3,245 research outputs found

    On the Generation of Realistic and Robust Counterfactual Explanations for Algorithmic Recourse

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    This recent widespread deployment of machine learning algorithms presents many new challenges. Machine learning algorithms are usually opaque and can be particularly difficult to interpret. When humans are involved, algorithmic and automated decisions can negatively impact people’s lives. Therefore, end users would like to be insured against potential harm. One popular way to achieve this is to provide end users access to algorithmic recourse, which gives end users negatively affected by algorithmic decisions the opportunity to reverse unfavorable decisions, e.g., from a loan denial to a loan acceptance. In this thesis, we design recourse algorithms to meet various end user needs. First, we propose methods for the generation of realistic recourses. We use generative models to suggest recourses likely to occur under the data distribution. To this end, we shift the recourse action from the input space to the generative model’s latent space, allowing to generate counterfactuals that lie in regions with data support. Second, we observe that small changes applied to the recourses prescribed to end users likely invalidate the suggested recourse after being nosily implemented in practice. Motivated by this observation, we design methods for the generation of robust recourses and for assessing the robustness of recourse algorithms to data deletion requests. Third, the lack of a commonly used code-base for counterfactual explanation and algorithmic recourse algorithms and the vast array of evaluation measures in literature make it difficult to compare the per formance of different algorithms. To solve this problem, we provide an open source benchmarking library that streamlines the evaluation process and can be used for benchmarking, rapidly developing new methods, and setting up new experiments. In summary, our work contributes to a more reliable interaction of end users and machine learned models by covering fundamental aspects of the recourse process and suggests new solutions towards generating realistic and robust counterfactual explanations for algorithmic recourse

    Advances in machine learning algorithms for financial risk management

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    In this thesis, three novel machine learning techniques are introduced to address distinct yet interrelated challenges involved in financial risk management tasks. These approaches collectively offer a comprehensive strategy, beginning with the precise classification of credit risks, advancing through the nuanced forecasting of financial asset volatility, and ending with the strategic optimisation of financial asset portfolios. Firstly, a Hybrid Dual-Resampling and Cost-Sensitive technique has been proposed to combat the prevalent issue of class imbalance in financial datasets, particularly in credit risk assessment. The key process involves the creation of heuristically balanced datasets to effectively address the problem. It uses a resampling technique based on Gaussian mixture modelling to generate a synthetic minority class from the minority class data and concurrently uses k-means clustering on the majority class. Feature selection is then performed using the Extra Tree Ensemble technique. Subsequently, a cost-sensitive logistic regression model is then applied to predict the probability of default using the heuristically balanced datasets. The results underscore the effectiveness of our proposed technique, with superior performance observed in comparison to other imbalanced preprocessing approaches. This advancement in credit risk classification lays a solid foundation for understanding individual financial behaviours, a crucial first step in the broader context of financial risk management. Building on this foundation, the thesis then explores the forecasting of financial asset volatility, a critical aspect of understanding market dynamics. A novel model that combines a Triple Discriminator Generative Adversarial Network with a continuous wavelet transform is proposed. The proposed model has the ability to decompose volatility time series into signal-like and noise-like frequency components, to allow the separate detection and monitoring of non-stationary volatility data. The network comprises of a wavelet transform component consisting of continuous wavelet transforms and inverse wavelet transform components, an auto-encoder component made up of encoder and decoder networks, and a Generative Adversarial Network consisting of triple Discriminator and Generator networks. The proposed Generative Adversarial Network employs an ensemble of unsupervised loss derived from the Generative Adversarial Network component during training, supervised loss and reconstruction loss as part of its framework. Data from nine financial assets are employed to demonstrate the effectiveness of the proposed model. This approach not only enhances our understanding of market fluctuations but also bridges the gap between individual credit risk assessment and macro-level market analysis. Finally the thesis ends with a novel proposal of a novel technique or Portfolio optimisation. This involves the use of a model-free reinforcement learning strategy for portfolio optimisation using historical Low, High, and Close prices of assets as input with weights of assets as output. A deep Capsules Network is employed to simulate the investment strategy, which involves the reallocation of the different assets to maximise the expected return on investment based on deep reinforcement learning. To provide more learning stability in an online training process, a Markov Differential Sharpe Ratio reward function has been proposed as the reinforcement learning objective function. Additionally, a Multi-Memory Weight Reservoir has also been introduced to facilitate the learning process and optimisation of computed asset weights, helping to sequentially re-balance the portfolio throughout a specified trading period. The use of the insights gained from volatility forecasting into this strategy shows the interconnected nature of the financial markets. Comparative experiments with other models demonstrated that our proposed technique is capable of achieving superior results based on risk-adjusted reward performance measures. In a nut-shell, this thesis not only addresses individual challenges in financial risk management but it also incorporates them into a comprehensive framework; from enhancing the accuracy of credit risk classification, through the improvement and understanding of market volatility, to optimisation of investment strategies. These methodologies collectively show the potential of the use of machine learning to improve financial risk management

