In statistics and machine learning, classification with abstention, also known as classification with a reject option, is an extension of the standard setting of classification, in which the learner is allowed to refuse a prediction for a given query instance; research on this setting dates back to early work by Chow (1970) and Hellman (1970) and remains to be an important topic till today (Cortes et al., 2016). For the learner, the main reason to abstain is a lack of certainty about the corresponding outcome--refusing or at least deferring a decision might then be better than taking a high risk of a wrong decision. Nowadays, there are many machine learning problems in which complex, structured predictions are sought (instead of scalar values, like in classification and regression). For such problems, the idea of abstaining from a prediction can be generalized toward partial abstention: Instead of predicting the entire structure, the learner predicts only parts of it, namely those for which it is certain enough. This idea has already been realized, for example, for the problem of label ranking, where predictions are rankings (Cheng et al., 2012).

Decision trees are flexible models that are well suited for many statistical regression problems. In a Bayesian framework for regression trees, Markov Chain Monte Carlo (MCMC) search algorithms are required to generate samples of tree models according to their posterior probabilities. The critical component of such an MCMC algorithm is to construct good Metropolis-Hastings steps for updating the tree topology. However, such algorithms frequently suffering from local mode stickiness and poor mixing. As a result, the algorithms are slow to converge. Hitherto, authors have primarily used discrete-time birth/death mechanisms for Bayesian (sums of) regression tree models to explore the model space. These algorithms are efficient only if the acceptance rate is high which is not always the case. Here we overcome this issue by developing a new search algorithm which is based on a continuous-time birth-death Markov process. This search algorithm explores the model space by jumping between parameter spaces corresponding to different tree structures. In the proposed algorithm, the moves between models are always accepted which can dramatically improve the convergence and mixing properties of the MCMC algorithm. We provide theoretical support of the algorithm for Bayesian regression tree models and demonstrate its performance.

Convolutional dictionary learning (CDL) has become a popular method for learning sparse representations from data. State-of-the-art algorithms perform dictionary learning (DL) through an optimization-based alternating-minimization procedure that comprises a sparse coding and a dictionary update step respectively. Here, we draw connections between CDL and neural networks by proposing an architecture for CDL termed the constrained recurrent sparse auto-encoder (CRsAE). We leverage the interpretation of the alternating-minimization algorithm for DL as an Expectation-Maximization algorithm to develop auto-encoders (AEs) that, for the first time, enable the simultaneous training of the dictionary and regularization parameter. The forward pass of the encoder, which performs sparse coding, solves the E-step using an encoding matrix and a soft-thresholding non-linearity imposed by the FISTA algorithm. The encoder in this regard is a variant of residual and recurrent neural networks. The M-step is implemented via a two-stage back-propagation. In the first stage, we perform back-propagation through the AE formed by the encoder and a linear decoder whose parameters are tied to the encoder. This stage parallels the dictionary update step in DL. In the second stage, we update the regularization parameter by performing back-propagation through the encoder using a loss function that includes a prior on the parameter motivated by Bayesian statistics. We leverage GPUs to achieve significant computational gains relative to state-of-the-art optimization-based approaches to CDL. We apply CRsAE to spike sorting, the problem of identifying the time of occurrence of neural action potentials in recordings of electrical activity from the brain. We demonstrate on recordings lasting hours that CRsAE speeds up spike sorting by 900x compared to notoriously slow classical algorithms based on convex optimization.

In many applications, observed data are influenced by some combination of latent causes. For example, suppose sensors are placed inside a building to record responses such as temperature, humidity, power consumption and noise levels. These random, observed responses are typically affected by many unobserved, latent factors (or features) within the building such as the number of individuals, the turning on and off of electrical devices, power surges, etc. These latent factors are usually present for a contiguous period of time before disappearing; further, multiple factors could be present at a time. This paper develops new probabilistic methodology and inference methods for random object generation influenced by latent features exhibiting temporal persistence. Every datum is associated with subsets of a potentially infinite number of hidden, persistent features that account for temporal dynamics in an observation. The ensuing class of dynamic models constructed by adapting the Indian Buffet Process --- a probability measure on the space of random, unbounded binary matrices --- finds use in a variety of applications arising in operations, signal processing, biomedicine, marketing, image analysis, etc. Illustrations using synthetic and real data are provided.

