Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application, and therefore cannot guarantee optimal predictions for a given task. To make more suitable task-specific approximations, we introduce a new loss-calibrated evidence lower bound for Bayesian neural networks in the context of supervised learning, informed by Bayesian decision theory. By introducing a lower bound that depends on a utility function, we ensure that our approximation achieves higher utility than traditional methods for applications that have asymmetric utility functions. Furthermore, in using dropout inference, we highlight that our new objective is identical to that of standard dropout neural networks, with an additional utility-dependent penalty term. We demonstrate our new loss-calibrated model with an illustrative medical example and a restricted model capacity experiment, and highlight failure modes of the comparable weighted cross entropy approach. Lastly, we demonstrate the scalability of our method to real world applications with per-pixel semantic segmentation on an autonomous driving data set.

Our article shows how to carry out Bayesian inference by combining data subsampling with Sequential Monte Carlo (SMC). This takes advantage of the attractive properties of SMC for Bayesian computations with the ability of subsampling to tackle big data problems. SMC sequentially updates a cloud of particles through a sequence of densities, beginning with a density that is easy to sample from such as the prior and ending with the posterior density. Each update of the particle cloud consists of three steps: reweighting, resampling, and moving. In the move step, each particle is moved using a Markov kernel and this is typically the most computationally expensive part, particularly when the dataset is large. It is crucial to have an efficient move step to ensure particle diversity. Our article makes two important contributions. First, in order to speed up the SMC computation, we use an approximately unbiased and efficient annealed likelihood estimator based on data subsampling. The subsampling approach is more memory efficient than the corresponding full data SMC, which is a great advantage for parallel computation. Second, we use a Metropolis within Gibbs kernel with two conditional updates. First, a Hamiltonian Monte Carlo update makes distant moves for the model parameters. Second, a block pseudo-marginal proposal is used for the particles corresponding to the auxiliary variables for the data subsampling. We demonstrate the usefulness of the methodology using two large datasets.

We propose analyzing conditional reasoning by appeal to a notion of intervention on a simulation program, formalizing and subsuming a number of approaches to conditional thinking in the recent AI literature. Our main results include a series of axiomatizations, allowing comparison between this framework and existing frameworks (normality-ordering models, causal structural equation models), and a complexity result establishing NP-completeness of the satisfiability problem. Perhaps surprisingly, some of the basic logical principles common to all existing approaches are invalidated in our causal simulation approach. We suggest that this additional flexibility is important in modeling some intuitive examples.

Accounting fraud is a global concern representing a significant threat to the financial system stability due to the resulting diminishing of the market confidence and trust of regulatory authorities. Several tricks can be used to commit accounting fraud, hence the need for non-static regulatory interventions that take into account different fraudulent patterns. Accordingly, this study aims to improve the detection of accounting fraud via the implementation of several machine learning methods to better differentiate between fraud and non-fraud companies, and to further assist the task of examination within the riskier firms by evaluating relevant financial indicators. Out-of-sample results suggest there is a great potential in detecting falsified financial statements through statistical modelling and analysis of publicly available accounting information. The proposed methodology can be of assistance to public auditors and regulatory agencies as it facilitates auditing processes, and supports more targeted and effective examinations of accounting reports.

In many practical uses of reinforcement learning (RL) the set of actions available at a given state is a random variable, with realizations governed by an exogenous stochastic process. Somewhat surprisingly, the foundations for such sequential decision processes have been unaddressed. In this work, we formalize and investigate MDPs with stochastic action sets (SAS-MDPs) to provide these foundations. We show that optimal policies and value functions in this model have a structure that admits a compact representation. From an RL perspective, we show that Q-learning with sampled action sets is sound. In model-based settings, we consider two important special cases: when individual actions are available with independent probabilities; and a sampling-based model for unknown distributions. We develop poly-time value and policy iteration methods for both cases; and in the first, we offer a poly-time linear programming solution.

Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal distributions, multiplicative noise approximations are straightforward to implement. There are a number of limitations in existing approaches to marginalize over multiplicative errors, such as positivity of the multiplicative noise term. The focus in this paper is in large dimensional (inverse) problems for which sampling type approaches have too high computational complexity. In this paper, we propose an alternative approach to carry out approximative marginalization over the multiplicative error by embedding the statistics in an additive error term. The approach is essentially a Bayesian one in that the statistics of the additive error is induced by the statistics of the other unknowns. As an example, we consider a deconvolution problem on random fields with different statistics of the multiplicative noise. Furthermore, the approach allows for correlated multiplicative noise. We show that the proposed approach provides feasible error estimates in the sense that the posterior models support the actual image.

We report a procedure that, in one step from continuous data with minimal preparation, recovers the graph found by Sachs et al. \cite{sachs2005causal}, with only a few edges different. The algorithm, Fast Adjacency Skewness (FASK), relies on a mixture of linear reasoning and reasoning from the skewness of variables; the Sachs data is a good candidate for this procedure since the skewness of the variables is quite pronounced. We review the ground truth model from Sachs et al. as well as some of the fluctuations seen in the protein abundances in the system, give the Sachs model and the FASK model, and perform a detailed comparison. Some variation in hyper-parameters is explored, though the main result uses values at or near the defaults learned from work modeling fMRI data.

The system's ability to adapt and self-organize are two key factors when it comes to how well the system can survive the changes to the environment and the plant they work within. Intelligent control improves these two factors in controllers. Considering the increasing complexity of dynamic systems along with their need for feedback controls, using more complicated controls has become necessary and intelligent control can be a suitable response to this necessity. This paper briefly describes the structure of intelligent control and provides a review on fuzzy logic and neural networks which are some of the base methods for intelligent control. The different aspects of these two methods are then compared together and an example of a combined method is presented.

Conceptual formalism supported by typical ontologies may not be sufficient to represent uncertainty information which is caused due to the lack of clear cut boundaries between concepts of a domain. Fuzzy ontologies are proposed to offer a way to deal with this uncertainty. This paper describes the state of the art in developing fuzzy ontologies. The survey is produced by studying about 35 works on developing fuzzy ontologies from a batch of 100 articles in the field of fuzzy ontologies. 1. Introduction Ontology is an explicit, formal specification of a shared conceptualization in a human understandable, machinereadable format. Ontologies are the knowledge backbone for many intelligent and knowledge based systems [1, 2].

We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian standpoint, we investigate the MAP (maximum a posteriori) estimator from a penalized likelihood perspective that gives rise to a new non-convex penalty approximating the $\ell_0$ penalty. Optimal error rates for estimation consistency in terms of various matrix norms along with selection consistency for sparse structure recovery are shown for the unique MAP estimator under mild conditions. For fast and efficient computation, an EM algorithm is proposed to compute the MAP estimator of the precision matrix and (approximate) posterior probabilities on the edges of the underlying sparse structure. Through extensive simulation studies and a real application to a call center data, we have demonstrated the fine performance of our method compared with existing alternatives.