We present a data-driven approach for probabilistic wind power forecasting based on conditional normalizing flow (CNF). In contrast with the existing, this approach is distribution-free (as for non-parametric and quantile-based approaches) and can directly yield continuous probability densities, hence avoiding quantile crossing. It relies on a base distribution and a set of bijective mappings. Both the shape parameters of the base distribution and the bijective mappings are approximated with neural networks. Spline-based conditional normalizing flow is considered owing to its non-affine characteristics. Over the training phase, the model sequentially maps input examples onto samples of base distribution, given the conditional contexts, where parameters are estimated through maximum likelihood. To issue probabilistic forecasts, one eventually maps samples of the base distribution into samples of a desired distribution. Case studies based on open datasets validate the effectiveness of the proposed model, and allows us to discuss its advantages and caveats with respect to the state of the art.

Abstract: One major drawback of deep convolutional neural networks (CNNs) for use in safety critical applications is their black-box nature. This makes it hard to verify or monitor complex, symbolic requirements on already trained computer vision CNNs. In this work, we present a simple, yet effective, approach to verify that a CNN complies with symbolic predicate logic rules which relate visual concepts. It is the first that (1) does not modify the CNN, (2) may use visual concepts that are no CNN in- or output feature, and (3) can leverage continuous CNN confidence outputs. To achieve this, we newly combine methods from explainable artificial intelligence and logic: First, using supervised concept embedding analysis, the output of a CNN is post-hoc enriched by concept outputs.

Abstract: Decision-making is a process of choosing among alternative courses of action for solving complicated problems where multi-criteria objectives are involved. The past few years have witnessed a growing recognition of Soft Computing technologies that underlie the conception, design and utilization of intelligent systems. Several works have been done where engineers and scientists have applied intelligent techniques and heuristics to obtain optimal decisions from imprecise information. In this paper, we present a concurrent fuzzy-neural network approach combining unsupervised and supervised learning techniques to develop the Tactical Air Combat Decision Support System (TACDSS). Abstract: Several adaptation techniques have been investigated to optimize fuzzy inference systems.

Bayesian models have many desirable properties, most notable is their ability to generalize from limited data and to properly estimate the uncertainty in their predictions. However, these benefits come at a steep computational cost as Bayesian inference, in most cases, is computationally intractable. One popular approach to alleviate this problem is using a Monte-Carlo estimation with an ensemble of models sampled from the posterior. However, this approach still comes at a significant computational cost, as one needs to store and run multiple models at test time. In this work, we investigate how to best distill an ensemble's predictions using an efficient model. First, we argue that current approaches that simply return distribution over predictions cannot compute important properties, such as the covariance between predictions, which can be valuable for further processing. Second, in many limited data settings, all ensemble members achieve nearly zero training loss, namely, they produce near-identical predictions on the training set which results in sub-optimal distilled models. To address both problems, we propose a novel and general distillation approach, named Functional Ensemble Distillation (FED), and we investigate how to best distill an ensemble in this setting. We find that learning the distilled model via a simple augmentation scheme in the form of mixup augmentation significantly boosts the performance. We evaluated our method on several tasks and showed that it achieves superior results in both accuracy and uncertainty estimation compared to current approaches.

We define the information threshold as the point of maximum curvature in the prior vs. posterior Bayesian curve, both of which are described as a function of the true positive and negative rates of the classification system in question. The nature of the threshold is such that for sufficiently adequate binary classification systems, retrieving excess information beyond the threshold does not significantly alter the reliability of our classification assessment. We hereby introduce the "marital status thought experiment" to illustrate this idea and report a previously undefined mathematical relationship between the Bayesian prior and posterior, which may have significant philosophical and epistemological implications in decision theory. Where the prior probability is a scalar between 0 and 1 given by $\phi$ and the posterior is a scalar between 0 and 1 given by $\rho$, then at the information threshold, $\phi_e$: $\phi_e + \rho_e = 1$ Otherwise stated, given some degree of prior belief, we may assert its persuasiveness when sufficient quality evidence yields a posterior so that their combined sum equals 1. Retrieving further evidence beyond this point does not significantly improve the posterior probability, and may serve as a benchmark for confidence in decision-making.

Application of interpretable machine learning techniques on medical datasets facilitate early and fast diagnoses, along with getting deeper insight into the data. Furthermore, the transparency of these models increase trust among application domain experts. Medical datasets face common issues such as heterogeneous measurements, imbalanced classes with limited sample size, and missing data, which hinder the straightforward application of machine learning techniques. In this paper we present a family of prototype-based (PB) interpretable models which are capable of handling these issues. The models introduced in this contribution show comparable or superior performance to alternative techniques applicable in such situations. However, unlike ensemble based models, which have to compromise on easy interpretation, the PB models here do not. Moreover we propose a strategy of harnessing the power of ensembles while maintaining the intrinsic interpretability of the PB models, by averaging the model parameter manifolds. All the models were evaluated on a synthetic (publicly available dataset) in addition to detailed analyses of two real-world medical datasets (one publicly available). Results indicated that the models and strategies we introduced addressed the challenges of real-world medical data, while remaining computationally inexpensive and transparent, as well as similar or superior in performance compared to their alternatives.

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However, existing IV methods require that an IV is selected and justified with domain knowledge. An invalid IV may lead to biased estimates. Hence, discovering a valid IV is critical to the applications of IV methods. In this paper, we study and design a data-driven algorithm to discover valid IVs from data under mild assumptions. We develop the theory based on partial ancestral graphs (PAGs) to support the search for a set of candidate Ancestral IVs (AIVs), and for each possible AIV, the identification of its conditioning set. Based on the theory, we propose a data-driven algorithm to discover a pair of IVs from data. The experiments on synthetic and real-world datasets show that the developed IV discovery algorithm estimates accurate estimates of causal effects in comparison with the state-of-the-art IV based causal effect estimators.

We consider the problem of conditional density estimation, which is a major topic of interest in the fields of statistical and machine learning. Our method, called Marginal Contrastive Discrimination, MCD, reformulates the conditional density function into two factors, the marginal density function of the target variable and a ratio of density functions which can be estimated through binary classification. Like noise-contrastive methods, MCD can leverage state-of-the-art supervised learning techniques to perform conditional density estimation, including neural networks. Our benchmark reveals that our method significantly outperforms in practice existing methods on most density models and regression datasets.

Atmospheric Extreme Events (EEs) cause severe damages to human societies and ecosystems. The frequency and intensity of EEs and other associated events are increasing in the current climate change and global warming risk. The accurate prediction, characterization, and attribution of atmospheric EEs is therefore a key research field, in which many groups are currently working by applying different methodologies and computational tools. Machine Learning (ML) methods have arisen in the last years as powerful techniques to tackle many of the problems related to atmospheric EEs. This paper reviews the ML algorithms applied to the analysis, characterization, prediction, and attribution of the most important atmospheric EEs. A summary of the most used ML techniques in this area, and a comprehensive critical review of literature related to ML in EEs, are provided. A number of examples is discussed and perspectives and outlooks on the field are drawn.

This article was written by Tirthajyoti Sarkar. Thanks to my CS7641 class at Georgia Tech in my MS Analytics program, where I discovered this concept and was inspired to write about it. It is somewhat surprising that among all the high-flying buzzwords of machine learning, we don't hear much about the one phrase which fuses some of the core concepts of statistical learning, information theory, and natural philosophy into a single three-word-combo. Moreover, it is not just an obscure and pedantic phrase meant for machine learning (ML) Ph.Ds and theoreticians. It has a precise and easily accessible meaning for anyone interested to explore, and a practical pay-off for the practitioners of ML and data science.