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Title: A Monte Carlo AIXI Approximation
Abstract: This paper introduces a principled approach for the design of a scalable general reinforcement learning agent. Our approach is based on a direct approximation of AIXI, a Bayesian optimality notion for general reinforcement learning agents. Previously, it has been unclear whether the theory of AIXI could motivate the design of practical algorithms. We answer this hitherto open question in the affirmative, by providing the first computationally feasible approximation to the AIXI agent. To develop our approximation, we introduce a new Monte-Carlo Tree Search algorithm along with an agent-specific extension to the Context Tree Weighting algorithm. Empirically, we present a set of encouraging results on a variety of stochastic and partially observable domains. We conclude by proposing a number of directions for future research.
Title: High-Dimensional Non-Linear Variable Selection through Hierarchical Kernel Learning
Abstract: We consider the problem of high-dimensional non-linear variable selection for supervised learning. Our approach is based on performing linear selection among exponentially many appropriately defined positive definite kernels that characterize non-linear interactions between the original variables. To select efficiently from these many kernels, we use the natural hierarchical structure of the problem to extend the multiple kernel learning framework to kernels that can be embedded in a directed acyclic graph; we show that it is then possible to perform kernel selection through a graph-adapted sparsity-inducing norm, in polynomial time in the number of selected kernels. Moreover, we study the consistency of variable selection in high-dimensional settings, showing that under certain assumptions, our regularization framework allows a number of irrelevant variables which is exponential in the number of observations. Our simulations on synthetic datasets and datasets from the UCI repository show state-of-the-art predictive performance for non-linear regression problems.
Title: Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
Abstract: Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementation. Criteria for scaling based on empirical acceptance rates of algorithms have been found to work consistently well across a broad range of problems. Essentially, proposal jump sizes are increased when acceptance rates are high and decreased when rates are low. In recent years, considerable theoretical support has been given for rules of this type which work on the basis that acceptance rates around 0.234 should be preferred. This has been based on asymptotic results that approximate high dimensional algorithm trajectories by diffusions. In this paper, we develop a novel approach to understanding 0.234 which avoids the need for diffusion limits. We derive explicit formulae for algorithm efficiency and acceptance rates as functions of the scaling parameter. We apply these to the family of elliptically symmetric target densities, where further illuminating explicit results are possible. Under suitable conditions, we verify the 0.234 rule for a new class of target densities. Moreover, we can characterise cases where 0.234 fails to hold, either because the target density is too diffuse in a sense we make precise, or because the eccentricity of the target density is too severe, again in a sense we make precise. We provide numerical verifications of our results.
Title: Assessing the Impact of Informedness on a Consultant's Profit
Abstract: We study the notion of informedness in a client-consultant setting. Using a software simulator, we examine the extent to which it pays off for consultants to provide their clients with advice that is well-informed, or with advice that is merely meant to appear to be well-informed. The latter strategy is beneficial in that it costs less resources to keep up-to-date, but carries the risk of a decreased reputation if the clients discover the low level of informedness of the consultant. Our experimental results indicate that under different circumstances, different strategies yield the optimal results (net profit) for the consultants.
Title: Tuning parameter selection for penalized likelihood estimation of inverse covariance matrix
Abstract: In a Gaussian graphical model, the conditional independence between two variables are characterized by the corresponding zero entries in the inverse covariance matrix. Maximum likelihood method using the smoothly clipped absolute deviation (SCAD) penalty (Fan and Li, 2001) and the adaptive LASSO penalty (Zou, 2006) have been proposed in literature. In this article, we establish the result that using Bayesian information criterion (BIC) to select the tuning parameter in penalized likelihood estimation with both types of penalties can lead to consistent graphical model selection. We compare the empirical performance of BIC with cross validation method and demonstrate the advantageous performance of BIC criterion for tuning parameter selection through simulation studies.
