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Raymond Ng

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NeurIPS Conference 2022 Conference Paper

Generating multivariate time series with COmmon Source CoordInated GAN (COSCI-GAN)

Ali Seyfi
Jean-Francois Rajotte
Raymond Ng

Generating multivariate time series is a promising approach for sharing sensitive data in many medical, financial, and IoT applications. A common type of multivariate time series originates from a single source such as the biometric measurements from a medical patient. This leads to complex dynamical patterns between individual time series that are hard to learn by typical generation models such as GANs. There is valuable information in those patterns that machine learning models can use to better classify, predict or perform other downstream tasks. We propose a novel framework that takes time series’ common origin into account and favors channel/feature relationships preservation. The two key points of our method are: 1) the individual time series are generated from a common point in latent space and 2) a central discriminator favors the preservation of inter-channel/feature dynamics. We demonstrate empirically that our method helps preserve channel/feature correlations and that our synthetic data performs very well in downstream tasks with medical and financial data.

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I&C Journal 1992 Journal Article

Probabilistic logic programming

Raymond Ng
V.S. Subrahmanian

Of all scientific investigations into reasoning with uncertainty and chance, probability theory is perhaps the best understood paradigm. Nevertheless, all studies conducted thus far into the semantics of quantitative logic programming have restricted themselves to non-probabilistic semantic characterizations. In this paper, we take a few steps towards rectifying this situation. We define a logic programming language that is syntactically similar to the annotated logics of Blair and Subrahmanian (Theoret. Comput. Sci. 68 (1987), 35–54; J. Non-Classical Logic 5 (1988), 45–73) but in which the truth values are interpreted probabilistically. A probabilistic model theory and fixpoint theory is developed for such programs. This probabilistic model theory satisfies the requirements proposed by Fenstad (in “Studies in Inductive Logic and Probabilities” (R. C. Jeffrey, Ed.), Vol. 2, pp. 251–262, Univ. of California Press, Berkeley, 1980) for a function to be called probabilistic. The logical treatment of probabilities is complicated by two facts: first, that the connectives cannot be interpreted truth-functionally when truth values are regarded as probabilities; second, that negation-free definite-clause-like sentences can be inconsistent when interpreted probabilistically. We address these issues here and propose a formalism for probabilistic reasoning in logic programming. To our knowledge, this is the first probabilistic characterization of logic programming semantics.

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