We introduce Gluon Time Series (GluonTS, available at https://gluon-ts.mxnet.io), a library for deep-learning-based time series modeling. GluonTS simplifies the development of and experimentation with time series models for common tasks such as forecasting or anomaly detection. It provides all necessary components and tools that scientists need for quickly building new models, for efficiently running and analyzing experiments and for evaluating model accuracy.

Discovery of causal relations from observational data is essential for many disciplines of science and real-world applications. However, unlike traditional machine learning algorithms, whose developments have been greatly fostered by a large amount of available benchmark datasets, causal discovery algorithms are notoriously difficult to be systematically evaluated due to the fact that few datasets with known ground-truth causal relations are available. In this work, we handle the problem of evaluating causal discovery algorithms by building a flexible simulator in the medical setting. We develop a neuropathic pain simulator, inspired by the fact that the biological processes of neuropathic pathophysiology are well studied with well-understood causal influences. Our simulator exploits the causal graph of the neuropathic pain pathology, and its parameters in the generator are estimated from real-life patient cases. We show that data generated from our simulator have the same statistics as real-world data. As a clear advantage, the simulator can produce infinite samples without jeopardizing the privacy of real-world patients. Our simulator provides a natural tool for evaluating various types of causal discovery algorithms, including those to deal with practical issues in causal discovery, such as unknown confounders, selection bias, and missing data. Using our simulator, we have evaluated extensively causal discovery algorithms under various settings.

Machine Learning, often abbreviated to ML, is a form of learning in which systems use complex computer algorithms to acquire knowledge or skill automatically without being programmed directly. It is considered as a type of AI (Artificial Intelligence) since machines are built with the idea to learn and make decisions from the available data and even improve themselves from experience without requiring human involvement. This is mainly used to maximize the machine's performance. The idea behind ML is based on mathematics, computer science, and statistics. Additionally, great scientists such as Andrey Markov, Thomas Bayes, and Carl Friedrich Gauss have contributed in the invention of statistical models like Markov Chains, Bayes Theorem, and the method of Least-Square respectively which are used a great deal in the Machine Learning algorithms.

In recent years, deep learning has proven to be a viable methodology for surrogate modeling and uncertainty quantification for a vast number of physical systems. However, in their traditional form, such models require a large amount of training data. This is of particular importance for various engineering and scientific applications where data may be extremely expensive to obtain. To overcome this shortcoming, physics-constrained deep learning provides a promising methodology as it only utilizes the governing equations. In this work, we propose a novel auto-regressive dense encoder-decoder convolutional neural network to solve and model transient systems with non-linear dynamics at a computational cost that is potentially magnitudes lower than standard numerical solvers. This model includes a Bayesian framework that allows for uncertainty quantification of the predicted quantities of interest at each time-step. We rigorously test this model on several non-linear transient partial differential equation systems including the turbulence of the Kuramoto-Sivashinsky equation, multi-shock formation and interaction with 1D Burgers' equation and 2D wave dynamics with coupled Burgers' equations. For each system, the predictive results and uncertainty are presented and discussed together with comparisons to the results obtained from traditional numerical analysis methods.

Training deep generative models with maximum likelihood remains a challenge. The typical workaround is to use variational inference (VI) and maximize a lower bound to the log marginal likelihood of the data. Variational auto-encoders (VAEs) adopt this approach. They further amortize the cost of inference by using a recognition network to parameterize the variational family. Amortized VI scales approximate posterior inference in deep generative models to large datasets. However it introduces an amortization gap and leads to approximate posteriors of reduced expressivity due to the problem known as posterior collapse. In this paper, we consider expectation maximization (EM) as a paradigm for fitting deep generative models. Unlike VI, EM directly maximizes the log marginal likelihood of the data. We rediscover the importance weighted auto-encoder (IWAE) as an instance of EM and propose a new EM-based algorithm for fitting deep generative models called reweighted expectation maximization (REM). REM learns better generative models than the IWAE by decoupling the learning dynamics of the generative model and the recognition network using a separate expressive proposal found by moment matching. We compared REM to the VAE and the IWAE on several density estimation benchmarks and found it leads to significantly better performance as measured by log-likelihood.

