Novelty detection is the unsupervised problem of identifying anomalies in test data which significantly differ from the training set. Novelty detection is one of the classic challenges in Machine Learning and a core component of several research areas such as fraud detection, intrusion detection, medical diagnosis, data cleaning, and fault prevention. While numerous algorithms were designed to address this problem, most methods are only suitable to model continuous numerical data. Tackling datasets composed of mixed-type features, such as numerical and categorical data, or temporal datasets describing discrete event sequences is a challenging task. In addition to the supported data types, the key criteria for efficient novelty detection methods are the ability to accurately dissociate novelties from nominal samples, the interpretability, the scalability and the robustness to anomalies located in the training data. In this thesis, we investigate novel ways to tackle these issues. In particular, we propose (i) an experimental comparison of novelty detection methods for mixed-type data (ii) an experimental comparison of novelty detection methods for sequence data, (iii) a probabilistic nonparametric novelty detection method for mixed-type data based on Dirichlet process mixtures and exponential-family distributions and (iv) an autoencoder-based novelty detection model with encoder/decoder modelled as deep Gaussian processes.

Learning with noisy labels, which aims to reduce expensive labors on accurate annotations, has become imperative in the Big Data era. Previous noise transition based method has achieved promising results and presented a theoretical guarantee on performance in the case of class-conditional noise. However, this type of approaches critically depend on an accurate pre-estimation of the noise transition, which is usually impractical. Subsequent improvement adapts the pre-estimation along with the training progress via a Softmax layer. However, the parameters in the Softmax layer are highly tweaked for the fragile performance due to the ill-posed stochastic approximation. To address these issues, we propose a Latent Class-Conditional Noise model (LCCN) that naturally embeds the noise transition under a Bayesian framework. By projecting the noise transition into a Dirichlet-distributed space, the learning is constrained on a simplex based on the whole dataset, instead of some ad-hoc parametric space. We then deduce a dynamic label regression method for LCCN to iteratively infer the latent labels, to stochastically train the classifier and to model the noise. Our approach safeguards the bounded update of the noise transition, which avoids previous arbitrarily tuning via a batch of samples. We further generalize LCCN for open-set noisy labels and the semi-supervised setting. We perform extensive experiments with the controllable noise data sets, CIFAR-10 and CIFAR-100, and the agnostic noise data sets, Clothing1M and WebVision17. The experimental results have demonstrated that the proposed model outperforms several state-of-the-art methods.

A family of Markov blankets in a faithful Bayesian network satisfies the symmetry and consistency properties. In this paper, we draw a bijection between families of consistent Markov blankets and moral graphs. We define the new concepts of weak recursive simpliciality and perfect elimination kits. We prove that they are equivalent to graph morality. In addition, we prove that morality can be decided in polynomial time for graphs with maximum degree less than $5$, but the problem is NP-complete for graphs with higher maximum degrees.

Argumentation theory is a powerful paradigm that formalizes a type of commonsense reasoning that aims to simulate the human ability to resolve a specific problem in an intelligent manner. A classical argumentation process takes into account only the properties related to the intrinsic logical soundness of an argument in order to determine its acceptability status. However, these properties are not always the only ones that matter to establish the argument's acceptability---there exist other qualities, such as strength, weight, social votes, trust degree, relevance level, and certainty degree, among others.

Directed acyclic graph (DAG) models are popular for capturing causal relationships. From observational and interventional data, a DAG model can only be determined up to its \emph{interventional Markov equivalence class} (I-MEC). We investigate the size of MECs for random DAG models generated by uniformly sampling and ordering an Erd\H{o}s-R\'{e}nyi graph. For constant density, we show that the expected $\log$ observational MEC size asymptotically (in the number of vertices) approaches a constant. We characterize I-MEC size in a similar fashion in the above settings with high precision. We show that the asymptotic expected number of interventions required to fully identify a DAG is a constant. These results are obtained by exploiting Meek rules and coupling arguments to provide sharp upper and lower bounds on the asymptotic quantities, which are then calculated numerically up to high precision. Our results have important consequences for experimental design of interventions and the development of algorithms for causal inference.

Generative models that can model and predict sequences of future events can, in principle, learn to capture complex real-world phenomena, such as physical interactions. In particular, learning predictive models of videos offers an especially appealing mechanism to enable a rich understanding of the physical world: videos of real-world interactions are plentiful and readily available, and a model that can predict future video frames can not only capture useful representations of the world, but can be useful in its own right, for problems such as model-based robotic control. However, a central challenge in video prediction is that the future is highly uncertain: a sequence of past observations of events can imply many possible futures. Although a number of recent works have studied probabilistic models that can represent uncertain futures, such models are either extremely expensive computationally (as in the case of pixel-level autoregressive models), or do not directly optimize the likelihood of the data. In this work, we propose a model for video prediction based on normalizing flows, which allows for direct optimization of the data likelihood, and produces high-quality stochastic predictions. To our knowledge, our work is the first to propose multi-frame video prediction with normalizing flows. We describe an approach for modeling the latent space dynamics, and demonstrate that flow-based generative models offer a viable and competitive approach to generative modeling of video.

We consider the problem of rational uncertainty about unproven mathematical statements, remarked on by G\"odel and others. Using Bayesian-inspired arguments we build a normative model of fair bets under deductive uncertainty which draws from both probability and the theory of algorithms. We comment on connections to Zeilberger's notion of "semi-rigorous proofs", particularly that inherent subjectivity would be present. We also discuss a financial view with models of arbitrage where traders have limited computational resources.

When the weights in a particle filter are not available analytically, standard resampling methods cannot be employed. To circumvent this problem state-of-the-art algorithms replace the true weights with non-negative unbiased estimates. This algorithm is still valid but at the cost of higher variance of the resulting filtering estimates in comparison to a particle filter using the true weights. We propose here a novel algorithm that allows for resampling according to the true intractable weights when only an unbiased estimator of the weights is available. We demonstrate our algorithm on several examples.

Artificial Intelligence (AI) plays varying roles in supporting both existing and emerging technologies. In the area of Learning and Tutoring, it plays key role in Intelligent Tutoring Systems (ITS). The fusion of ITS with Adaptive Hypermedia and Multimedia (AHAM) form the backbone of Adaptive eLearning Systems (AES) which provides personalized experiences to learners. This experience is important because it facilitates the accurate delivery of the learning modules in specific to the learner capacity and readiness. AES types vary, with Adaptive Web Based eLearning Systems (AWBES) being the popular type because of wider access offered by the web technology.The retrieval and aggregation of contents for any eLearning system is critical whichis determined by the relevance of learning material to the needs of the learner.In this paper, we discuss components of AES, role of AI in AES content aggregation, possible risks and available opportunities.

In likelihood-free settings where likelihood evaluations are intractable, approximate Bayesian computation (ABC) addresses the formidable inference task to discover plausible parameters of simulation programs that explain the observations. However, they demand large quantities of simulation calls. Critically, hyperparameters that determine measures of simulation discrepancy crucially balance inference accuracy and sample efficiency, yet are difficult to tune. In this paper, we present kernel embedding likelihood-free inference (KELFI), a holistic framework that automatically learns model hyperparameters to improve inference accuracy given limited simulation budget. By leveraging likelihood smoothness with conditional mean embeddings, we nonparametrically approximate likelihoods and posteriors as surrogate densities and sample from closed-form posterior mean embeddings, whose hyperparameters are learned under its approximate marginal likelihood. Our modular framework demonstrates improved accuracy and efficiency on challenging inference problems in ecology.