Current data-driven traffic prediction models are usually trained with large datasets, e.g. several months of speeds and flows. Such models provide very good fit for ordinary road conditions, but often fail just when they are most needed: when traffic suffers a sudden and significant disruption, such as a road incident. In this work, we describe QTIP: a simulation-based framework for quasi-instantaneous adaptation of prediction models upon traffic disruption. In a nutshell, QTIP performs real-time simulations of the affected road for multiple scenarios, analyzes the results, and suggests a change to an ordinary prediction model accordingly. QTIP constructs the simulated scenarios per properties of the incident, as conveyed by immediate distress signals from affected vehicles. Such real-time signals are provided by In-Vehicle Monitor Systems, which are becoming increasingly prevalent world-wide. We experiment QTIP in a case study of a Danish motorway, and the results show that QTIP can improve traffic prediction in the first critical minutes of road incidents.

We develop an effective generation of adversarial attacks on neural models that output a sequence of probability distributions rather than a sequence of single values. This setting includes the recently proposed deep probabilistic autoregressive forecasting models that estimate the probability distribution of a time series given its past and achieve state-of-the-art results in a diverse set of application domains. The key technical challenge we address is effectively differentiating through the Monte-Carlo estimation of statistics of the joint distribution of the output sequence. Additionally, we extend prior work on probabilistic forecasting to the Bayesian setting which allows conditioning on future observations, instead of only on past observations. We demonstrate that our approach can successfully generate attacks with small input perturbations in two challenging tasks where robust decision making is crucial: stock market trading and prediction of electricity consumption.

Many real-world applications can be modelled as complex networks, and such networks include the Internet, epidemic disease networks, transport networks, power grids, protein-folding structures and others. Network integrity and robustness are important to ensure that crucial networks are protected and undesired harmful networks can be dismantled. Network structure and integrity can be controlled by a set of key nodes, and to find the optimal combination of nodes in a network to ensure network structure and integrity can be an NP-complete problem. Despite extensive studies, existing methods have many limitations and there are still many unresolved problems. This paper presents a probabilistic approach based on neighborhood information and node importance, namely, neighborhood information-based probabilistic algorithm (NIPA). We also define a new centrality-based importance measure (IM), which combines the contribution ratios of the neighbor nodes of each target node and two-hop node information. Our proposed NIPA has been tested for different network benchmarks and compared with three other methods: optimal attack strategy (OAS), high betweenness first (HBF) and high degree first (HDF). Experiments suggest that the proposed NIPA is most effective among all four methods. In general, NIPA can identify the most crucial node combination with higher effectiveness, and the set of optimal key nodes found by our proposed NIPA is much smaller than that by heuristic centrality prediction. In addition, many previously neglected weakly connected nodes are identified, which become a crucial part of the newly identified optimal nodes. Thus, revised strategies for protection are recommended to ensure the safeguard of network integrity. Further key issues and future research topics are also discussed.

We consider causal discovery from time series using conditional independence (CI) based network learning algorithms such as the PC algorithm. The PC algorithm is divided into a skeleton phase where adjacencies are determined based on efficiently selected CI tests and subsequent phases where links are oriented utilizing the Markov and Faithfulness assumptions. Here we show that autocorrelation makes the PC algorithm much less reliable with very low adjacency and orientation detection rates and inflated false positives. We propose a new algorithm, called PCMCI$^+$ that extends the PCMCI method from [Runge et al., 2019b] to also include discovery of contemporaneous links. It separates the skeleton phase for lagged and contemporaneous conditioning sets and modifies the conditioning sets for the individual CI tests. We show that this algorithm now benefits from increasing autocorrelation and yields much more adjacency detection power and especially more orientation recall for contemporaneous links while controlling false positives and having much shorter runtimes. Numerical experiments indicate that the algorithm can be of considerable use in many application scenarios for dozens of variables and large time delays.

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In particular, we focus on spatio-temporal Hawkes processes that are commonly used due to their capability to capture excitations between event occurrences. We introduce a novel inference framework based on randomized transformations and gradient descent to learn the process. We replace the spatial kernel calculations by randomized Fourier feature-based transformations. The introduced randomization by this representation provides flexibility while modeling the spatial excitation between events. Moreover, the system described by the process is expressed within closed-form in terms of scalable matrix operations. During the optimization, we use maximum likelihood estimation approach and gradient descent while properly handling positivity and orthonormality constraints. The experiment results show the improvements achieved by the introduced method in terms of fitting capability in synthetic and real datasets with respect to the conventional inference methods in the spatio-temporal Hawkes process literature. We also analyze the triggering interactions between event types and how their dynamics change in space and time through the interpretation of learned parameters.

