This study presents PRISM, a probabilistic simplex component analysis approach to identifying the vertices of a data-circumscribing simplex from data. The problem has a rich variety of applications, the most notable being hyperspectral unmixing in remote sensing and non-negative matrix factorization in machine learning. PRISM uses a simple probabilistic model, namely, uniform simplex data distribution and additive Gaussian noise, and it carries out inference by maximum likelihood. The inference model is sound in the sense that the vertices are provably identifiable under some assumptions, and it suggests that PRISM can be effective in combating noise when the number of data points is large. PRISM has strong, but hidden, relationships with simplex volume minimization, a powerful geometric approach for the same problem. We study these fundamental aspects, and we also consider algorithmic schemes based on importance sampling and variational inference. In particular, the variational inference scheme is shown to resemble a matrix factorization problem with a special regularizer, which draws an interesting connection to the matrix factorization approach. Numerical results are provided to demonstrate the potential of PRISM.

Machine Learning (ML) seems to be one of the most promising solution to automate partially or completely some of the complex tasks currently realized by humans, such as driving vehicles, recognizing voice, etc. It is also an opportunity to implement and embed new capabilities out of the reach of classical implementation techniques. However, ML techniques introduce new potential risks. Therefore, they have only been applied in systems where their benefits are considered worth the increase of risk. In practice, ML techniques raise multiple challenges that could prevent their use in systems submitted to certification constraints. But what are the actual challenges? Can they be overcome by selecting appropriate ML techniques, or by adopting new engineering or certification practices? These are some of the questions addressed by the ML Certification 3 Workgroup (WG) set-up by the Institut de Recherche Technologique Saint Exup\'ery de Toulouse (IRT), as part of the DEEL Project.

Bayesian statistics are methods that allow for the systematic updating of prior beliefs in the evidence of new data [1]. The fundamental theorem that these methods are built upon is known as Bayes' theorem. A conclusion reached on the basis of evidence and reasoning [2]. If we infer the value of a given parameter we use information available to us to deduce what the most likely value of that parameter is. Scientists quantify their uncertainty in their inferences using probabilities.

The design and testing of supervised machine learning models combine two fundamental distributions: (1) the training data distribution (2) the testing data distribution. Although these two distributions are identical and identifiable when the data set is infinite; they are imperfectly known (and possibly distinct) when the data is finite (and possibly corrupted) and this uncertainty must be taken into account for robust Uncertainty Quantification (UQ). We present a general decision-theoretic bootstrapping solution to this problem: (1) partition the available data into a training subset and a UQ subset (2) take $m$ subsampled subsets of the training set and train $m$ models (3) partition the UQ set into $n$ sorted subsets and take a random fraction of them to define $n$ corresponding empirical distributions $\mu_{j}$ (4) consider the adversarial game where Player I selects a model $i\in\left\{ 1,\ldots,m\right\} $, Player II selects the UQ distribution $\mu_{j}$ and Player I receives a loss defined by evaluating the model $i$ against data points sampled from $\mu_{j}$ (5) identify optimal mixed strategies (probability distributions over models and UQ distributions) for both players. These randomized optimal mixed strategies provide optimal model mixtures and UQ estimates given the adversarial uncertainty of the training and testing distributions represented by the game. The proposed approach provides (1) some degree of robustness to distributional shift in both the distribution of training data and that of the testing data (2) conditional probability distributions on the output space forming aleatory representations of the uncertainty on the output as a function of the input variable.

Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which can wrap around any survival prediction algorithm to produce calibrated, covariate-dependent lower predictive bounds on survival times. In the Type I right-censoring setting, when the censoring times are completely exogenous, the lower predictive bounds have guaranteed coverage in finite samples without any assumptions other than that of operating on independent and identically distributed data points. Under a more general conditionally independent censoring assumption, the bounds satisfy a doubly robust property which states the following: marginal coverage is approximately guaranteed if either the censoring mechanism or the conditional survival function is estimated well. Further, we demonstrate that the lower predictive bounds remain valid and informative for other types of censoring. The validity and efficiency of our procedure are demonstrated on synthetic data and real COVID-19 data from the UK Biobank.

