In many tasks, in particular in natural science, the goal is to determine hidden system parameters from a set of measurements. Often, the forward process from parameter- to measurement-space is a well-defined function, whereas the inverse problem is ambiguous: one measurement may map to multiple different sets of parameters. In this setting, the posterior parameter distribution, conditioned on an input measurement, has to be determined. We argue that a particular class of neural networks is well suited for this task -- so-called Invertible Neural Networks (INNs). Although INNs are not new, they have, so far, received little attention in literature. While classical neural networks attempt to solve the ambiguous inverse problem directly, INNs are able to learn it jointly with the well-defined forward process, using additional latent output variables to capture the information otherwise lost. Given a specific measurement and sampled latent variables, the inverse pass of the INN provides a full distribution over parameter space. We verify experimentally, on artificial data and real-world problems from astrophysics and medicine, that INNs are a powerful analysis tool to find multi-modalities in parameter space, to uncover parameter correlations, and to identify unrecoverable parameters.

Root Cause Analysis for Anomalies is challenging because of the trade-off between the accuracy and its explanatory friendliness, required for industrial applications. In this paper we propose a framework for simple and friendly RCA within the Bayesian regime under certain restrictions (that Hessian at the mode is diagonal, here referred to as \emph{separability}) imposed on the predictive posterior. We show that this assumption is satisfied for important base models, including Multinomal, Dirichlet-Multinomial and Naive Bayes. To demonstrate the usefulness of the framework, we embed it into the Bayesian Net and validate on web server error logs (real world data set).

This document aims to provide a review on learning with deep generative models (DGMs), which is an highly-active area in machine learning and more generally, artificial intelligence. This review is not meant to be a tutorial, but when necessary, we provide self-contained derivations for completeness. This review has two features. First, though there are different perspectives to classify DGMs, we choose to organize this review from the perspective of graphical modeling, because the learning methods for directed DGMs and undirected DGMs are fundamentally different. Second, we differentiate model definitions from model learning algorithms, since different learning algorithms can be applied to solve the learning problem on the same model, and an algorithm can be applied to learn different models. We thus separate model definition and model learning, with more emphasis on reviewing, differentiating and connecting different learning algorithms. We also discuss promising future research directions. This review is by no means comprehensive as the field is evolving rapidly. The authors apologize in advance for any missed papers and inaccuracies in descriptions. Corrections and comments are highly welcome.

In this book we introduce the plithogenic set (as generalization of crisp, fuzzy, intuitionistic fuzzy, and neutrosophic sets), plithogenic logic (as generalization of classical, fuzzy, intuitionistic fuzzy, and neutrosophic logics), plithogenic probability (as generalization of classical, imprecise, and neutrosophic probabilities), and plithogenic statistics (as generalization of classical, and neutrosophic statistics). Plithogenic Set is a set whose elements are characterized by one or more attributes, and each attribute may have many values. An attribute value v has a corresponding (fuzzy, intuitionistic fuzzy, or neutrosophic) degree of appurtenance d(x,v) of the element x, to the set P, with respect to some given criteria. In order to obtain a better accuracy for the plithogenic aggregation operators in the plithogenic set, logic, probability and for a more exact inclusion (partial order), a (fuzzy, intuitionistic fuzzy, or neutrosophic) contradiction (dissimilarity) degree is defined between each attribute value and the dominant (most important) attribute value. The plithogenic intersection and union are linear combinations of the fuzzy operators tnorm and tconorm, while the plithogenic complement, inclusion, equality are influenced by the attribute values contradiction (dissimilarity) degrees. Formal definitions of plithogenic set, logic, probability, statistics are presented into the book, followed by plithogenic aggregation operators, various theorems related to them, and afterwards examples and applications of these new concepts in our everyday life.

Extracting characteristics from the training datasets of classification problems has proven effective in a number of meta-analyses. Among them, measures of classification complexity can estimate the difficulty in separating the data points into their expected classes. Descriptors of the spatial distribution of the data and estimates of the shape and size of the decision boundary are among the existent measures for this characterization. This information can support the formulation of new data-driven pre-processing and pattern recognition techniques, which can in turn be focused on challenging characteristics of the problems. This paper surveys and analyzes measures which can be extracted from the training datasets in order to characterize the complexity of the respective classification problems. Their use in recent literature is also reviewed and discussed, allowing to prospect opportunities for future work in the area. Finally, descriptions are given on an R package named Extended Complexity Library (ECoL) that implements a set of complexity measures and is made publicly available.