Title: Kernels for Measures Defined on the Gram Matrix of their Support
Abstract: We present in this work a new family of kernels to compare positive measures on arbitrary spaces $\Xcal$ endowed with a positive kernel $\kappa$, which translates naturally into kernels between histograms or clouds of points. We first cover the case where $\Xcal$ is Euclidian, and focus on kernels which take into account the variance matrix of the mixture of two measures to compute their similarity. The kernels we define are semigroup kernels in the sense that they only use the sum of two measures to compare them, and spectral in the sense that they only use the eigenspectrum of the variance matrix of this mixture. We show that such a family of kernels has close bonds with the laplace transforms of nonnegative-valued functions defined on the cone of positive semidefinite matrices, and we present some closed formulas that can be derived as special cases of such integral expressions. By focusing further on functions which are invariant to the addition of a null eigenvalue to the spectrum of the variance matrix, we can define kernels between atomic measures on arbitrary spaces $\Xcal$ endowed with a kernel $\kappa$ by using directly the eigenvalues of the centered Gram matrix of the joined support of the compared measures. We provide explicit formulas suited for applications and present preliminary experiments to illustrate the interest of the approach.
Title: Rejoinder: Harold Jeffreys's Theory of Probability Revisited
Abstract: We are grateful to all discussants of our re-visitation for their strong support in our enterprise and for their overall agreement with our perspective. Further discussions with them and other leading statisticians showed that the legacy of Theory of Probability is alive and lasting. [arXiv:0804.3173]
Title: A multiagent urban traffic simulation Part I: dealing with the ordinary
Abstract: We describe in this article a multiagent urban traffic simulation, as we believe individual-based modeling is necessary to encompass the complex influence the actions of an individual vehicle can have on the overall flow of vehicles. We first describe how we build a graph description of the network from purely geometric data, ESRI shapefiles. We then explain how we include traffic related data to this graph. We go on after that with the model of the vehicle agents: origin and destination, driving behavior, multiple lanes, crossroads, and interactions with the other vehicles in day-to-day, ?ordinary? traffic. We conclude with the presentation of the resulting simulation of this model on the Rouen agglomeration.
Title: Asymptotic near-efficiency of the ''Gibbs-energy (GE) and empirical-variance'' estimating functions for fitting Mat\'ern models -- II: Accounting for measurement errors via ''conditional GE mean''
Abstract: Consider one realization of a continuous-time Gaussian process $Z$ which belongs to the Mat\' ern family with known ``regularity'' index $\nu >0$. For estimating the autocorrelation-range and the variance of $Z$ from $n$ observations on a fine grid, we studied in Girard (2016) the GE-EV method which simply retains the empirical variance (EV) and equates it to a candidate ``Gibbs energy (GE)'' i.e. the quadratic form $\bf z^T R^-1 \bf z/n$ where $\bf z$ is the vector of observations and $R$ is the autocorrelation matrix for $\bf z$ associated with a candidate range. The present study considers the case where the observation is $\bf z$ plus a Gaussian white noise whose variance is known. We propose to simply bias-correct EV and to replace GE by its conditional mean given the observation. We show that the ratio of the large-$n$ mean squared error of the resulting CGEM-EV estimate of the range-parameter to the one of its maximum likelihood estimate, and the analog ratio for the variance-parameter, have the same behavior than in the no-noise case: they both converge, when the grid-step tends to $0$, toward a constant, only function of $\nu$, surprisingly close to $1$ provided $\nu$ is not too large. We also obtain, for all $\nu$, convergence to 1 of the analog ratio for the microergodic-parameter.
Title: New Approximation Algorithms for Minimum Enclosing Convex Shapes
Abstract: Given $n$ points in a $d$ dimensional Euclidean space, the Minimum Enclosing Ball (MEB) problem is to find the ball with the smallest radius which contains all $n$ points. We give a $O(nd\Qcal/)$ approximation algorithm for producing an enclosing ball whose radius is at most $\epsilon$ away from the optimum (where $\Qcal$ is an upper bound on the norm of the points). This improves existing results using , which yield a $O(nd/\epsilon)$ greedy algorithm. Finding the Minimum Enclosing Convex Polytope (MECP) is a related problem wherein a convex polytope of a fixed shape is given and the aim is to find the smallest magnification of the polytope which encloses the given points. For this problem we present a $O(mnd\Qcal/\epsilon)$ approximation algorithm, where $m$ is the number of faces of the polytope. Our algorithms borrow heavily from convex duality and recently developed techniques in non-smooth optimization, and are in contrast with existing methods which rely on geometric arguments. In particular, we specialize the excessive gap framework of to obtain our results.