    A Trust Management Framework for Vehicular Ad Hoc Networks

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    The inception of Vehicular Ad Hoc Networks (VANETs) provides an opportunity for road users and public infrastructure to share information that improves the operation of roads and the driver experience. However, such systems can be vulnerable to malicious external entities and legitimate users. Trust management is used to address attacks from legitimate users in accordance with a user’s trust score. Trust models evaluate messages to assign rewards or punishments. This can be used to influence a driver’s future behaviour or, in extremis, block the driver. With receiver-side schemes, various methods are used to evaluate trust including, reputation computation, neighbour recommendations, and storing historical information. However, they incur overhead and add a delay when deciding whether to accept or reject messages. In this thesis, we propose a novel Tamper-Proof Device (TPD) based trust framework for managing trust of multiple drivers at the sender side vehicle that updates trust, stores, and protects information from malicious tampering. The TPD also regulates, rewards, and punishes each specific driver, as required. Furthermore, the trust score determines the classes of message that a driver can access. Dissemination of feedback is only required when there is an attack (conflicting information). A Road-Side Unit (RSU) rules on a dispute, using either the sum of products of trust and feedback or official vehicle data if available. These “untrue attacks” are resolved by an RSU using collaboration, and then providing a fixed amount of reward and punishment, as appropriate. Repeated attacks are addressed by incremental punishments and potentially driver access-blocking when conditions are met. The lack of sophistication in this fixed RSU assessment scheme is then addressed by a novel fuzzy logic-based RSU approach. This determines a fairer level of reward and punishment based on the severity of incident, driver past behaviour, and RSU confidence. The fuzzy RSU controller assesses judgements in such a way as to encourage drivers to improve their behaviour. Although any driver can lie in any situation, we believe that trustworthy drivers are more likely to remain so, and vice versa. We capture this behaviour in a Markov chain model for the sender and reporter driver behaviours where a driver’s truthfulness is influenced by their trust score and trust state. For each trust state, the driver’s likelihood of lying or honesty is set by a probability distribution which is different for each state. This framework is analysed in Veins using various classes of vehicles under different traffic conditions. Results confirm that the framework operates effectively in the presence of untrue and inconsistent attacks. The correct functioning is confirmed with the system appropriately classifying incidents when clarifier vehicles send truthful feedback. The framework is also evaluated against a centralized reputation scheme and the results demonstrate that it outperforms the reputation approach in terms of reduced communication overhead and shorter response time. Next, we perform a set of experiments to evaluate the performance of the fuzzy assessment in Veins. The fuzzy and fixed RSU assessment schemes are compared, and the results show that the fuzzy scheme provides better overall driver behaviour. The Markov chain driver behaviour model is also examined when changing the initial trust score of all drivers

