AI and humans bring complementary skills to group deliberations. Modeling this group decision making is especially challenging when the deliberations include an element of risk and an exploration-exploitation process of appraising the capabilities of the human and AI agents. To investigate this question, we presented a sequence of intellective issues to a set of human groups aided by imperfect AI agents. A group's goal was to appraise the relative expertise of the group's members and its available AI agents, evaluate the risks associated with different actions, and maximize the overall reward by reaching consensus. We propose and empirically validate models of human-AI team decision making under such uncertain circumstances, and show the value of socio-cognitive constructs of prospect theory, influence dynamics, and Bayesian learning in predicting the behavior of human-AI groups.

Fuzzy Cognitive Maps (FCMs) have emerged as an interpretable signed weighted digraph method consisting of nodes (concepts) and weights which represent the dependencies among the concepts. Although FCMs have attained considerable achievements in various time series prediction applications, designing an FCM model with time-efficient training method is still an open challenge. Thus, this paper introduces a novel univariate time series forecasting technique, which is composed of a group of randomized high order FCM models labeled R-HFCM. The novelty of the proposed R-HFCM model is relevant to merging the concepts of FCM and Echo State Network (ESN) as an efficient and particular family of Reservoir Computing (RC) models, where the least squares algorithm is applied to train the model. From another perspective, the structure of R-HFCM consists of the input layer, reservoir layer, and output layer in which only the output layer is trainable while the weights of each sub-reservoir components are selected randomly and keep constant during the training process. As case studies, this model considers solar energy forecasting with public data for Brazilian solar stations as well as Malaysia dataset, which includes hourly electric load and temperature data of the power supply company of the city of Johor in Malaysia. The experiment also includes the effect of the map size, activation function, the presence of bias and the size of the reservoir on the accuracy of R-HFCM method. The obtained results confirm the outperformance of the proposed R-HFCM model in comparison to the other methods. This study provides evidence that FCM can be a new way to implement a reservoir of dynamics in time series modelling.

This paper proposes an efficient approach to learning disentangled representations with causal mechanisms based on the difference of conditional probabilities in original and new distributions. We approximate the difference with models' generalization abilities so that it fits in the standard machine learning framework and can be efficiently computed. In contrast to the state-of-the-art approach, which relies on the learner's adaptation speed to new distribution, the proposed approach only requires evaluating the model's generalization ability. We provide a theoretical explanation for the advantage of the proposed method, and our experiments show that the proposed technique is 1.9-11.0 Causal reasoning is a fundamental tool that has shown significant impact in different disciplines (Rubin & Waterman, 2006; Ramsey et al., 2010; Rotmensch et al., 2017; Schölkopf et al., 2021), and it has roots in work by David Hume in the eighteenth century (Hume, 2003) and classical AI (Pearl, 2003). Causality has been mainly studied from a statistical perspective (Pearl, 2009; Peters et al., 2016; Greenland et al., 1999; Pearl, 2018) with Judea Pearl's work on the causal calculus leading its statistical development. More recently, there has been a growing interest in integrating statistical techniques into machine learning to leverage their benefits. Welling raises a particular question about how to disentangle correlation from causation in machine learning settings to take advantage of the sample efficiency and generalization abilities of causal reasoning (Welling, 2015). Although machine learning has achieved important results on a variety of tasks like computer vision and games over the past decade (e.g., Mnih et al. (2015); Silver et al. (2017); Szegedy et al. (2017); Hudson & Manning (2018)), current approaches can struggle to generalize when the test data distribution is much different from the training distribution (common in real applications). Further, these successful methods are typically "data-hungry", requiring an abundance of labeled examples to perform well across data distributions. In statistical settings, encoding the causal structure in models has been shown to have significant efficiency advantages.

Concise granule descriptions for definable granules and approaching descriptions for indefinable granules are challenging and important issues in granular computing. The concept with only common attributes has been intensively studied. To investigate the granules with some special needs, we propose a novel type of compound concepts in this paper, i.e., common-and-necessary concept. Based on the definitions of concept-forming operations, the logical formulas are derived for each of the following types of concepts: formal concept, object-induced three-way concept, object oriented concept and common-and-necessary concept. Furthermore, by utilizing the logical relationship among various concepts, we have derived concise and unified equivalent conditions for definable granules and approaching descriptions for indefinable granules for all four kinds of concepts.

Assuming distributions are Gaussian often facilitates computations that are otherwise intractable. We consider an agent who is designed to attain a low information ratio with respect to a bandit environment with a Gaussian prior distribution and a Gaussian likelihood function, but study the agent's performance when applied instead to a Bernoulli bandit. We establish a bound on the increase in Bayesian regret when an agent interacts with the Bernoulli bandit, relative to an information-theoretic bound satisfied with the Gaussian bandit. If the Gaussian prior distribution and likelihood function are sufficiently diffuse, this increase grows with the square-root of the time horizon, and thus the per-timestep increase vanishes. Our results formalize the folklore that so-called Bayesian agents remain effective when instantiated with diffuse misspecified distributions.