Title: Shrinkage Tuning Parameter Selection in Precision Matrices Estimation
Abstract: Recent literature provides many computational and modeling approaches for covariance matrices estimation in a penalized Gaussian graphical models but relatively little study has been carried out on the choice of the tuning parameter. This paper tries to fill this gap by focusing on the problem of shrinkage parameter selection when estimating sparse precision matrices using the penalized likelihood approach. Previous approaches typically used K-fold cross-validation in this regard. In this paper, we first derived the generalized approximate cross-validation for tuning parameter selection which is not only a more computationally efficient alternative, but also achieves smaller error rate for model fitting compared to leave-one-out cross-validation. For consistency in the selection of nonzero entries in the precision matrix, we employ a Bayesian information criterion which provably can identify the nonzero conditional correlations in the Gaussian model. Our simulations demonstrate the general superiority of the two proposed selectors in comparison with leave-one-out cross-validation, ten-fold cross-validation and Akaike information criterion.
Title: Empowering OLAC Extension using Anusaaraka and Effective text processing using Double Byte coding
Abstract: The paper reviews the hurdles while trying to implement the OLAC extension for Dravidian / Indian languages. The paper further explores the possibilities which could minimise or solve these problems. In this context, the Chinese system of text processing and the anusaaraka system are scrutinised.
Title: n-Opposition theory to structure debates
Abstract: 2007 was the first international congress on the ?square of oppositions?. A first attempt to structure debate using n-opposition theory was presented along with the results of a first experiment on the web. Our proposal for this paper is to define relations between arguments through a structure of opposition (square of oppositions is one structure of opposition). We will be trying to answer the following questions: How to organize debates on the web 2.0? How to structure them in a logical way? What is the role of n-opposition theory, in this context? We present in this paper results of three experiments (Betapolitique 2007, ECAP 2008, Intermed 2008).
Title: Scheme of thinking quantum systems
Abstract: A general approach describing quantum decision procedures is developed. The approach can be applied to quantum information processing, quantum computing, creation of artificial quantum intelligence, as well as to analyzing decision processes of human decision makers. Our basic point is to consider an active quantum system possessing its own strategic state. Processing information by such a system is analogous to the cognitive processes associated to decision making by humans. The algebra of probability operators, associated with the possible options available to the decision maker, plays the role of the algebra of observables in quantum theory of measurements. A scheme is advanced for a practical realization of decision procedures by thinking quantum systems. Such thinking quantum systems can be realized by using spin lattices, systems of magnetic molecules, cold atoms trapped in optical lattices, ensembles of quantum dots, or multilevel atomic systems interacting with electromagnetic field.
Title: High-dimensional Graphical Model Search with gRapHD R Package
Abstract: This paper presents the R package gRapHD for efficient selection of high-dimensional undirected graphical models. The package provides tools for selecting trees, forests and decomposable models minimizing information criteria such as AIC or BIC, and for displaying the independence graphs of the models. It has also some useful tools for analysing graphical structures. It supports the use of discrete, continuous, or both types of variables simultaneously.
Title: Efficient Learning of Sparse Conditional Random Fields for Supervised Sequence Labelling
Abstract: Conditional Random Fields (CRFs) constitute a popular and efficient approach for supervised sequence labelling. CRFs can cope with large description spaces and can integrate some form of structural dependency between labels. In this contribution, we address the issue of efficient feature selection for CRFs based on imposing sparsity through an L1 penalty. We first show how sparsity of the parameter set can be exploited to significantly speed up training and labelling. We then introduce coordinate descent parameter update schemes for CRFs with L1 regularization. We finally provide some empirical comparisons of the proposed approach with state-of-the-art CRF training strategies. In particular, it is shown that the proposed approach is able to take profit of the sparsity to speed up processing and hence potentially handle larger dimensional models.
Title: Sparse image representation by discrete cosine/spline based dictionaries
Abstract: Mixed dictionaries generated by cosine and B-spline functions are considered. It is shown that, by highly nonlinear approaches such as Orthogonal Matching Pursuit, the discrete version of the proposed dictionaries yields a significant gain in the sparsity of an image representation.