In many service robot applications, such as intra-logistics, surveillance or stock monitoring, it is desirable for a collection of tasks to be allocated to a team of robots. In this paper, we address applications such as these where tasks are independent (there are no inter-task dependencies) and each task only requires a single robot to complete it. Most existing approaches for solving this class of problems divide the problem into separate task allocation (TA) and planning processes. TA determines which robot should complete which tasks, and planning determines how each task, or conjunction of tasks, should be completed. This separation is made to reduce the computational complexity of the problem. It allows each robot to plan separately for its own task set, avoiding the need for a joint planning model which is typically exponential in the number of team members. This separation also allows specialised algorithms to be used for the TA and planning parts, increasing the efficiency with which the task-directed behaviour of the team can be generated. When doing this, TA usually assumes a greatly simplified model of planning in order to be able to efficiently compute allocations. However, this separation also means that the TA process cannot be informed by the plans of the individual robots, which prevents it from exploiting opportunities, or avoiding hindrances, that are only evident once planning has been performed.

The multi-armed bandit is a sequential allocation task where an agent must learn a policy that maximizes long term payoff, where only the reward of the played arm is observed at each iteration. In the stochastic setting, the reward for each action is generated from an unknown distribution, which depends on a given 'context', available at each interaction with the world. Thompson sampling is a generative, interpretable multi-armed bandit algorithm that has been shown both to perform well in practice, and to enjoy optimality properties for certain reward functions. Nevertheless, Thompson sampling requires sampling from parameter posteriors and calculation of expected rewards, which are possible for a very limited choice of distributions. We here extend Thompson sampling to more complex scenarios by adopting a very flexible set of reward distributions: nonparametric Gaussian mixture models. The generative process of Bayesian nonparametric mixtures naturally aligns with the Bayesian modeling of multi-armed bandits. This allows for the implementation of an efficient and flexible Thompson sampling algorithm: the nonparametric model autonomously determines its complexity in an online fashion, as it observes new rewards for the played arms. We show how the proposed method sequentially learns the nonparametric mixture model that best approximates the true underlying reward distribution. Our contribution is valuable for practical scenarios, as it avoids stringent model specifications, and yet attains reduced regret.

An important application of Lebesgue integral quadrature[1] is developed. Given two random processes, $f(x)$ and $g(x)$, two generalized eigenvalue problems can be formulated and solved. In addition to obtaining two Lebesgue quadratures (for $f$ and $g$) from two eigenproblems, the projections of $f$-- and $g$-- eigenvectors on each other allow to build a joint distribution estimator, the most general form of which is a density--matrix correlation. The examples of the density--matrix correlation can be the value--correlation $V_{f_i;g_j}$, similar to the regular correlation concept, and a new one, the probability--correlation $P_{f_i;g_j}$. The theory is implemented numerically; the software is available under the GPLv3 license.

The multi-armed bandit (MAB) problem is a sequential allocation task where the goal is to learn a policy that maximizes long term payoff, where only the reward of the executed action is observed; i.e., sequential optimal decisions are made, while simultaneously learning how the world operates. In the stochastic setting, the reward for each action is generated from an unknown distribution. To decide the next optimal action to take, one must compute sufficient statistics of this unknown reward distribution, e.g. upper-confidence bounds (UCB), or expectations in Thompson sampling. Closed-form expressions for these statistics of interest are analytically intractable except for simple cases. We here propose to leverage Monte Carlo estimation and, in particular, the flexibility of (sequential) importance sampling (IS) to allow for accurate estimation of the statistics of interest within the MAB problem. IS methods estimate posterior densities or expectations in probabilistic models that are analytically intractable. We first show how IS can be combined with state-of-the-art MAB algorithms (Thompson sampling and Bayes-UCB) for classic (Bernoulli and contextual linear-Gaussian) bandit problems. Furthermore, we leverage the power of sequential IS to extend the applicability of these algorithms beyond the classic settings, and tackle additional useful cases. Specifically, we study the dynamic linear-Gaussian bandit, and both the static and dynamic logistic cases too. The flexibility of (sequential) importance sampling is shown to be fundamental for obtaining efficient estimates of the key sufficient statistics in these challenging scenarios.

Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly. To reduce the computational cost, Bayesian optimisation (BO) and surrogate models such as Gaussian processes have been proposed. Bayesian optimisation enables one to intelligently decide where to evaluate the model next but common BO strategies are not designed for the goal of estimating the posterior distribution. Our paper addresses this gap in the literature. We propose to compute the uncertainty in the ABC posterior density, which is due to a lack of simulations to estimate this quantity accurately, and define a loss function that measures this uncertainty. We then propose to select the next evaluation location to minimise the expected loss. Experiments show that the proposed method often produces the most accurate approximations as compared to common BO strategies.