We study the problem of reconstructing a perfect matching $M^*$ hidden in a randomly weighted $n\times n$ bipartite graph. The edge set includes every node pair in $M^*$ and each of the $n(n-1)$ node pairs not in $M^*$ independently with probability $d/n$. The weight of each edge $e$ is independently drawn from the distribution $\mathcal{P}$ if $e \in M^*$ and from $\mathcal{Q}$ if $e \notin M^*$. We show that if $\sqrt{d} B(\mathcal{P},\mathcal{Q}) \le 1$, where $B(\mathcal{P},\mathcal{Q})$ stands for the Bhattacharyya coefficient, the reconstruction error (average fraction of misclassified edges) of the maximum likelihood estimator of $M^*$ converges to $0$ as $n\to \infty$. Conversely, if $\sqrt{d} B(\mathcal{P},\mathcal{Q}) \ge 1+\epsilon$ for an arbitrarily small constant $\epsilon>0$, the reconstruction error for any estimator is shown to be bounded away from $0$ under both the sparse and dense model, resolving the conjecture in [Moharrami et al. 2019, Semerjian et al. 2020]. Furthermore, in the special case of complete exponentially weighted graph with $d=n$, $\mathcal{P}=\exp(\lambda)$, and $\mathcal{Q}=\exp(1/n)$, for which the sharp threshold simplifies to $\lambda=4$, we prove that when $\lambda \le 4-\epsilon$, the optimal reconstruction error is $\exp\left( - \Theta(1/\sqrt{\epsilon}) \right)$, confirming the conjectured infinite-order phase transition in [Semerjian et al. 2020].

The exploration-exploitation trade-off is central to the description of adaptive behaviour in fields ranging from machine learning, to biology, to economics. While many approaches have been taken, one approach to solving this trade-off has been to equip or propose that agents possess an intrinsic 'exploratory drive' which is often implemented in terms of maximizing the agents information gain about the world -- an approach which has been widely studied in machine learning and cognitive science. In this paper we mathematically investigate the nature and meaning of such approaches and demonstrate that this combination of utility maximizing and information-seeking behaviour arises from the minimization of an entirely difference class of objectives we call divergence objectives. We propose a dichotomy in the objective functions underlying adaptive behaviour between \emph{evidence} objectives, which correspond to well-known reward or utility maximizing objectives in the literature, and \emph{divergence} objectives which instead seek to minimize the divergence between the agent's expected and desired futures, and argue that this new class of divergence objectives could form the mathematical foundation for a much richer understanding of the exploratory components of adaptive and intelligent action, beyond simply greedy utility maximization.

We present RAWLSNET, a system for altering Bayesian Network (BN) models to satisfy the Rawlsian principle of fair equality of opportunity (FEO). RAWLSNET's BN models generate aspirational data distributions: data generated to reflect an ideally fair, FEO-satisfying society. FEO states that everyone with the same talent and willingness to use it should have the same chance of achieving advantageous social positions (e.g., employment), regardless of their background circumstances (e.g., socioeconomic status). Satisfying FEO requires alterations to social structures such as school assignments. Our paper describes RAWLSNET, a method which takes as input a BN representation of an FEO application and alters the BN's parameters so as to satisfy FEO when possible, and minimize deviation from FEO otherwise. We also offer guidance for applying RAWLSNET, including on recognizing proper applications of FEO. We demonstrate the use of our system with publicly available data sets. RAWLSNET's altered BNs offer the novel capability of generating aspirational data for FEO-relevant tasks. Aspirational data are free from the biases of real-world data, and thus are useful for recognizing and detecting sources of unfairness in machine learning algorithms besides biased data.

In the estimation of the causal effect under linear Structural Causal Models (SCMs), it is common practice to first identify the causal structure, estimate the probability distributions, and then calculate the causal effect. However, if the goal is to estimate the causal effect, it is not necessary to fix a single causal structure or probability distributions. In this paper, we first show from a Bayesian perspective that it is Bayes optimal to weight (average) the causal effects estimated under each model rather than estimating the causal effect under a fixed single model. This idea is also known as Bayesian model averaging. Although the Bayesian model averaging is optimal, as the number of candidate models increases, the weighting calculations become computationally hard. We develop an approximation to the Bayes optimal estimator by using Gaussian scale mixture distributions.

As transparency becomes key for robotics and AI, it will be necessary to evaluate the methods through which transparency is provided, including automatically generated natural language (NL) explanations. Here, we explore parallels between the generation of such explanations and the much-studied field of evaluation of Natural Language Generation (NLG). Specifically, we investigate which of the NLG evaluation measures map well to explanations. We present the ExBAN corpus: a crowd-sourced corpus of NL explanations for Bayesian Networks. We run correlations comparing human subjective ratings with NLG automatic measures. We find that embedding-based automatic NLG evaluation methods, such as BERTScore and BLEURT, have a higher correlation with human ratings, compared to word-overlap metrics, such as BLEU and ROUGE. This work has implications for Explainable AI and transparent robotic and autonomous systems.