Title: Lower Bounds for BMRM and Faster Rates for Training SVMs
Abstract: Regularized risk minimization with the binary hinge loss and its variants lies at the heart of many machine learning problems. Bundle methods for regularized risk minimization (BMRM) and the closely related SVMStruct are considered the best general purpose solvers to tackle this problem. It was recently shown that BMRM requires $O(1/\epsilon)$ iterations to converge to an $\epsilon$ accurate solution. In the first part of the paper we use the Hadamard matrix to construct a regularized risk minimization problem and show that these rates cannot be improved. We then show how one can exploit the structure of the objective function to devise an algorithm for the binary hinge loss which converges to an $\epsilon$ accurate solution in $O(1/)$ iterations.
Title: Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping
Abstract: We consider the problem of estimating a sparse multi-response regression function, with an application to expression quantitative trait locus (eQTL) mapping, where the goal is to discover genetic variations that influence gene-expression levels. In particular, we investigate a shrinkage technique capable of capturing a given hierarchical structure over the responses, such as a hierarchical clustering tree with leaf nodes for responses and internal nodes for clusters of related responses at multiple granularity, and we seek to leverage this structure to recover covariates relevant to each hierarchically-defined cluster of responses. We propose a tree-guided group lasso, or tree lasso, for estimating such structured sparsity under multi-response regression by employing a novel penalty function constructed from the tree. We describe a systematic weighting scheme for the overlapping groups in the tree-penalty such that each regression coefficient is penalized in a balanced manner despite the inhomogeneous multiplicity of group memberships of the regression coefficients due to overlaps among groups. For efficient optimization, we employ a smoothing proximal gradient method that was originally developed for a general class of structured-sparsity-inducing penalties. Using simulated and yeast data sets, we demonstrate that our method shows a superior performance in terms of both prediction errors and recovery of true sparsity patterns, compared to other methods for learning a multivariate-response regression.
Title: Resource Matchmaking Algorithm using Dynamic Rough Set in Grid Environment
Abstract: Grid environment is a service oriented infrastructure in which many heterogeneous resources participate to provide the high performance computation. One of the bug issues in the grid environment is the vagueness and uncertainty between advertised resources and requested resources. Furthermore, in an environment such as grid dynamicity is considered as a crucial issue which must be dealt with. Classical rough set have been used to deal with the uncertainty and vagueness. But it can just be used on the static systems and can not support dynamicity in a system. In this work we propose a solution, called Dynamic Rough Set Resource Discovery (DRSRD), for dealing with cases of vagueness and uncertainty problems based on Dynamic rough set theory which considers dynamic features in this environment. In this way, requested resource properties have a weight as priority according to which resource matchmaking and ranking process is done. We also report the result of the solution obtained from the simulation in GridSim simulator. The comparison has been made between DRSRD, classical rough set theory based algorithm, and UDDI and OWL S combined algorithm. DRSRD shows much better precision for the cases with vagueness and uncertainty in a dynamic system such as the grid rather than the classical rough set theory based algorithm, and UDDI and OWL S combined algorithm.
Title: On Ranking Senators By Their Votes
Abstract: The problem of ranking a set of objects given some measure of similarity is one of the most basic in machine learning. Recently Agarwal proposed a method based on techniques in semi-supervised learning utilizing the graph Laplacian. In this work we consider a novel application of this technique to ranking binary choice data and apply it specifically to ranking US Senators by their ideology.
Title: Structured Sparse Principal Component Analysis
Abstract: We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This is based on a structured regularization recently introduced by [1]. While classical sparse priors only deal with , the regularization we use encodes higher-order information about the data. We propose an efficient and simple optimization procedure to solve this problem. Experiments with two practical tasks, face recognition and the study of the dynamics of a protein complex, demonstrate the benefits of the proposed structured approach over unstructured approaches.