Optimism about the poorly understood states and actions is the main driving force of exploration for many provably-efficient reinforcement learning algorithms. We propose optimism in the face of sensible value functions (OFVF)- a novel data-driven Bayesian algorithm to constructing Plausibility sets for MDPs to explore robustly minimizing the worst case exploration cost. The method computes policies with tighter optimistic estimates for exploration by introducing two new ideas. First, it is based on Bayesian posterior distributions rather than distribution-free bounds. Second, OFVF does not construct plausibility sets as simple confidence intervals. Confidence intervals as plausibility sets are a sufficient but not a necessary condition. OFVF uses the structure of the value function to optimize the location and shape of the plausibility set to guarantee upper bounds directly without necessarily enforcing the requirement for the set to be a confidence interval. OFVF proceeds in an episodic manner, where the duration of the episode is fixed and known. Our algorithm is inherently Bayesian and can leverage prior information. Our theoretical analysis shows the robustness of OFVF, and the empirical results demonstrate its practical promise.

This paper presents a taxonomy of explainability in Human-Agent Systems. We consider fundamental questions about the Why, Who, What, When and How of explainability. First, we define explainability, and its relationship to the related terms of interpretability, transparency, explicitness, and faithfulness. These definitions allow us to answer why explainability is needed in the system, whom it is geared to and what explanations can be generated to meet this need. We then consider when the user should be presented with this information. Last, we consider how objective and subjective measures can be used to evaluate the entire system. This last question is the most encompassing as it will need to evaluate all other issues regarding explainability.

The deep image prior was recently introduced as a prior for natural images. It represents images as the output of a convolutional network with random inputs. For "inference", gradient descent is performed to adjust network parameters to make the output match observations. This approach yields good performance on a range of image reconstruction tasks. We show that the deep image prior is asymptotically equivalent to a stationary Gaussian process prior in the limit as the number of channels in each layer of the network goes to infinity, and derive the corresponding kernel. This informs a Bayesian approach to inference. We show that by conducting posterior inference using stochastic gradient Langevin we avoid the need for early stopping, which is a drawback of the current approach, and improve results for denoising and impainting tasks. We illustrate these intuitions on a number of 1D and 2D signal reconstruction tasks.

Intricating cardiac complexities are the primary factor associated with healthcare costs and the highest cause of death rate in the world. However, preventive measures like the early detection of cardiac anomalies can prevent severe cardiovascular arrests of varying complexities and can impose a substantial impact on healthcare cost. Encountering such scenarios usually the electrocardiogram (ECG or EKG) is the first diagnostic choice of a medical practitioner or clinical staff to measure the electrical and muscular fitness of an individual heart. This paper presents a system which is capable of reading the recorded ECG and predict the cardiac anomalies without the intervention of a human expert. The paper purpose an algorithm which read and perform analysis on electrocardiogram datasets. The proposed architecture uses the Discrete Wavelet Transform (DWT) at first place to perform preprocessing of ECG data followed by undecimated Wavelet transform (UWT) to extract nine relevant features which are of high interest to a cardiologist. The probabilistic mode named Bayesian Network Classifier is trained using the extracted nine parameters on UCL arrhythmia dataset. The proposed system classifies a recorded heartbeat into four classes using Bayesian Network classifier and Tukey's box analysis. The four classes for the prediction of a heartbeat are (a) Normal Beat, (b) Premature Ventricular Contraction (PVC) (c) Premature Atrial Contraction (PAC) and (d) Myocardial Infarction. The results of experimental setup depict that the proposed system has achieved an average accuracy of 96.6 for PAC\% 92.8\% for MI and 87\% for PVC, with an average error rate of 3.3\% for PAC, 6\% for MI and 12.5\% for PVC on real electrocardiogram datasets including Physionet and European ST-T Database (EDB).

Machine learning has made major advances in categorizing objects in images, yet the best algorithms miss important aspects of how people learn and think about categories. People can learn richer concepts from fewer examples, including causal models that explain how members of a category are formed. Here, we explore the limits of this human ability to infer causal "programs" -- latent generating processes with nontrivial algorithmic properties -- from one, two, or three visual examples. People were asked to extrapolate the programs in several ways, for both classifying and generating new examples. As a theory of these inductive abilities, we present a Bayesian program learning model that searches the space of programs for the best explanation of the observations. Although variable, people's judgments are broadly consistent with the model and inconsistent with several alternatives, including a pre-trained deep neural network for object recognition, indicating that people can learn and reason with rich algorithmic abstractions from sparse input data.

This paper considers a new family of variational distributions motivated by Sklar's theorem. This family is based on new copula-like densities on the hypercube with non-uniform marginals which can be sampled efficiently, i.e. with a complexity linear in the dimension of state space. Then, the proposed variational densities that we suggest can be seen as arising from these copula-like densities used as base distributions on the hypercube with Gaussian quantile functions and sparse rotation matrices as normalizing flows. The latter correspond to a rotation of the marginals with complexity $\mathcal{O}(d \log d)$. We provide some empirical evidence that such a variational family can also approximate non-Gaussian posteriors and can be beneficial compared to Gaussian approximations. Our method performs largely comparably to state-of-the-art variational approximations on standard regression and classification benchmarks for Bayesian Neural Networks.