of ALIAS in comparison with state-of-the-arts in causal discovery over increasingly difficult experiment conditions on both synthetic and real datasets.

Density deconvolution addresses the estimation of the unknown (probability) density function $f$ of a random signal from data that are observed with an independent additive random noise. This is a classical problem in statistics, for which frequentist and Bayesian nonparametric approaches are available to deal with static or batch data. In this paper, we consider the problem of density deconvolution in a streaming or online setting where noisy data arrive progressively, with no predetermined sample size, and we develop a sequential nonparametric approach to estimate $f$. By relying on a quasi-Bayesian sequential approach, often referred to as Newton's algorithm, we obtain estimates of $f$ that are of easy evaluation, computationally efficient, and with a computational cost that remains constant as the amount of data increases, which is critical in the streaming setting. Large sample asymptotic properties of the proposed estimates are studied, yielding provable guarantees with respect to the estimation of $f$ at a point (local) and on an interval (uniform). In particular, we establish local and uniform central limit theorems, providing corresponding asymptotic credible intervals and bands. We validate empirically our methods on synthetic and real data, by considering the common setting of Laplace and Gaussian noise distributions, and make a comparison with respect to the kernel-based approach and a Bayesian nonparametric approach with a Dirichlet process mixture prior.

Decentralized stochastic control problems are intrinsically difficult to study because of the inapplicability of standard tools from centralized control such as dynamic programming and the resulting computational complexity. In this paper, we address some of these challenges for decentralized stochastic control with Borel spaces under three different but tightly related information structures under a unified theme: the one-step delayed information sharing pattern, the K-step periodic information sharing pattern, and the completely decentralized information structure where no sharing of information occurs. We will show that the one-step delayed and K-step periodic problems can be reduced to a centralized MDP, generalizing prior results which considered finite, linear, or static models, by addressing several measurability questions. The separated nature of policies under both information structures is then established. We then provide sufficient conditions for the transition kernels of both centralized reductions to be weak-Feller, which facilitates rigorous approximation and learning theoretic results. We will then show that for the completely decentralized control problem finite memory local policies are near optimal under a joint conditional mixing condition. This is achieved by obtaining a bound for finite memory policies which goes to zero as memory size increases. We will also provide a performance bound for the K-periodic problem, which results from replacing the full common information by a finite sliding window of information. The latter will depend on the condition of predictor stability in expected total variation, which we will establish. We finally show that under the periodic information sharing pattern, a quantized Q-learning algorithm converges asymptotically towards a near optimal solution. Each of the above, to our knowledge, is a new contribution to the literature.

In quantitative finance, machine learning methods are essential for alpha generation. This study introduces a new approach that combines Hidden Markov Models (HMM) and neural networks, integrated with Black-Litterman portfolio optimization. During the COVID period (2019-2022), this dual-model approach achieved a 83% return with a Sharpe ratio of 0.77. It incorporates two risk models to enhance risk management, showing efficiency during volatile periods. The methodology was implemented on the QuantConnect platform, which was chosen for its robust framework and experimental reproducibility. The system, which predicts future price movements, includes a three-year warm-up to ensure proper algorithm function. It targets highly liquid, large-cap energy stocks to ensure stable and predictable performance while also considering broker payments. The dual-model alpha system utilizes log returns to select the optimal state based on the historical performance. It combines state predictions with neural network outputs, which are based on historical data, to generate trading signals. This study examined the architecture of the trading system, data pre-processing, training, and performance. The full code and backtesting data are available under the QuantConnect terms.