This paper presents local minimax regret lower bounds for adaptively controlling linear-quadratic-Gaussian (LQG) systems. We consider smoothly parametrized instances and provide an understanding of when logarithmic regret is impossible which is both instance specific and flexible enough to take problem structure into account. This understanding relies on two key notions: That of local-uninformativeness; when the optimal policy does not provide sufficient excitation for identification of the optimal policy, and yields a degenerate Fisher information matrix; and that of information-regret-boundedness, when the small eigenvalues of a policy-dependent information matrix are boundable in terms of the regret of that policy. Combined with a reduction to Bayesian estimation and application of Van Trees' inequality, these two conditions are sufficient for proving regret bounds on order of magnitude $\sqrt{T}$ in the time horizon, $T$. This method yields lower bounds that exhibit tight dimensional dependencies and scale naturally with control-theoretic problem constants. For instance, we are able to prove that systems operating near marginal stability are fundamentally hard to learn to control. We further show that large classes of systems satisfy these conditions, among them any state-feedback system with both $A$- and $B$-matrices unknown. Most importantly, we also establish that a nontrivial class of partially observable systems, essentially those that are over-actuated, satisfy these conditions, thus providing a $\sqrt{T}$ lower bound also valid for partially observable systems. Finally, we turn to two simple examples which demonstrate that our lower bound captures classical control-theoretic intuition: our lower bounds diverge for systems operating near marginal stability or with large filter gain -- these can be arbitrarily hard to (learn to) control.

In this paper, we introduce stochastic block majorization-minimization, where the surrogates can now be only block multi-convex and a single block is optimized at a time within a diminishing radius. Relaxing the standard strong convexity requirements for surrogates in SMM, our framework gives wider applicability including online CANDECOMP/PARAFAC (CP) dictionary learning and yields greater computational efficiency especially when the problem dimension is large. We provide an extensive convergence analysis on the proposed algorithm, which we derive under possibly dependent data streams, relaxing the standard i.i.d. Our results provide first convergence rate bounds for various online matrix and tensor decomposition algorithms under a general Markovian data setting. Empirical loss minimization is a classical problem setting regarding parameter estimation with a growing number of observations, where one seeks to minimize a recursively defined empirical loss function as new data arrives. Some of its well-known applications include maximum likelihood estimation, or more generally, M-estimation [Gey94, GvdGW00, SB02], as well as the online dictionary learning literature [MBPS10, Mai13b, MMTV17, LNB20]. On the other hand, the expected loss minimization seeks to estimate a parameter by minimizing the loss function with respect to random data. It provides a general framework for stochastic optimization literature [SK07, Mar05, BB08, NJLS09]. Optimization algorithms for empirical or expected loss minimization are in nature'online', meaning that sampling new data points and adjusting the current estimation occurs recursively. Such onilne algorithms have proven to be particularly efficient in large-scale problems in statistics, optimization, and machine learning [Bot98, DS09, GL13, KB14].

Probability intervals are an attractive tool for reasoning under uncertainty. Unlike belief functions, though, they lack a natural probability transformation to be used for decision making in a utility theory framework. In this paper we propose the use of the intersection probability, a transform derived originally for belief functions in the framework of the geometric approach to uncertainty, as the most natural such transformation. We recall its rationale and definition, compare it with other candidate representives of systems of probability intervals, discuss its credal rationale as focus of a pair of simplices in the probability simplex, and outline a possible decision making framework for probability intervals, analogous to the Transferable Belief Model for belief functions.

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated using uncertainty-based weights in the optimization process. Previous methods rely on sampled ensembles, which do not capture all aspects of uncertainty. We provide a systematic analysis of the sources of uncertainty in the noisy supervision that occurs in RL, and introduce inverse-variance RL, a Bayesian framework which combines probabilistic ensembles and Batch Inverse Variance weighting. We propose a method whereby two complementary uncertainty estimation methods account for both the Q-value and the environment stochasticity to better mitigate the negative impacts of noisy supervision. Our results show significant improvement in terms of sample efficiency on discrete and continuous control tasks.

Artificial intelligence (AI) has become a part of everyday conversation and our lives. It is considered as the new electricity that is revolutionizing the world. AI is heavily invested in both industry and academy. However, there is also a lot of hype in the current AI debate. AI based on so-called deep learning has achieved impressive results in many problems, but its limits are already visible. AI has been under research since the 1940s, and the industry has seen many ups and downs due to over-expectations and related disappointments that have followed. The purpose of this book is to give a realistic picture of AI, its history, its potential and limitations. We believe that AI is a helper, not a ruler of humans. We begin by describing what AI is and how it has evolved over the decades. After fundamentals, we explain the importance of massive data for the current mainstream of artificial intelligence. The most common representations for AI, methods, and machine learning are covered. In addition, the main application areas are introduced. Computer vision has been central to the development of AI. The book provides a general introduction to computer vision, and includes an exposure to the results and applications of our own research. Emotions are central to human intelligence, but little use has been made in AI. We present the basics of emotional intelligence and our own research on the topic. We discuss super-intelligence that transcends human understanding, explaining why such achievement seems impossible on the basis of present knowledge,and how AI could be improved. Finally, a summary is made of the current state of AI and what to do in the future. In the appendix, we look at the development of AI education, especially from the perspective of contents at our own university.