Human posture recognition provides a dynamic field that has produced many methods. Using fuzzy subsets based data fusion methods to aggregate the results given by different types of recognition processes is a convenient way to improve recognition methods. Nevertheless, choosing a defuzzification method to imple-ment the decision is a crucial point of this approach. The goal of this paper is to present an approach where the choice of the defuzzification method is driven by the constraints of the final data user, which are expressed as limitations on indica-tors like confidence or accuracy. A practical experimentation illustrating this ap-proach is presented: from a depth camera sensor, human posture is interpreted and the defuzzification method is selected in accordance with the constraints of the final information consumer. The paper illustrates the interest of the approach in a context of postures based human robot communication.

Over past several years, deep learning has achieved huge successes in various applications. However, such a data-driven approach is often criticized for lack of interpretability. Recently, we proposed artificial quadratic neural networks consisting of second-order neurons in potentially many layers. In each second-order neuron, a quadratic function is used in the place of the inner product in a traditional neuron, and then undergoes a nonlinear activation. With a single second-order neuron, any fuzzy logic operation, such as XOR, can be implemented. In this sense, any deep network constructed with quadratic neurons can be interpreted as a deep fuzzy logic system. Since traditional neural networks and second-order counterparts can represent each other and fuzzy logic operations are naturally implemented in second-order neural networks, it is plausible to explain how a deep neural network works with a second-order network as the system model. In this paper, we generalize and categorize fuzzy logic operations implementable with individual second-order neurons, and then perform statistical/information theoretic analyses of exemplary quadratic neural networks.

Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize the current NNGP to first include a larger number of hyperparameters and subsequently train the model by maximum likelihood estimation. Unlike previous works on NNGP that targeted classification, here we apply the generalized NNGP to function approximation and to solving partial differential equations (PDEs). Specifically, we develop an analytical iteration formula to compute the covariance function of GP induced by deep NN with an error-function nonlinearity. We compare the performance of the generalized NNGP for function approximations and PDE solutions with those of GPs and fully-connected NNs. We observe that for smooth functions the generalized NNGP can yield the same order of accuracy with GP, while both NNGP and GP outperform deep NN. For non-smooth functions, the generalized NNGP is superior to GP and comparable or superior to deep NN.

In this exploratory article, we draw attention to the common formal ground among various estimators such as the belief functions of evidence theory and their relatives, approximation quality of rough set theory, and contextual probability. The unifying concept will be a general filter function composed of a basic probability and a weighting which varies according to the problem at hand. To compare the various filter functions we conclude with a simulation study with an example from the area of item response theory.

In this paper, we provide two new stable online algorithms for the problem of prediction in reinforcement learning, \emph{i.e.}, estimating the value function of a model-free Markov reward process using the linear function approximation architecture and with memory and computation costs scaling quadratically in the size of the feature set. The algorithms employ the multi-timescale stochastic approximation variant of the very popular cross entropy (CE) optimization method which is a model based search method to find the global optimum of a real-valued function. A proof of convergence of the algorithms using the ODE method is provided. We supplement our theoretical results with experimental comparisons. The algorithms achieve good performance fairly consistently on many RL benchmark problems with regards to computational efficiency, accuracy and stability.

Motivated by the success of reinforcement learning (RL) for discrete-time tasks such as AlphaGo and Atari games, there has been a recent surge of interest in using RL for continuous-time control of physical systems (cf. many challenging tasks in OpenAI Gym and the DeepMind Control Suite). Since discretization of time is susceptible to error, it is methodologically more desirable to handle the system dynamics directly in continuous time. However, very few techniques exist for continuous-time RL and they lack flexibility in value function approximation. In this paper, we propose a novel framework for continuous-time value function approximation based on reproducing kernel Hilbert spaces. The resulting framework is so flexible that it can accommodate any kind of kernel-based approach, such as Gaussian processes and the adaptive projected subgradient method, and it allows us to handle uncertainties and nonstationarity without prior knowledge about the environment or what basis functions to employ. We demonstrate the validity of the presented framework through experiments.

Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement learning, its theoretical analysis has proved challenging and few guarantees on its statistical efficiency are available. In this work, we provide a simple and explicit finite time analysis of temporal difference learning with linear function approximation. Except for a few key insights, our analysis mirrors standard techniques for analyzing stochastic gradient descent algorithms, and therefore inherits the simplicity and elegance of that literature. A final section of the paper shows that all of our main results extend to the study of Q-learning applied to high-dimensional optimal stopping problems.

