We develop SHOPPER, a sequential probabilistic model of market baskets. SHOPPER uses interpretable components to model the forces that drive how a customer chooses products; in particular, we designed SHOPPER to capture how items interact with other items. We develop an efficient posterior inference algorithm to estimate these forces from large-scale data, and we analyze a large dataset from a major chain grocery store. We are interested in answering counterfactual queries about changes in prices. We found that SHOPPER provides accurate predictions even under price interventions, and that it helps identify complementary and substitutable pairs of products.

The Bayes error rate (BER) is a central concept in the statistical theory of classification. It represents the error rate of the Bayes classifier, which assigns a label to an object corresponding to the class with the highest posterior probability. By definition, the Bayes error represents the smallest possible average error rate that can be achieved by any decision rule (Wald, 1947). Because of these properties, the BER is of great interest both for benchmarking classification algorithms as well as for the practical design of classification algorithms. For example, an accurate approximation of the BER can be used for classifier parameter selection, data dimensionality reduction, or variable selection. However, accurate BER approximation is difficult, especially in high dimension, and thus much attention has focused on tight and tractable BER bounds. This paper proposes a model-free approach to designing multiclass classifiers using a bias-corrected BER bound estimated directly from the multiclass data. There exists several useful bounds on the BER that are functions of the class-dependent feature distributions. These include information theoretic divergence measures such as the Chernoffα -divergence (Chernoff, 1952), the Bhattacharyya divergence (Kailath, 1967), or the Jensen-Shannon divergence (Lin, 1991).

Many countries are suffering from severe air pollution. Understanding how different air pollutants accumulate and propagate is critical to making relevant public policies. In this paper, we use urban big data (air quality data and meteorological data) to identify the \emph{spatiotemporal (ST) causal pathways} for air pollutants. This problem is challenging because: (1) there are numerous noisy and low-pollution periods in the raw air quality data, which may lead to unreliable causality analysis, (2) for large-scale data in the ST space, the computational complexity of constructing a causal structure is very high, and (3) the \emph{ST causal pathways} are complex due to the interactions of multiple pollutants and the influence of environmental factors. Therefore, we present \emph{p-Causality}, a novel pattern-aided causality analysis approach that combines the strengths of \emph{pattern mining} and \emph{Bayesian learning} to efficiently and faithfully identify the \emph{ST causal pathways}. First, \emph{Pattern mining} helps suppress the noise by capturing frequent evolving patterns (FEPs) of each monitoring sensor, and greatly reduce the complexity by selecting the pattern-matched sensors as "causers". Then, \emph{Bayesian learning} carefully encodes the local and ST causal relations with a Gaussian Bayesian network (GBN)-based graphical model, which also integrates environmental influences to minimize biases in the final results. We evaluate our approach with three real-world data sets containing 982 air quality sensors, in three regions of China from 01-Jun-2013 to 19-Dec-2015. Results show that our approach outperforms the traditional causal structure learning methods in time efficiency, inference accuracy and interpretability.

In this paper we analyse the benefits of incorporating interval-valued fuzzy sets into the Bousi-Prolog system. A syntax, declarative semantics and im- plementation for this extension is presented and formalised. We show, by using potential applications, that fuzzy logic programming frameworks enhanced with them can correctly work together with lexical resources and ontologies in order to improve their capabilities for knowledge representation and reasoning.

Both in statistics and machine learning there has been substantial interest in the design and study of distributed statistical or learning methods in recent years. One driving reason is the fact that in certain applications datasets have become so large that it is often unfeasible, or computationally undesirable, to carry out the analysis on a single machine. In a distributed method the data are divided over a cluster consisting of several machines and/or cores. The machines in the cluster then process their data locally, after which the local results are somehow aggregated on a central machine to finally produce the overall outcome of the statistical analysis. Distributed methods are not only used for computational reasons, but are for instance also of interest in situations where privacy is important and it is undesirable that all data are handled at a single location. Moreover, there are applications in which data are by construction gathered at multiple locations and first processed locally, before being combined at a central location. Over the last years a variety of distributed methods have been proposed. Recent examples include Consensus Monte Carlo (Scott et al. (2016)), WASP The research leading to these results has received funding from the Netherlands Science foundation NWO and from the European Research Council under ERC Grant Agreement 320637.

