E-commerce companies have a number of online products, such as organic search, sponsored search, and recommendation modules, to fulfill customer needs. Although each of these products provides a unique opportunity for users to interact with a portion of the overall inventory, they are all similar channels for users and compete for limited time and monetary budgets of users. To optimize users’ overall experiences on an E-commerce platform, instead of understanding and improving different products separately, it is important to gain insights into the evidence that a change in one product would induce users to change their behaviors in others, which may be due to the fact that these products are functionally similar. In this paper, we introduce causal mediation analysis as a formal statistical tool to reveal the underlying causal mechanisms. Existing literature provides little guidance on cases where multiple unmeasured causally-dependent mediators exist, which are common in A/B tests. We seek a novel approach to identify in those scenarios direct and indirect effects of the treatment. In the end, we demonstrate the effectiveness of the proposed method in data from Etsy’s real A/B tests and shed lights on complex relationships between different products.

We propose a novel method for selecting coherent and diverse responses for a given dialogue context. The proposed method re-ranks response candidates generated from conversational models by using event causality relations between events in a dialogue history and response candidates (e.g., “be stressed out” precedes “relieve stress”). We use distributed event representation based on the Role Factored Tensor Model for a robust matching of event causality relations due to limited event causality knowledge of the system. Experimental results showed that the proposed method improved coherency and dialogue continuity of system responses.

Recent development in computing, sensing and crowd-sourced data have resulted in an explosion in the availability of quantitative information. The possibilities of analyzing this so-called Big Data to inform research and the decision-making process are virtually endless. In general, analyses have to be done across multiple data sets in order to bring out the most value of Big Data. A first important step is to identify temporal correlations between data sets. Given the characteristics of Big Data in terms of volume and velocity, techniques that identify correlations not only need to be fast and scalable, but also need to help users in ordering the correlations across temporal scales so that they can focus on important relationships. In this paper, we present AMIC (Adaptive Mutual Information-based Correlation), a method based on mutual information to identify correlations at multiple temporal scales in large time series. Discovered correlations are suggested to users in an order based on the strength of the relationships. Our method supports an adaptive streaming technique that minimizes duplicated computation and is implemented on top of Apache Spark for scalability. We also provide a comprehensive evaluation on the effectiveness and the scalability of AMIC using both synthetic and real-world data sets.

The emergence of ‘big data’ offers unprecedented opportunities for not only accelerating scientific advances but also enabling new modes of discovery. Scientific progress in many disciplines is increasingly enabled by our ability to examine natural phenomena through the computational lens, i.e., using algorithmic or information processing abstractions of the underlying processes; and our ability to acquire, share, integrate and analyze disparate types of data. However, there is a huge gap between our ability to acquire, store, and process data and our ability to make effective use of the data to advance discovery. Despite successful automation of routine aspects of data management and analytics, most elements of the scientific process currently require considerable human expertise and effort. Accelerating science to keep pace with the rate of data acquisition and data processing calls for the development of algorithmic or information processing abstractions, coupled with formal methods and tools for modeling and simulation of natural processes as well as major innovations in cognitive tools for scientists, i.e., computational tools that leverage and extend the reach of human intellect, and partner with humans on a broad range of tasks in scientific discovery (e.g., identifying, prioritizing formulating questions, designing, prioritizing and executing experiments designed to answer a chosen question, drawing inferences and evaluating the results, and formulating new questions, in a closed-loop fashion). This calls for concerted research agenda aimed at: Development, analysis, integration, sharing, and simulation of algorithmic or information processing abstractions of natural processes, coupled with formal methods and tools for their analyses and simulation; Innovations in cognitive tools that augment and extend human intellect and partner with humans in all aspects of science. This in turn requires: the formalization, development, analysis, of algorithmic or information processing abstractions of various aspects of the scientific process; the development of computational artifacts (representations, processes, protocols, workflows, software) that embody such understanding; and the integration of the resulting cognitive tools into collaborative human-machine systems and infrastructure to advance science.

Lead-lag relationships among assets represent a useful tool for analyzing high frequency financial data. However, research on these relationships predominantly focuses on correlation analyses for the dynamics of stock prices, spots and futures on market indexes, whereas foreign exchange data have been less explored. To provide a valuable insight on the nature of the lead-lag relationships in foreign exchange markets here we perform a detailed study for the one-minute log returns on exchange rates through three different approaches: i) lagged correlations, ii) lagged partial correlations and iii) Granger causality. In all studies, we find that even though for most pairs of exchange rates lagged effects are absent, there are many pairs which pass statistical significance tests. Out of the statistically significant relationships, we construct directed networks and investigate the influence of individual exchange rates through the PageRank algorithm. The algorithm, in general, ranks stock market indexes quoted in their respective currencies, as most influential. Altogether, these findings suggest that all market information does not spread instantaneously, contrary to the claims of the efficient market hypothesis.

Intelligent agents can cope with sensory-rich environments by learning task-agnostic state abstractions. In this paper, we propose mechanisms to approximate causal states, which optimally compress the joint history of actions and observations in partially-observable Markov decision processes. Our proposed algorithm extracts causal state representations from RNNs that are trained to predict subsequent observations given the history. We demonstrate that these learned task-agnostic state abstractions can be used to efficiently learn policies for reinforcement learning problems with rich observation spaces. We evaluate agents using multiple partially observable navigation tasks with both discrete (GridWorld) and continuous (VizDoom, ALE) observation processes that cannot be solved by traditional memory-limited methods. Our experiments demonstrate systematic improvement of the DQN and tabular models using approximate causal state representations with respect to recurrent-DQN baselines trained with raw inputs.