This Ph.D. thesis deals with the optimization of several renewable energy resources development as well as the improvement of facilities management in oceanic engineering and airports, using computational hybrid methods belonging to AI to this end. Energy is essential to our society in order to ensure a good quality of life. This means that predictions over the characteristics on which renewable energies depend are necessary, in order to know the amount of energy that will be obtained at any time. The second topic tackled in this thesis is related to the basic parameters that influence in different marine activities and airports, whose knowledge is necessary to develop a proper facilities management in these environments. Within this work, a study of the state-of-the-art Machine Learning have been performed to solve the problems associated with the topics above-mentioned, and several contributions have been proposed: One of the pillars of this work is focused on the estimation of the most important parameters in the exploitation of renewable resources. The second contribution of this thesis is related to feature selection problems. The proposed methodologies are applied to multiple problems: the prediction of $H_s$, relevant for marine energy applications and marine activities, the estimation of WPREs, undesirable variations in the electric power produced by a wind farm, the prediction of global solar radiation in areas from Spain and Australia, really important in terms of solar energy, and the prediction of low-visibility events at airports. All of these practical issues are developed with the consequent previous data analysis, normally, in terms of meteorological variables.

GuideR: a guided separate-and-conquer rule learning in classification, regression, and survival settings Marek Sikora a,b,, Łukasz Wróbel a,b,, Adam Gudyś a, a Institute of Informatics, Silesian University of Technology, Akademicka 16, 44-100 Gliwice, Poland b Institute of Innovative Technologies, EMAG, Leopolda 31, 40-189 Katowice, PolandAbstract This article presents GuideR, a user-guided rule induction algorithm, which overcomes the largest limitation of the existing methods---the lack of the possibility to introduce user's preferences or domain knowledge to the rule learning process. Automatic selection of attributes and attribute ranges often leads to the situation in which resulting rules do not contain interesting information. We propose an induction algorithm which takes into account user's requirements. Our method uses the sequential covering approach and is suitable for classification, regression, and survival analysis problems. The effectiveness of the algorithm in all these tasks has been verified experimentally, confirming guided rule induction to be a powerful data analysis tool. Introduction Sequential covering rule induction algorithms can be used for both, predictive and descriptive purposes [1, 2, 3, 4]. In spite of the development of increasingly sophisticated versions of those algorithms [5, 6], the main principle remains unchanged and involves two phases: rule growing and rule pruning. In the latter, some of these conditions are removed. In comparison to other machine learning methods, rule sets obtained by sequential covering algorithm, also known as separate-and-conquer strategy (SnC), are characterized by good predictive as well as descriptive capabilities. Taking into consideration only the former, superior results can often be obtained using other methods, e.g. However, data models obtained this way are much less comprehensible than rule sets. In the case of rule learning for descriptive purposes, the algorithms of association rule induction [12, 13, 14] or subgroup discovery [15, 6], are applied. The former leads to a very large number of rules which must then be limited by filtering according to rule interestingness measures [16, 17, 18]. Nevertheless, rule sets obtained by subgroup discovery are characterized by worse predictive abilities than those generated by the standard sequential covering approach. Therefore, if creating a prediction system with comprehensible data model is the main objective, the application of sequential covering rule induction algorithms provides the most sensible solution.

Classifier ensembles are pattern recognition structures composed of a set of classification algorithms (members), organized in a parallel way, and a combination method with the aim of increasing the classification accuracy of a classification system. In this study, we investigate the application of a generalized mixture (GM) functions as a new approach for providing an efficient combination procedure for these systems through the use of dynamic weights in the combination process. Therefore, we present three GM functions to be applied as a combination method. The main advantage of these functions is that they can define dynamic weights at the member outputs, making the combination process more efficient. In order to evaluate the feasibility of the proposed approach, an empirical analysis is conducted, applying classifier ensembles to 25 different classification data sets. In this analysis, we compare the use of the proposed approaches to ensembles using traditional combination methods as well as the state-of-the-art ensemble methods. Our findings indicated gains in terms of performance when comparing the proposed approaches to the traditional ones as well as comparable results with the state-of-the-art methods.