On Epistemics in Expected Free Energy for Linear Gaussian State Space Models.

Active Inference (AIF) is a framework that can be used both to describe information processing in naturally intelligent systems, such as the human brain, and to design synthetic intelligent systems (agents). In this paper we show that Expected Free Energy (EFE) minimisation, a core feature of the framework, does not lead to purposeful explorative behaviour in linear Gaussian dynamical systems. We provide a simple proof that, due to the specific construction used for the EFE, the terms responsible for the exploratory (epistemic) drive become constant in the case of linear Gaussian systems. This renders AIF equivalent to KL control. From a theoretical point of view this is an interesting result since it is generally assumed that EFE minimisation will always introduce an exploratory drive in AIF agents. While the full EFE objective does not lead to exploration in linear Gaussian dynamical systems, the principles of its construction can still be used to design objectives that include an epistemic drive. We provide an in-depth analysis of the mechanics behind the epistemic drive of AIF agents and show how to design objectives for linear Gaussian dynamical systems that do include an epistemic drive. Concretely, we show that focusing solely on epistemics and dispensing with goal-directed terms leads to a form of maximum entropy exploration that is heavily dependent on the type of control signals driving the system. Additive controls do not permit such exploration. From a practical point of view this is an important result since linear Gaussian dynamical systems with additive controls are an extensively used model class, encompassing for instance Linear Quadratic Gaussian controllers. On the other hand, linear Gaussian dynamical systems driven by multiplicative controls such as switching transition matrices do permit an exploratory drive.

Message Passing-Based Inference for Time-Varying Autoregressive Models.

Time-varying autoregressive (TVAR) models are widely used for modeling of non-stationary signals. Unfortunately, online joint adaptation of both states and parameters in these models remains a challenge. In this paper, we represent the TVAR model by a factor graph and solve the inference problem by automated message passing-based inference for states and parameters. We derive structured variational update rules for a composite "AR node" with probabilistic observations that can be used as a plug-in module in hierarchical models, for example, to model the time-varying behavior of the hyper-parameters of a time-varying AR model. Our method includes tracking of variational free energy (FE) as a Bayesian measure of TVAR model performance. The proposed methods are verified on a synthetic data set and validated on real-world data from temperature modeling and speech enhancement tasks.

A Review of Domain Adaptation without Target Labels.

Domain adaptation has become a prominent problem setting in machine learning and related fields. This review asks the question: How can a classifier learn from a source domain and generalize to a target domain? We present a categorization of approaches, divided into, what we refer to as, sample-based, feature-based, and inference-based methods. Sample-based methods focus on weighting individual observations during training based on their importance to the target domain. Feature-based methods revolve around on mapping, projecting, and representing features such that a source classifier performs well on the target domain and inference-based methods incorporate adaptation into the parameter estimation procedure, for instance through constraints on the optimization procedure. Additionally, we review a number of conditions that allow for formulating bounds on the cross-domain generalization error. Our categorization highlights recurring ideas and raises questions important to further research.

The data representativeness criterion: Predicting the performance of supervised classification based on data set similarity.

In a broad range of fields it may be desirable to reuse a supervised classification algorithm and apply it to a new data set. However, generalization of such an algorithm and thus achieving a similar classification performance is only possible when the training data used to build the algorithm is similar to new unseen data one wishes to apply it to. It is often unknown in advance how an algorithm will perform on new unseen data, being a crucial reason for not deploying an algorithm at all. Therefore, tools are needed to measure the similarity of data sets. In this paper, we propose the Data Representativeness Criterion (DRC) to determine how representative a training data set is of a new unseen data set. We present a proof of principle, to see whether the DRC can quantify the similarity of data sets and whether the DRC relates to the performance of a supervised classification algorithm. We compared a number of magnetic resonance imaging (MRI) data sets, ranging from subtle to severe difference is acquisition parameters. Results indicate that, based on the similarity of data sets, the DRC is able to give an indication as to when the performance of a supervised classifier decreases. The strictness of the DRC can be set by the user, depending on what one considers to be an acceptable underperformance.