In the context of big data analysis, the divide-and-conquer methodology refers to a multiple-step process: first splitting a data set into several smaller ones; then analyzing each set separately; finally combining results from each analysis together. This approach is effective in handling large data sets that are unsuitable to be analyzed entirely by a single computer due to limits either from memory storage or computational time. The combined results will provide a statistical inference which is similar to the one from analyzing the entire data set. This article reviews some recently developments of divide-and-conquer methods in a variety of settings, including combining based on parametric, semiparametric and nonparametric models, online sequential updating methods, among others. Theoretical development on the efficiency of the divide-and-conquer methods is discussed. Examples of real-world data analyses are provided in various application areas.

It is argued that a broad class of AGI-relevant algorithms can be expressed in a common formal framework, via specifying Galois connections linking search and optimization processes on directed metagraphs whose edge targets are labeled with probabilistic dependent types, and then showing these connections are fulfilled by processes involving metagraph chronomorphisms. Examples are drawn from the core cognitive algorithms used in the OpenCog AGI framework: Probabilistic logical inference, evolutionary program learning, pattern mining, agglomerative clustering, pattern mining and nonlinear-dynamical attention allocation. The analysis presented involves representing these cognitive algorithms as recursive discrete decision processes involving optimizing functions defined over metagraphs, in which the key decisions involve sampling from probability distributions over metagraphs and enacting sets of combinatory operations on selected sub-metagraphs. The mutual associativity of the combinatory operations involved in a cognitive process is shown to often play a key role in enabling the decomposition of the process into folding and unfolding operations; a conclusion that has some practical implications for the particulars of cognitive processes, e.g. militating toward use of reversible logic and reversible program execution. It is also observed that where this mutual associativity holds, there is an alignment between the hierarchy of subgoals used in recursive decision process execution and a hierarchy of subpatterns definable in terms of formal pattern theory.

Computing the expectation of some kernel function is ubiquitous in machine learning, from the classical theory of support vector machines, to exploiting kernel embeddings of distributions in applications ranging from probabilistic modeling, statistical inference, casual discovery, and deep learning. In all these scenarios, we tend to resort to Monte Carlo estimates as expectations of kernels are intractable in general. In this work, we characterize the conditions under which we can compute expected kernels exactly and efficiently, by leveraging recent advances in probabilistic circuit representations. We first construct a circuit representation for kernels and propose an approach to such tractable computation. We then demonstrate possible advancements for kernel embedding frameworks by exploiting tractable expected kernels to derive new algorithms for two challenging scenarios: 1) reasoning under missing data with kernel support vector regressors; 2) devising a collapsed black-box importance sampling scheme. Finally, we empirically evaluate both algorithms and show that they outperform standard baselines on a variety of datasets.

The core strength of evolutionary learning is the wild, creative, generalpurpose generativity of the evolutionary process. The core weakness of evolutionary learning is its tendency to spend a lot of time exploring dead ends, even in cases where a bit of analytical or problem-specific reasoning would be able to identify the dead-end as such. Given this situation, it is natural that researchers have explored ways of injecting analytical (in particular, probabilistic) inference into the core of evolutionary algorithms - yielding a class of algorithms known as EDAs or Estimation of Distribution Algorithms [PGL02]. EDAs have proved successful for many types of problems. However, there is not yet a truly convincing EDA for optimizing problems centrally involving floating-point (rather than discrete) variables. And attempts to use EDAs for automated program learning, while interesting, have also failed to yield dramatically successful results.

Specially customised Entropies are widely applied in measuring the degree of uncertainties existing in the frame of discernment. However, all of these entropies regard the frame as a whole that has already been determined which dose not conform to actual situations. In real life, everything comes in an order, so how to measure uncertainties of the dynamic process of determining sequence of propositions contained in a frame of discernment is still an open issue and no related research has been proceeded. Therefore, a novel ordinal entropy to measure uncertainties of the frame of discernment considering the order of confirmation of propositions is proposed in this paper. Compared with traditional entropies, it manifests effects on degree of uncertainty brought by orders of propositions existing in a frame of discernment. Besides, some numerical examples are provided to verify the correctness and validity of the proposed entropy in this paper.