Bayesian Inference and Information Bottleneck are the two most popular objectives for neural networks, but they can be optimised only via a variational lower bound: the Variational Information Bottleneck (VIB). In this manuscript we show that the two objectives are actually equivalent to the InfoMax: maximise the information between the data and the labels. The InfoMax representation of the two objectives is not relevant only per se, since it helps to understand the role of the network capacity, but also because it allows us to derive a variational objective, the Variational InfoMax (VIM), that maximises them directly without resorting to any lower bound. The theoretical improvement of VIM over VIB is highlighted by the computational experiments, where the model trained by VIM improves the VIB model in three different tasks: accuracy, robustness to noise and representation quality.

Adversarial Machine Learning (AML) is emerging as a major field aimed at the protection of automated ML systems against security threats. The majority of work in this area has built upon a game-theoretic framework by modelling a conflict between an attacker and a defender. After reviewing game-theoretic approaches to AML, we discuss the benefits that a Bayesian Adversarial Risk Analysis perspective brings when defending ML based systems. A research agenda is included.

Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the expectation of interested functions w.r.t. a target distribution. When it comes to high dimensional probability models and large datasets, efficient approximate inference becomes critically important. In this thesis, we propose a new framework for approximate inference, which combines the advantages of these three frameworks and overcomes their limitations. Our proposed four algorithms are motivated by the recent computational progress of Stein's method. Our proposed algorithms are applied to continuous and discrete distributions under the setting when the gradient information of the target distribution is available or unavailable. Theoretical analysis is provided to prove the convergence of our proposed algorithms. Our adaptive IS algorithm iteratively improves the importance proposal by functionally decreasing the KL divergence between the updated proposal and the target. When the gradient of the target is unavailable, our proposed sampling algorithm leverages the gradient of a surrogate model and corrects induced bias with importance weights, which significantly outperforms other gradient-free sampling algorithms. In addition, our theoretical results enable us to perform the goodness-of-fit test on discrete distributions. At the end of the thesis, we propose an importance-weighted method to efficiently aggregate local models in distributed learning with one-shot communication. Results on simulated and real datasets indicate the statistical efficiency and wide applicability of our algorithm.

Deep energy-based models (EBMs) are very flexible in distribution parametrization but computationally challenging because of the intractable partition function. They are typically trained via maximum likelihood, using contrastive divergence to approximate the gradient of the KL divergence between data and model distribution. While KL divergence has many desirable properties, other f-divergences have shown advantages in training implicit density generative models such as generative adversarial networks. In this paper, we propose a general variational framework termed f-EBM to train EBMs using any desired f-divergence. We introduce a corresponding optimization algorithm and prove its local convergence property with non-linear dynamical systems theory. Experimental results demonstrate the superiority of f-EBM over contrastive divergence, as well as the benefits of training EBMs using f-divergences other than KL.

The identification of synthetic routes that end with a desired product has been an inherently time-consuming process that is largely dependent on expert knowledge regarding a limited fraction of the entire reaction space. At present, emerging machine-learning technologies are overturning the process of retrosynthetic planning. The objective of this study is to discover synthetic routes backwardly from a given desired molecule to commercially available compounds. The problem is reduced to a combinatorial optimization task with the solution space subject to the combinatorial complexity of all possible pairs of purchasable reactants. We address this issue within the framework of Bayesian inference and computation. The workflow consists of two steps: a deep neural network is trained that forwardly predicts a product of the given reactants with a high level of accuracy, following which this forward model is inverted into the backward one via Bayes' law of conditional probability. Using the backward model, a diverse set of highly probable reaction sequences ending with a given synthetic target is exhaustively explored using a Monte Carlo search algorithm. The Bayesian retrosynthesis algorithm could successfully rediscover 80.3% and 50.0% of known synthetic routes of single-step and two-step reactions within top-10 accuracy, respectively, thereby outperforming state-of-the-art algorithms in terms of the overall accuracy. Remarkably, the Monte Carlo method, which was specifically designed for the presence of diverse multiple routes, often revealed a ranked list of hundreds of reaction routes to the same synthetic target. We investigated the potential applicability of such diverse candidates based on expert knowledge from synthetic organic chemistry.