The Calculation of Posterior Distributions by Data Augmentation: Comment: A Noniterative Sampling/Importance Resampling Alternative to the Data Augmentation Algorithm for Creating a Few Imputations When Fractions of Missing Information Are Modest: The SIR. Journal of the American Statistical Association, 82(398):543, jun 1987.

Gaussian multiplicative noise is commonly used as a stochastic regularisation technique in training of deterministic neural networks. A recent paper reinterpreted the technique as a specific algorithm for approximate inference in Bayesian neural networks; several extensions ensued. We show that the log-uniform prior used in all the above publications does not generally induce a proper posterior, and thus Bayesian inference in such models is ill-posed. Independent of the log-uniform prior, the correlated weight noise approximation has further issues leading to either infinite objective or high risk of overfitting. The above implies that the reported sparsity of obtained solutions cannot be explained by Bayesian or the related minimum description length arguments. We thus study the objective from a non-Bayesian perspective, provide its previously unknown analytical form which allows exact gradient evaluation, and show that the later proposed additive reparametrisation introduces minima not present in the original multiplicative parametrisation. Implications and future research directions are discussed.

We establish the consistency of an algorithm of Mondrian Forests, a randomized classification algorithm that can be implemented online. First, we amend the original Mondrian Forest algorithm, that considers a fixed lifetime parameter. Indeed, the fact that this parameter is fixed hinders the statistical consistency of the original procedure. Our modified Mondrian Forest algorithm grows trees with increasing lifetime parameters $\lambda_n$, and uses an alternative updating rule, allowing to work also in an online fashion. Second, we provide a theoretical analysis establishing simple conditions for consistency. Our theoretical analysis also exhibits a surprising fact: our algorithm achieves the minimax rate (optimal rate) for the estimation of a Lipschitz regression function, which is a strong extension of previous results to an arbitrary dimension.

This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of the variational approach but with the representational power and computational scalability of spectral representations. The work hinges on a key result that there exist spectral features related to a finite domain of the Gaussian process which exhibit almost-independent covariances. We derive these expressions for Matern kernels in one dimension, and generalize to more dimensions using kernels with specific structures. Under the assumption of additive Gaussian noise, our method requires only a single pass through the dataset, making for very fast and accurate computation. We fit a model to 4 million training points in just a few minutes on a standard laptop. With non-conjugate likelihoods, our MCMC scheme reduces the cost of computation from O(NM2) (for a sparse Gaussian process) to O(NM) per iteration, where N is the number of data and M is the number of features.

This study presents an efficient incremental/decremental approach for big streams based on Kernel Ridge Regression (KRR), a frequently used data analysis in cloud centers. To avoid reanalyzing the whole dataset whenever sensors receive new training data, typical incremental KRR used a single-instance mechanism for updating an existing system. However, this inevitably increased redundant computational time, not to mention applicability to big streams. To this end, the proposed mechanism supports incremental/decremental processing for both single and multiple samples (i.e., batch processing). A large scale of data can be divided into batches, processed by a machine, without sacrificing the accuracy. Moreover, incremental/decremental analyses in empirical and intrinsic space are also proposed in this study to handle different types of data either with a large number of samples or high feature dimensions, whereas typical methods focused only on one type. At the end of this study, we further the proposed mechanism to statistical Kernelized Bayesian Regression, so that uncertainty modeling with incremental/decremental computation becomes applicable. Experimental results showed that computational time was significantly reduced, better than the original nonincremental design and the typical single incremental method. Furthermore, the accuracy of the proposed method remained the same as the baselines. This implied that the system enhanced efficiency without sacrificing the accuracy. These findings proved that the proposed method was appropriate for variable streaming data analysis, thereby demonstrating the effectiveness of the proposed method.