Though black-box predictors are state-of-the-art for many complex tasks, they often fail to properly quantify predictive uncertainty and may provide inappropriate predictions for unfamiliar data. Instead, we can learn more reliable models by letting them either output a prediction set or abstain when the uncertainty is high. We propose training these selective prediction-set models using an uncertainty-aware loss minimization framework, which unifies ideas from decision theory and robust maximum likelihood. Moreover, since black-box methods are not guaranteed to output well-calibrated prediction sets, we show how to calculate point estimates and confidence intervals for the true coverage of any selective prediction-set model, as well as a uniform mixture of K set models obtained from K-fold sample-splitting. When applied to predicting in-hospital mortality and length-of-stay for ICU patients, our model outperforms existing approaches on both in-sample and out-of-sample age groups, and our recalibration method provides accurate inference for prediction set coverage.

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we study a class of minimum distance estimators for intractable generative models, that is, statistical models for which the likelihood is intractable, but simulation is cheap. The distance considered, maximum mean discrepancy (MMD), is defined through the embedding of probability measures into a reproducing kernel Hilbert space. We study the theoretical properties of these estimators, showing that they are consistent, asymptotically normal and robust to model misspecification. A main advantage of these estimators is the flexibility offered by the choice of kernel, which can be used to trade-off statistical efficiency and robustness. On the algorithmic side, we study the geometry induced by MMD on the parameter space and use this to introduce a novel natural gradient descent-like algorithm for efficient implementation of these estimators. We illustrate the relevance of our theoretical results on several classes of models including a discrete-time latent Markov process and two multivariate stochastic differential equation models.

We consider the online linear regression problem, where the predictor vector may vary with time. This problem can be modelled as a linear dynamical system, where the parameters that need to be learned are the variance of both the process noise and the observation noise. The classical approach to learning the variance is via the maximum likelihood estimator -- a non-convex optimization problem prone to local minima and with no finite sample complexity bounds. In this paper we study the global system operator: the operator that maps the noises vectors to the output. In particular, we obtain estimates on its spectrum, and as a result derive the first known variance estimators with sample complexity guarantees for online regression problems. We demonstrate the approach on a number of synthetic and real-world benchmarks.

The application of rough set theory in incomplete information systems is a key problem in practice since missing values almost always occur in knowledge acquisition due to the error of data measuring, the limitation of data collection, or the limitation of data comprehension, etc. An incomplete information system is mainly processed by compressing the indiscernibility relation. The existing rough set extension models based on tolerance or symmetric similarity relations typically discard one relation among the reflexive, symmetric and transitive relations, especially the transitive relation. In order to overcome the limitations of the current rough set extension models, we define a new relation called the positive transitive relation and then propose a novel rough set extension model built upon which. The new model holds the merit of the existing rough set extension models while avoids their limitations of discarding transitivity or symmetry. In comparison to the existing extension models, the proposed model has a better performance in processing the incomplete information systems while substantially reducing the computational complexity, taking into account the relation of tolerance and similarity of positive transitivity, and supplementing the related theories in accordance to the intuitive classification of incomplete information. In summary, the positive transitive relation can improve current theoretical analysis of incomplete information systems and the newly proposed extension model is more suitable for processing incomplete information systems and has a broad application prospect.

There are many characterisations of artificial intelligence (AI), such as Andrew Ng's in the World Intellectual Property Organization's (WIPO) report on Technology Trends 2019 regarding AI. He adds: "I can hardly imagine an industry which is not going to be transformed by AI." Precise definitions, however, are lacking. In order to come to grips with the term it is recommended to distinguish between AI techniques, such as machine learning, logic programming, fuzzy logic, probabilistic reasoning and ontology engineering, functional applications, and AI application fields. Computer vision, natural language processing and speech processing can be mentioned as examples of AI functional applications. The application fields are several, such as networks, life and medical sciences, telecommunications and transportation.