    Learning recommender systems from biased user interactions

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    Recommender systems have been widely deployed to help users quickly find what they need from a collection of items. Predominant recommendation methods rely on supervised learning models to predict user ratings on items or the probabilities of users interacting with items. In addition, reinforcement learning models are crucial in improving long-term user engagement within recommender systems. In practice, both of these recommendation methods are commonly trained on logged user interactions and, therefore, subject to bias present in logged user interactions. This thesis concerns complex forms of bias in real-world user behaviors and aims to mitigate the effect of bias on reinforcement learning-based recommendation methods. The first part of the thesis consists of two research chapters, each dedicated to tackling a specific form of bias: dynamic selection bias and multifactorial bias. To mitigate the effect of dynamic selection bias and multifactorial bias, we propose a bias propensity estimation method for each. By incorporating the results from the bias propensity estimation methods, the widely used inverse propensity scoring-based debiasing method can be extended to correct for the corresponding bias. The second part of the thesis consists of two chapters that concern the effect of bias on reinforcement learning-based recommendation methods. Its first chapter focuses on mitigating the effect of bias on simulators, which enables the learning and evaluation of reinforcement learning-based recommendation methods. Its second chapter further explores different state encoders for reinforcement learning-based recommendation methods when learning and evaluating with the proposed debiased simulator

    Une méthode de mesure du mouvement humain pour la programmation par démonstration