Title: Accuracy Improvement for Stiffness Modeling of Parallel Manipulators
Abstract: The paper focuses on the accuracy improvement of stiffness models for parallel manipulators, which are employed in high-speed precision machining. It is based on the integrated methodology that combines analytical and numerical techniques and deals with multidimensional lumped-parameter models of the links. The latter replace the link flexibility by localized 6-dof virtual springs describing both translational/rotational compliance and the coupling between them. There is presented detailed accuracy analysis of the stiffness identification procedures employed in the commercial CAD systems (including statistical analysis of round-off errors, evaluating the confidence intervals for stiffness matrices). The efficiency of the developed technique is confirmed by application examples, which deal with stiffness analysis of translational parallel manipulators.
Title: Design optimization of parallel manipulators for high-speed precision machining applications
Abstract: The paper proposes an integrated approach to the design optimization of parallel manipulators, which is based on the concept of the workspace grid and utilizes the goal-attainment formulation for the global optimization. To combine the non-homogenous design specification, the developed optimization technique transforms all constraints and objectives into similar performance indices related to the maximum size of the prescribed shape workspace. This transformation is based on the dedicated dynamic programming procedures that satisfy computational requirements of modern CAD. Efficiency of the developed technique is demonstrated via two case studies that deal with optimization of the kinematical and stiffness performances for parallel manipulators of the Orthoglide family.
Title: Estimating migration proportions from discretely observed continuous diffusion processes
Abstract: We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution cumulants. We use the non - uniform distribution of the observation time intervals to obtain consistent and unbiased estimators for these parameters. Closed form expressions for migration proportions between spatial domains are derived as functions of these parameters. The models are applied to estimate migration patterns from satellite tag data.
Title: Kernel Spectral Curvature Clustering (KSCC)
Abstract: Multi-manifold modeling is increasingly used in segmentation and data representation tasks in computer vision and related fields. While the general problem, modeling data by mixtures of manifolds, is very challenging, several approaches exist for modeling data by mixtures of affine subspaces (which is often referred to as hybrid linear modeling). We translate some important instances of multi-manifold modeling to hybrid linear modeling in embedded spaces, without explicitly performing the embedding but applying the kernel trick. The resulting algorithm, Kernel Spectral Curvature Clustering, uses kernels at two levels - both as an implicit embedding method to linearize nonflat manifolds and as a principled method to convert a multiway affinity problem into a spectral clustering one. We demonstrate the effectiveness of the method by comparing it with other state-of-the-art methods on both synthetic data and a real-world problem of segmenting multiple motions from two perspective camera views.
Title: Motion Segmentation by SCC on the Hopkins 155 Database
Abstract: We apply the Spectral Curvature Clustering (SCC) algorithm to a benchmark database of 155 motion sequences, and show that it outperforms all other state-of-the-art methods. The average misclassification rate by SCC is 1.41% for sequences having two motions and 4.85% for three motions.
Title: Structure Variability in Bayesian Networks
Abstract: The structure of a Bayesian network encodes most of the information about the probability distribution of the data, which is uniquely identified given some general distributional assumptions. Therefore it's important to study the variability of its network structure, which can be used to compare the performance of different learning algorithms and to measure the strength of any arbitrary subset of arcs. In this paper we will introduce some descriptive statistics and the corresponding parametric and Monte Carlo tests on the undirected graph underlying the structure of a Bayesian network, modeled as a multivariate Bernoulli random variable.
Title: Interactive Data Integration through Smart Copy & Paste
Abstract: In many scenarios, such as emergency response or ad hoc collaboration, it is critical to reduce the overhead in integrating data. Ideally, one could perform the entire process interactively under one unified interface: defining extractors and wrappers for sources, creating a mediated schema, and adding schema mappings ? while seeing how these impact the integrated view of the data, and refining the design accordingly. We propose a novel smart copy and paste (SCP) model and architecture for seamlessly combining the design-time and run-time aspects of data integration, and we describe an initial prototype, the CopyCat system. In CopyCat, the user does not need special tools for the different stages of integration: instead, the system watches as the user copies data from applications (including the Web browser) and pastes them into CopyCat?s spreadsheet-like workspace. CopyCat generalizes these actions and presents proposed auto-completions, each with an explanation in the form of provenance. The user provides feedback on these suggestions ? through either direct interactions or further copy-and-paste operations ? and the system learns from this feedback. This paper provides an overview of our prototype system, and identifies key research challenges in achieving SCP in its full generality.
