Making decisions in complex environments is a key challenge in artificial intelligence (AI). Situations involving multiple decision makers are particularly complex, leading to computation intractability of principled solution methods. A body of work in AI [4, 3, 41, 45, 47, 2] has tried to mitigate this problem by trying to bring down interaction to its core: how does the policy of one agent influence another agent? If we can find more compact representations of such influence, this can help us deal with the complexity, for instance by searching the space of influences rather than that of policies [45]. However, so far these notions of influence have been restricted in their applicability to special cases of interaction. In this paper we formalize influence-based abstraction (IBA), which facilitates the elimination of latent state factors without any loss in value, for a very general class of problems described as factored partially observable stochastic games (fPOSGs) [33]. This generalizes existing descriptions of influence, and thus can serve as the foundation for improvements in scalability and other insights in decision making in complex settings.

We propose a new model for forming beliefs and learning about unknown probabilities (such as the probability of picking a red marble from a bag with an unknown distribution of coloured marbles). The most widespread model for such situations of 'radical uncertainty' is in terms of imprecise probabilities, i.e. representing the agent's knowledge as a set of probability measures. We add to this model a plausibility map, associating to each measure a plausibility number, as a way to go beyond what is known with certainty and represent the agent's beliefs about probability. There are a number of standard examples: Shannon Entropy, Centre of Mass etc. We then consider learning of two types of information: (1) learning by repeated sampling from the unknown distribution (e.g. picking marbles from the bag); and (2) learning higher-order information about the distribution (in the shape of linear inequalities, e.g. we are told there are more red marbles than green marbles). The first changes only the plausibility map (via a 'plausibilistic' version of Bayes' Rule), but leaves the given set of measures unchanged; the second shrinks the set of measures, without changing their plausibility. Beliefs are defined as in Belief Revision Theory, in terms of truth in the most plausible worlds. But our belief change does not comply with standard AGM axioms, since the revision induced by (1) is of a non-AGM type. This is essential, as it allows our agents to learn the true probability: we prove that the beliefs obtained by repeated sampling converge almost surely to the correct belief (in the true probability). We end by sketching the contours of a dynamic doxastic logic for statistical learning.

Multi-parameter cognition in a cognitive radio network (CRN) provides a more thorough understanding of the radio environments, and could potentially lead to far more intelligent and efficient spectrum usage for a secondary user. In this paper, we investigate the multi-parameter cognition problem for a CRN where the primary transmitter (PT) radiates multiple transmit power levels, and propose a learning-based two-stage spectrum sharing strategy. We first propose a data-driven/machine learning based multi-level spectrum sensing scheme, including the spectrum learning (Stage I) and prediction (the first part in Stage II). This fully blind sensing scheme does not require any prior knowledge of the PT power characteristics. Then, based on a novel normalized power level alignment metric, we propose two prediction-transmission structures, namely periodic and non-periodic, for spectrum access (the second part in Stage II), which enable the secondary transmitter (ST) to closely follow the PT power level variation. The periodic structure features a fixed prediction interval, while the non-periodic one dynamically determines the interval with a proposed reinforcement learning algorithm to further improve the alignment metric. Finally, we extend the prediction-transmission structure to an online scenario, where the number of PT power levels might change as a consequence of PT adapting to the environment fluctuation or quality of service variation. The simulation results demonstrate the effectiveness of the proposed strategy in various scenarios.

We consider a problem of ecological inference, in which individual-level covariates are known, but labeled data is available only at the aggregate level. The intended application is modeling voter preferences in elections. In Rosenman and Viswanathan (2018), we proposed modeling individual voter probabilities via a logistic regression, and posing the problem as a maximum likelihood estimation for the parameter vector beta. The likelihood is a Poisson binomial, the distribution of the sum of independent but not identically distributed Bernoulli variables, though we approximate it with a heteroscedastic Gaussian for computational efficiency. Here, we extend the prior work by proving results about the existence of the MLE and the curvature of this likelihood, which is not log-concave in general. We further demonstrate the utility of our method on a real data example. Using data on voters in Morris County, NJ, we demonstrate that our approach outperforms other ecological inference methods in predicting a related, but known outcome: whether an individual votes.