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    Programming by demonstration (PbD) is an intuitive approach to impart a task to a robot from one or several demonstrations by the human teacher. The acquisition of the demonstrations involves the solution of the correspondence problem when the teacher and the learner differ in sensing and actuation. Kinesthetic guidance is widely used to perform demonstrations. With such a method, the robot is manipulated by the teacher and the demonstrations are recorded by the robot's encoders. In this way, the correspondence problem is trivial but the teacher dexterity is afflicted which may impact the PbD process. Methods that are more practical for the teacher usually require the identification of some mappings to solve the correspondence problem. The demonstration acquisition method is based on a compromise between the difficulty of identifying these mappings, the level of accuracy of the recorded elements and the user-friendliness and convenience for the teacher. This thesis proposes an inertial human motion tracking method based on inertial measurement units (IMUs) for PbD for pick-and-place tasks. Compared to kinesthetic guidance, IMUs are convenient and easy to use but can present a limited accuracy. Their potential for PbD applications is investigated. To estimate the trajectory of the teacher's hand, 3 IMUs are placed on her/his arm segments (arm, forearm and hand) to estimate their orientations. A specific method is proposed to partially compensate the well-known drift of the sensor orientation estimation around the gravity direction by exploiting the particular configuration of the demonstration. This method, called heading reset, is based on the assumption that the sensor passes through its original heading with stationary phases several times during the demonstration. The heading reset is implemented in an integration and vector observation algorithm. Several experiments illustrate the advantages of this heading reset. A comprehensive inertial human hand motion tracking (IHMT) method for PbD is then developed. It includes an initialization procedure to estimate the orientation of each sensor with respect to the human arm segment and the initial orientation of the sensor with respect to the teacher attached frame. The procedure involves a rotation and a static position of the extended arm. The measurement system is thus robust with respect to the positioning of the sensors on the segments. A procedure for estimating the position of the human teacher relative to the robot and a calibration procedure for the parameters of the method are also proposed. At the end, the error of the human hand trajectory is measured experimentally and is found in an interval between 28.528.5 mm and 61.861.8 mm. The mappings to solve the correspondence problem are identified. Unfortunately, the observed level of accuracy of this IHMT method is not sufficient for a PbD process. In order to reach the necessary level of accuracy, a method is proposed to correct the hand trajectory obtained by IHMT using vision data. A vision system presents a certain complementarity with inertial sensors. For the sake of simplicity and robustness, the vision system only tracks the objects but not the teacher. The correction is based on so-called Positions Of Interest (POIs) and involves 3 steps: the identification of the POIs in the inertial and vision data, the pairing of the hand POIs to objects POIs that correspond to the same action in the task, and finally, the correction of the hand trajectory based on the pairs of POIs. The complete method for demonstration acquisition is experimentally evaluated in a full PbD process. This experiment reveals the advantages of the proposed method over kinesthesy in the context of this work.La programmation par démonstration est une approche intuitive permettant de transmettre une tâche à un robot à partir d'une ou plusieurs démonstrations faites par un enseignant humain. L'acquisition des démonstrations nécessite cependant la résolution d'un problème de correspondance quand les systèmes sensitifs et moteurs de l'enseignant et de l'apprenant diffèrent. De nombreux travaux utilisent des démonstrations faites par kinesthésie, i.e., l'enseignant manipule directement le robot pour lui faire faire la tâche. Ce dernier enregistre ses mouvements grâce à ses propres encodeurs. De cette façon, le problème de correspondance est trivial. Lors de telles démonstrations, la dextérité de l'enseignant peut être altérée et impacter tout le processus de programmation par démonstration. Les méthodes d'acquisition de démonstration moins invalidantes pour l'enseignant nécessitent souvent des procédures spécifiques pour résoudre le problème de correspondance. Ainsi l'acquisition des démonstrations se base sur un compromis entre complexité de ces procédures, le niveau de précision des éléments enregistrés et la commodité pour l'enseignant. Cette thèse propose ainsi une méthode de mesure du mouvement humain par capteurs inertiels pour la programmation par démonstration de tâches de ``pick-and-place''. Les capteurs inertiels sont en effet pratiques et faciles à utiliser, mais sont d'une précision limitée. Nous étudions leur potentiel pour la programmation par démonstration. Pour estimer la trajectoire de la main de l'enseignant, des capteurs inertiels sont placés sur son bras, son avant-bras et sa main afin d'estimer leurs orientations. Une méthode est proposée afin de compenser partiellement la dérive de l'estimation de l'orientation des capteurs autour de la direction de la gravité. Cette méthode, appelée ``heading reset'', est basée sur l'hypothèse que le capteur passe plusieurs fois par son azimut initial avec des phases stationnaires lors d'une démonstration. Cette méthode est implémentée dans un algorithme d'intégration et d'observation de vecteur. Des expériences illustrent les avantages du ``heading reset''. Cette thèse développe ensuite une méthode complète de mesure des mouvements de la main humaine par capteurs inertiels (IHMT). Elle comprend une première procédure d'initialisation pour estimer l'orientation des capteurs par rapport aux segments du bras humain ainsi que l'orientation initiale des capteurs par rapport au repère de référence de l'humain. Cette procédure, consistant en une rotation et une position statique du bras tendu, est robuste au positionnement des capteurs. Une seconde procédure est proposée pour estimer la position de l'humain par rapport au robot et pour calibrer les paramètres de la méthode. Finalement, l'erreur moyenne sur la trajectoire de la main humaine est mesurée expérimentalement entre 28.5 mm et 61.8 mm, ce qui n'est cependant pas suffisant pour la programmation par démonstration. Afin d'atteindre le niveau de précision nécessaire, une nouvelle méthode est développée afin de corriger la trajectoire de la main par IHMT à partir de données issues d'un système de vision, complémentaire des capteurs inertiels. Pour maintenir une certaine simplicité et robustesse, le système de vision ne suit que les objets et pas l'enseignant. La méthode de correction, basée sur des ``Positions Of Interest (POIs)'', est constituée de 3 étapes: l'identification des POIs dans les données issues des capteurs inertiels et du système de vision, puis l'association de POIs liées à la main et de POIs liées aux objets correspondant à la même action, et enfin, la correction de la trajectoire de la main à partir des paires de POIs. Finalement, la méthode IHMT corrigée est expérimentalement évaluée dans un processus complet de programmation par démonstration. Cette expérience montre l'avantage de la méthode proposée sur la kinesthésie dans le contexte de ce travail

