In this task, you are given a part of an article. Your task is to generate headline (title) for this text. Preferred headlines are under fifteen words.

Q: Existing algorithms for subgroup discovery with numerical targets do not optimize the error or target variable dispersion of the groups they find. This often leads to unreliable or inconsistent statements about the data, rendering practical applications, especially in scientific domains, futile. Therefore, we here extend the optimistic estimator framework for optimal subgroup discovery to a new class of objective functions: we show how tight estimators can be computed efficiently for all functions that are determined by subgroup size (non-decreasing dependence), the subgroup median value, and a dispersion measure around the median (nonincreasing dependence). In the important special case when dispersion is measured using the mean absolute deviation from the median, this novel approach yields a linear time algorithm. Empirical evaluation on a wide range of datasets shows that, when used within branch-and-bound search, this approach is highly efficient and indeed discovers subgroups with much smaller errors.

A: Identifying Consistent Statements about Numerical Data with Dispersion-Corrected Subgroup Discovery
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Q: We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose stationary distribution estimates the data distribution. The transition distribution of the Markov chain is conditional on the previous state, generally involving a small move, so this conditional distribution has fewer dominant modes, being unimodal in the limit of small moves. Thus, it is easier to learn because it is easier to approximate its partition function, more like learning to perform supervised function approximation, with gradients that can be obtained by backprop. We provide theorems that generalize recent work on the probabilistic interpretation of denoising autoencoders and obtain along the way an interesting justification for dependency networks and generalized pseudolikelihood, along with a definition of an appropriate joint distribution and sampling mechanism even when the conditionals are not consistent. GSNs can be used with missing inputs and can be used to sample subsets of variables given the rest. We validate these theoretical results with experiments on two image datasets using an architecture that mimics the Deep Boltzmann Machine Gibbs sampler but allows training to proceed with simple backprop, without the need for layerwise pretraining. P(X)

A: Deep Generative Stochastic Networks Trainable by Backprop
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Q: We introduce a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The advantage is that we only require a prior distribution on a class of simulators. This is useful when a probabilistic model of the underlying process is too complex to formulate, but where detailed simulation models are available. ABC-RL allows the use of any Bayesian reinforcement learning technique in this case. It can be seen as an extension of simulation methods to both planning and inference. We experimentally demonstrate the potential of this approach in a comparison with LSPI. Finally, we introduce a theorem showing that ABC is sound.

A:
ABC Reinforcement Learning
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