Modelling statistical relationships beyond the conditional mean is crucial in many settings. Conditional density estimation (CDE) aims to learn the full conditional probability density from data. Though highly expressive, neural network based CDE models can suffer from severe over-fitting when trained with the maximum likelihood objective. Due to the inherent structure of such models, classical regularization approaches in the parameter space are rendered ineffective. To address this issue, we develop a model-agnostic noise regularization method for CDE that adds random perturbations to the data during training. We demonstrate that the proposed approach corresponds to a smoothness regularization and prove its asymptotic consistency. In our experiments, noise regularization significantly and consistently outperforms other regularization methods across seven data sets and three CDE models. The effectiveness of noise regularization makes neural network based CDE the preferable method over previous non- and semi-parametric approaches, even when training data is scarce.

In Bayesian machine learning, the posterior distribution is typically computationally intractable, hence variational inference is often required. In this approach, an evidence lower bound on the log likelihood of data is maximized during training. Variational Autoencoders (VAE) are one important example where variational inference is utilized. In this tutorial, we derive the variational lower bound loss function of the standard variational autoencoder. We do so in the instance of a gaussian latent prior and gaussian approximate posterior, under which assumptions the Kullback-Leibler term in the variational lower bound has a closed form solution. We derive essentially everything we use along the way; everything from Bayes' theorem to the Kullback-Leibler divergence.

Twitter @tarantulae 4. Uncertainty in Deep Learning - Christian S. Perone (2019) Uncertainties Bayesian Inference Deep Learning Variational Inference Ensembles Q&A Section I Uncertainties 5. Uncertainty in Deep Learning - Christian S. Perone (2019) Uncertainties Bayesian Inference Deep Learning Variational Inference Ensembles Q&A Knowing what you don't know It is correct, somebody might say, that (...) Socrates did not know anything; and it was indeed wisdom that they recognized their own lack of knowledge, (...).

We present an approach to learn the dynamics of multiple objects from image sequences in an unsupervised way. We introduce a probabilistic model that first generate noisy positions for each object through a separate linear state-space model, and then renders the positions of all objects in the same image through a highly non-linear process. Such a linear representation of the dynamics enables us to propose an inference method that uses exact and efficient inference tools and that can be deployed to query the model in different ways without retraining.

Intelligent algorithms are recently used in the optimization process in chemical engineering and application of multiphase flows such as bubbling flow. This overview of modeling can be a great replacement with complex numerical methods or very time-consuming and disruptive measurement experimental process. In this study, we develop the adaptive network-based fuzzy inference system (ANFIS) method for mapping inputs and outputs together and understand the behavior of the fluid flow from other output parameters of the bubble column reactor. Neural cells can fully learn the process in their memory and after the training stage, the fuzzy structure predicts the multiphase flow data. Four inputs such as x coordinate, y coordinate, z coordinate, and air superficial velocity and one output such as pressure gradient are considered in the learning process of the ANFIS method. During the learning process, the different number of the membership function, type of membership functions and the number of inputs are examined to achieve the intelligent algorithm with high accuracy. The results show that as the number of inputs increases the accuracy of the ANFIS method rises up to R^2>0.99 almost for all cases, while the increment in the number of rules has a effect on the intelligence of artificial algorithm. This finding shows that the density of neural objects or higher input parameters enables the moded for better understanding. We also proposed a new evaluation of data in the bubble column reactor by mapping inputs and outputs and shuffle all parameters together to understand the behaviour of the multiphase flow as a function of either inputs or outputs. This new process of mapping inputs and outputs data provides a framework to fully understand the flow in the fluid domain in a short time of fuzzy structure calculation.

We provide a novel convergence analysis of two popular sampling algorithms, Weighted Kernel Herding and Sequential Bayesian Quadrature, that are used to approximate the expectation of a function under a distribution. Existing theoretical analysis was insufficient to explain the empirical successes of these algorithms. We improve upon existing convergence rates to show that, under mild assumptions, these algorithms converge linearly. To this end, we also suggest a simplifying assumption that is true for most cases in finite dimensions, and that acts as a sufficient condition for linear convergence to hold in the much harder case of infinite dimensions. When this condition is not satisfied, we provide a weaker convergence guarantee. Our analysis also yields a new distributed algorithm for large-scale computation that we prove converges linearly under the same assumptions. Finally, we provide an empirical evaluation to test the proposed algorithm for a real world application.