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

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    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    The Application of Data Analytics Technologies for the Predictive Maintenance of Industrial Facilities in Internet of Things (IoT) Environments

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    In industrial production environments, the maintenance of equipment has a decisive influence on costs and on the plannability of production capacities. In particular, unplanned failures during production times cause high costs, unplanned downtimes and possibly additional collateral damage. Predictive Maintenance starts here and tries to predict a possible failure and its cause so early that its prevention can be prepared and carried out in time. In order to be able to predict malfunctions and failures, the industrial plant with its characteristics, as well as wear and ageing processes, must be modelled. Such modelling can be done by replicating its physical properties. However, this is very complex and requires enormous expert knowledge about the plant and about wear and ageing processes of each individual component. Neural networks and machine learning make it possible to train such models using data and offer an alternative, especially when very complex and non-linear behaviour is evident. In order for models to make predictions, as much data as possible about the condition of a plant and its environment and production planning data is needed. In Industrial Internet of Things (IIoT) environments, the amount of available data is constantly increasing. Intelligent sensors and highly interconnected production facilities produce a steady stream of data. The sheer volume of data, but also the steady stream in which data is transmitted, place high demands on the data processing systems. If a participating system wants to perform live analyses on the incoming data streams, it must be able to process the incoming data at least as fast as the continuous data stream delivers it. If this is not the case, the system falls further and further behind in processing and thus in its analyses. This also applies to Predictive Maintenance systems, especially if they use complex and computationally intensive machine learning models. If sufficiently scalable hardware resources are available, this may not be a problem at first. However, if this is not the case or if the processing takes place on decentralised units with limited hardware resources (e.g. edge devices), the runtime behaviour and resource requirements of the type of neural network used can become an important criterion. This thesis addresses Predictive Maintenance systems in IIoT environments using neural networks and Deep Learning, where the runtime behaviour and the resource requirements are relevant. The question is whether it is possible to achieve better runtimes with similarly result quality using a new type of neural network. The focus is on reducing the complexity of the network and improving its parallelisability. Inspired by projects in which complexity was distributed to less complex neural subnetworks by upstream measures, two hypotheses presented in this thesis emerged: a) the distribution of complexity into simpler subnetworks leads to faster processing overall, despite the overhead this creates, and b) if a neural cell has a deeper internal structure, this leads to a less complex network. Within the framework of a qualitative study, an overall impression of Predictive Maintenance applications in IIoT environments using neural networks was developed. Based on the findings, a novel model layout was developed named Sliced Long Short-Term Memory Neural Network (SlicedLSTM). The SlicedLSTM implements the assumptions made in the aforementioned hypotheses in its inner model architecture. Within the framework of a quantitative study, the runtime behaviour of the SlicedLSTM was compared with that of a reference model in the form of laboratory tests. The study uses synthetically generated data from a NASA project to predict failures of modules of aircraft gas turbines. The dataset contains 1,414 multivariate time series with 104,897 samples of test data and 160,360 samples of training data. As a result, it could be proven for the specific application and the data used that the SlicedLSTM delivers faster processing times with similar result accuracy and thus clearly outperforms the reference model in this respect. The hypotheses about the influence of complexity in the internal structure of the neuronal cells were confirmed by the study carried out in the context of this thesis

    Probabilistic inverse optimal control with local linearization for non-linear partially observable systems

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    Inverse optimal control methods can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, requires the control signals to be known, or is limited to fully-observable or linear systems. This paper introduces a probabilistic approach to inverse optimal control for stochastic non-linear systems with missing control signals and partial observability that unifies existing approaches. By using an explicit model of the noise characteristics of the sensory and control systems of the agent in conjunction with local linearization techniques, we derive an approximate likelihood for the model parameters, which can be computed within a single forward pass. We evaluate our proposed method on stochastic and partially observable version of classic control tasks, a navigation task, and a manual reaching task. The proposed method has broad applicability, ranging from imitation learning to sensorimotor neuroscience
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