Title: Sailing the Information Ocean with Awareness of Currents: Discovery and Application of Source Dependence
Abstract: The Web has enabled the availability of a huge amount of useful information, but has also eased the ability to spread false information and rumors across multiple sources, making it hard to distinguish between what is true and what is not. Recent examples include the premature Steve Jobs obituary, the second bankruptcy of United airlines, the creation of Black Holes by the operation of the Large Hadron Collider, etc. Since it is important to permit the expression of dissenting and conflicting opinions, it would be a fallacy to try to ensure that the Web provides only consistent information. However, to help in separating the wheat from the chaff, it is essential to be able to determine dependence between sources. Given the huge number of data sources and the vast volume of conflicting data available on the Web, doing so in a scalable manner is extremely challenging and has not been addressed by existing work yet. In this paper, we present a set of research problems and propose some preliminary solutions on the issues involved in discovering dependence between sources. We also discuss how this knowledge can benefit a variety of technologies, such as data integration and Web 2.0, that help users manage and access the totality of the available information from various sources.
Title: Greedy Gossip with Eavesdropping
Abstract: This paper presents greedy gossip with eavesdropping (GGE), a novel randomized gossip algorithm for distributed computation of the average consensus problem. In gossip algorithms, nodes in the network randomly communicate with their neighbors and exchange information iteratively. The algorithms are simple and decentralized, making them attractive for wireless network applications. In general, gossip algorithms are robust to unreliable wireless conditions and time varying network topologies. In this paper we introduce GGE and demonstrate that greedy updates lead to rapid convergence. We do not require nodes to have any location information. Instead, greedy updates are made possible by exploiting the broadcast nature of wireless communications. During the operation of GGE, when a node decides to gossip, instead of choosing one of its neighbors at random, it makes a greedy selection, choosing the node which has the value most different from its own. In order to make this selection, nodes need to know their neighbors' values. Therefore, we assume that all transmissions are wireless broadcasts and nodes keep track of their neighbors' values by eavesdropping on their communications. We show that the convergence of GGE is guaranteed for connected network topologies. We also study the rates of convergence and illustrate, through theoretical bounds and numerical simulations, that GGE consistently outperforms randomized gossip and performs comparably to geographic gossip on moderate-sized random geometric graph topologies.
Title: Data-driven calibration of linear estimators with minimal penalties
Abstract: This paper tackles the problem of selecting among several linear estimators in non-parametric regression; this includes model selection for linear regression, the choice of a regularization parameter in kernel ridge regression, spline smoothing or locally weighted regression, and the choice of a kernel in multiple kernel learning. We propose a new algorithm which first estimates consistently the variance of the noise, based upon the concept of minimal penalty, which was previously introduced in the context of model selection. Then, plugging our variance estimate in Mallows' $C_L$ penalty is proved to lead to an algorithm satisfying an oracle inequality. Simulation experiments with kernel ridge regression and multiple kernel learning show that the proposed algorithm often improves significantly existing calibration procedures such as generalized cross-validation.
Title: Non-asymptotic model selection for linear non least-squares estimation in regression models and inverse problems
Abstract: We propose to address the common problem of linear estimation in linear statistical models by using a model selection approach via penalization. Depending then on the framework in which the linear statistical model is considered namely the regression framework or the inverse problem framework, a data-driven model selection criterion is obtained either under general assumptions, or under the mild assumption of model identifiability respectively. The proposed approach was stimulated by the important recent non-asymptotic model selection results due to Birg\'e and Massart mainly (Birge and Massart 2007), and our results in this paper, like theirs, are non-asymptotic and turn to be sharp. Our main contribution in this paper resides in the fact that these linear estimators are not necessarily least-squares estimators but can be any linear estimators. The proposed approach finds therefore potential applications in countless fields of engineering and applied science (image science, signal processing,applied statistics, coding, to name a few) in which one is interested in recovering some unknown vector quantity of interest as the one, for example, which achieves the best trade-off between a term of fidelity to data, and a term of regularity or/and parsimony of the solution. The proposed approach provides then such applications with an interesting model selection framework that allows them to achieve such a goal.
Title: Chromatic PAC-Bayes Bounds for Non-IID Data: Applications to Ranking and Stationary $\beta$-Mixing Processes