It is shown that bootstrap approximations of support vector machines (SVMs) based on a general convex and smooth loss function and on a general kernel are consistent. This result is useful to approximate the unknown finite sample distribution of SVMs by the bootstrap approach.

The main prospective aim of modern research related to Artificial Intelligence is the creation of technical systems that implement the idea of Strong Intelligence. According our point of view the path to the development of such systems comes through the research in the field related to perceptions. Here we formulate the model of the perception of external world which may be used for the description of perceptual activity of intelligent beings. We consider a number of issues related to the development of the set of patterns which will be used by the intelligent system when interacting with environment. The key idea of the presented perception model is the idea of subjective reality. The principle of the relativity of perceived world is formulated. It is shown that this principle is the immediate consequence of the idea of subjective reality. In this paper we show how the methodology of subjective reality may be used for the creation of different types of Strong AI systems.

One conjecture in both deep learning and classical connectionist viewpoint is that the biological brain implements certain kinds of deep networks as its back-end. However, to our knowledge, a detailed correspondence has not yet been set up, which is important if we want to bridge between neuroscience and machine learning. Recent researches emphasized the biological plausibility of Linear-Nonlinear-Poisson (LNP) neuron model. We show that with neurally plausible settings, the whole network is capable of representing any Boltzmann machine and performing a semi-stochastic Bayesian inference algorithm lying between Gibbs sampling and variational inference.

Generalized autoregressive conditional heteroscedasticity (GARCH) models have long been considered as one of the most successful families of approaches for volatility modeling in financial return series. In this paper, we propose an alternative approach based on methodologies widely used in the field of statistical machine learning. Specifically, we propose a novel nonparametric Bayesian mixture of Gaussian process regression models, each component of which models the noise variance process that contaminates the observed data as a separate latent Gaussian process driven by the observed data. This way, we essentially obtain a mixture Gaussian process conditional heteroscedasticity (MGPCH) model for volatility modeling in financial return series. We impose a nonparametric prior with power-law nature over the distribution of the model mixture components, namely the Pitman-Yor process prior, to allow for better capturing modeled data distributions with heavy tails and skewness. Finally, we provide a copula- based approach for obtaining a predictive posterior for the covariances over the asset returns modeled by means of a postulated MGPCH model. We evaluate the efficacy of our approach in a number of benchmark scenarios, and compare its performance to state-of-the-art methodologies.

The development of competitive artificial Poker playing agents has proven to be a challenge, because agents must deal with unreliable information and deception which make it essential to model the opponents in order to achieve good results. This paper presents a methodology to develop opponent modeling techniques for Poker agents. The approach is based on applying clustering algorithms to a Poker game database in order to identify player types based on their actions. First, common game moves were identified by clustering all players\' moves. Then, player types were defined by calculating the frequency with which the players perform each type of movement. With the given dataset, 7 different types of players were identified with each one having at least one tactic that characterizes him. The identification of player types may improve the overall performance of Poker agents, because it helps the agents to predict the opponent\'s moves, by associating each opponent to a distinct cluster.

Computer Poker's unique characteristics present a well-suited challenge for research in artificial intelligence. For that reason, and due to the Poker's market increase in popularity in Portugal since 2008, several members of LIACC have researched in this field. Several works were published as papers and master theses and more recently a member of LIACC engaged on a research in this area as a Ph.D. thesis in order to develop a more extensive and in-depth work. This paper describes the existing research in LIACC about Computer Poker, with special emphasis on the completed master's theses and plans for future work. This paper means to present a summary of the lab's work to the research community in order to encourage the exchange of ideas with other labs / individuals. LIACC hopes this will improve research in this area so as to reach the goal of creating an agent that surpasses the best human players.

We consider the problem of finding all enclosing rectangles of minimum area that can contain a given set of rectangles without overlap. Our rectangle packer chooses the x-coordinates of all the rectangles before any of the y-coordinates. We then transform the problem into a perfect-packing problem with no empty space by adding additional rectangles. To determine the y-coordinates, we branch on the different rectangles that can be placed in each empty position. Our packer allows us to extend the known solutions for a consecutive-square benchmark from 27 to 32 squares. We also introduce three new benchmarks, avoiding properties that make a benchmark easy, such as rectangles with shared dimensions. Our third benchmark consists of rectangles of increasingly high precision. To pack them efficiently, we limit the rectangles' coordinates and the bounding box dimensions to the set of subset sums of the rectangles' dimensions. Overall, our algorithms represent the current state-of-the-art for this problem, outperforming other algorithms by orders of magnitude, depending on the benchmark.

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance, carrying out the Bayesian program of computing the full posterior distributions over the parameters remains a difficult problem. Moreover, learning the structure of models with latent variables, for which the Bayesian approach is crucial, is yet a harder problem. In this paper I present the Variational Bayes framework, which provides a solution to these problems. This approach approximates full posterior distributions over model parameters and structures, as well as latent variables, in an analytical manner without resorting to sampling methods. Unlike in the Laplace approximation, these posteriors are generally non-Gaussian and no Hessian needs to be computed. The resulting algorithm generalizes the standard Expectation Maximization algorithm, and its convergence is guaranteed. I demonstrate that this algorithm can be applied to a large class of models in several domains, including unsupervised clustering and blind source separation.

Influence diagrams serve as a powerful tool for modelling symmetric decision problems. When solving an influence diagram we determine a set of strategies for the decisions involved. A strategy for a decision variable is in principle a function over its past. However, some of the past may be irrelevant for the decision, and for computational reasons it is important not to deal with redundant variables in the strategies. We show that current methods (e.g. the "Decision Bayes-ball" algorithm by Shachter UAI98) do not determine the relevant past, and we present a complete algorithm. Actually, this paper takes a more general outset: When formulating a decision scenario as an influence diagram, a linear temporal ordering of the decisions variables is required. This constraint ensures that the decision scenario is welldefined. However, the structure of a decision scenario often yields certain decisions conditionally independent, and it is therefore unnecessary to impose a linear temporal ordering on the decisions. In this paper we deal with partial influence diagrams i.e. influence diagrams with only a partial temporal ordering specified. We present a set of conditions which are necessary and sufficient to ensure that a partial influence diagram is welldefined. These conditions are used as a basis for the construction of an algorithm for determining whether or not a partial influence diagram is welldefined.

Possibilistic logic bases and possibilistic graphs are two different frameworks of interest for representing knowledge. The former stratifies the pieces of knowledge (expressed by logical formulas) according to their level of certainty, while the latter exhibits relationships between variables. The two types of representations are semantically equivalent when they lead to the same possibility distribution (which rank-orders the possible interpretations). A possibility distribution can be decomposed using a chain rule which may be based on two different kinds of conditioning which exist in possibility theory (one based on product in a numerical setting, one based on minimum operation in a qualitative setting). These two types of conditioning induce two kinds of possibilistic graphs. In both cases, a translation of these graphs into possibilistic bases is provided. The converse translation from a possibilistic knowledge base into a min-based graph is also described.