We propose injective generative models called Trumpets that generalize invertible normalizing flows. The proposed generators progressively increase dimension from a low-dimensional latent space. We demonstrate that Trumpets can be trained orders of magnitudes faster than standard flows while yielding samples of comparable or better quality. They retain many of the advantages of the standard flows such as training based on maximum likelihood and a fast, exact inverse of the generator. Since Trumpets are injective and have fast inverses, they can be effectively used for downstream Bayesian inference. To wit, we use Trumpet priors for maximum a posteriori estimation in the context of image reconstruction from compressive measurements, outperforming competitive baselines in terms of reconstruction quality and speed. We then propose an efficient method for posterior characterization and uncertainty quantification with Trumpets by taking advantage of the low-dimensional latent space.

Teddy Seidenfeld has been arguing for quite a long time that binary preference models are not powerful enough to deal with a number of crucial aspects of imprecision and indeterminacy in uncertain inference and decision making. It is at his insistence that we initiated our study of so-called sets of desirable option sets, which we have argued elsewhere provides an elegant and powerful approach to dealing with general, binary as well as non-binary, decision-making under uncertainty. We use this approach here to explore an interesting notion of irrelevance (and independence), first suggested by Seidenfeld in an example intended as a criticism of a number of specific decision methodologies based on (convex) binary preferences. We show that the consequences of making such an irrelevance or independence assessment are very strong, and might be used to argue for the use of so-called mixing choice functions, and E-admissibility as the resulting decision scheme.

We present a new type of acquisition functions for online decision making in multi-armed and contextual bandit problems with extreme payoffs. Specifically, we model the payoff function as a Gaussian process and formulate a novel type of upper confidence bound (UCB) acquisition function that guides exploration towards the bandits that are deemed most relevant according to the variability of the observed rewards. This is achieved by computing a tractable likelihood ratio that quantifies the importance of the output relative to the inputs and essentially acts as an \textit{attention mechanism} that promotes exploration of extreme rewards. We demonstrate the benefits of the proposed methodology across several synthetic benchmarks, as well as a realistic example involving noisy sensor network data. Finally, we provide a JAX library for efficient bandit optimization using Gaussian processes.

Sentiment analysis is a vast area in the Machine learning domain. A lot of work is done on datasets and their analysis of the English Language. In Pakistan, a huge amount of data is in roman Urdu language, it is scattered all over the social sites including Twitter, YouTube, Facebook and similar applications. In this study the focus domain of dataset gathering is YouTube comments. The Dataset contains the comments of people over different Pakistani dramas and TV shows. The Dataset contains multi-class classification that is grouped The comments into positive, negative and neutral sentiment. In this Study comparative analysis is done for five supervised learning Algorithms including linear regression, SVM, KNN, Multi layer Perceptron and Na\"ive Bayes classifier. Accuracy, recall, precision and F-measure are used for measuring performance. Results show that accuracy of SVM is 64 percent, which is better than the rest of the list.

The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and white Gaussian noise. Due to its relative simplicity and general effectiveness, the Kalman filter is widely used in engineering applications. Since many sensory problems the brain faces are, at their core, filtering problems, it is possible that the brain possesses neural circuitry that implements equivalent computations to the Kalman filter. The standard approach to Kalman filtering requires complex matrix computations that are unlikely to be directly implementable in neural circuits. In this paper, we show that a gradient-descent approximation to the Kalman filter requires only local computations with variance weighted prediction errors. Moreover, we show that it is possible under the same scheme to adaptively learn the dynamics model with a learning rule that corresponds directly to Hebbian plasticity. We demonstrate the performance of our method on a simple Kalman filtering task, and propose a neural implementation of the required equations. The Bayesian Brain hypothesis has gained significant traction in cognitive neuroscience over the last two decades (Knill and Pouget, 2004; Doya et al., 2007; Pouget et al., 2013).