Type-1 fuzzy logic has frequently been used in control systems. However this method is sometimes shown to be too restrictive and unable to adapt in the presence of uncertainty. In this paper we compare type-1 fuzzy control with several other fuzzy approaches under a range of uncertain conditions. Interval type-2 and non-stationary fuzzy controllers are compared, along with 'dual surface' type-2 control, named due to utilising both the lower and upper values produced from standard interval type-2 systems. We tune a type-1 controller, then derive the membership functions and footprints of uncertainty from the type-1 system and evaluate them using a simulated autonomous sailing problem with varying amounts of environmental uncertainty. We show that while these more sophisticated controllers can produce better performance than the type-1 controller, this is not guaranteed and that selection of Footprint of Uncertainty (FOU) size has a large effect on this relative performance.

This paper is an attempt to separate cardiac and respiratory signals from an electrical bio-impedance (EBI) dataset. For this two well-known algorithms, namely Principal Component Analysis (PCA) and Independent Component Analysis (ICA), were used to accomplish the task. The ability of the PCA and the ICA methods first reduces the dimension and attempt to separate the useful components of the EBI, the cardiac and respiratory ones accordingly. It was investigated with an assumption, that no motion artefacts are present. To carry out this procedure the two channel complex EBI measurements were provided using classical Kelvin type four electrode configurations for the each complex channel. Thus four real signals were used as inputs for the PCA and fast ICA. The results showed, that neither PCA nor ICA nor combination of them can not accurately separate the components at least are used only two complex (four real valued) input components.

We propose a novel sparse preference learning/ranking algorithm. Our algorithm approximates the true utility function by a weighted sum of basis functions using the squared loss on pairs of data points, and is a generalization of the kernel matching pursuit method. It can operate both in a supervised and a semi-supervised setting and allows efficient search for multiple, near-optimal solutions. Furthermore, we describe the extension of the algorithm suitable for combined ranking and regression tasks. In our experiments we demonstrate that the proposed algorithm outperforms several state-of-the-art learning methods when taking into account unlabeled data and performs comparably in a supervised learning scenario, while providing sparser solutions.

In Pe\~na (2007), MCMC sampling is applied to approximately calculate the ratio of essential graphs (EGs) to directed acyclic graphs (DAGs) for up to 20 nodes. In the present paper, we extend that work from 20 to 31 nodes. We also extend that work by computing the approximate ratio of connected EGs to connected DAGs, of connected EGs to EGs, and of connected DAGs to DAGs. Furthermore, we prove that the latter ratio is asymptotically 1. We also discuss the implications of these results for learning DAGs from data.

We introduce the framework of qualitative optimization problems (or, simply, optimization problems) to represent preference theories. The formalism uses separate modules to describe the space of outcomes to be compared (the generator) and the preferences on outcomes (the selector). We consider two types of optimization problems. They differ in the way the generator, which we model by a propositional theory, is interpreted: by the standard propositional logic semantics, and by the equilibrium-model (answer-set) semantics. Under the latter interpretation of generators, optimization problems directly generalize answer-set optimization programs proposed previously. We study strong equivalence of optimization problems, which guarantees their interchangeability within any larger context. We characterize several versions of strong equivalence obtained by restricting the class of optimization problems that can be used as extensions and establish the complexity of associated reasoning tasks. Understanding strong equivalence is essential for modular representation of optimization problems and rewriting techniques to simplify them without changing their inherent properties.

Learning by observation can be of key importance whenever agents sharing similar features want to learn from each other. This paper presents an agent architecture that enables software agents to learn by direct observation of the actions executed by expert agents while they are performing a task. This is possible because the proposed architecture displays information that is essential for observation, making it possible for software agents to observe each other. The agent architecture supports a learning process that covers all aspects of learning by observation, such as discovering and observing experts, learning from the observed data, applying the acquired knowledge and evaluating the agent's progress. The evaluation provides control over the decision to obtain new knowledge or apply the acquired knowledge to new problems. We combine two methods for learning from the observed information. The first one, the recall method, uses the sequence on which the actions were observed to solve new problems. The second one, the classification method, categorizes the information in the observed data and determines to which set of categories the new problems belong. Results show that agents are able to learn in conditions where common supervised learning algorithms fail, such as when agents do not know the results of their actions a priori or when not all the effects of the actions are visible. The results also show that our approach provides better results than other learning methods since it requires shorter learning periods.

Knowledge base exchange is an important problem in the area of data exchange and knowledge representation, where one is interested in exchanging information between a source and a target knowledge base connected through a mapping. In this paper, we study this fundamental problem for knowledge bases and mappings expressed in OWL 2 QL, the profile of OWL 2 based on the description logic DL-Lite_R. More specifically, we consider the problem of computing universal solutions, identified as one of the most desirable translations to be materialized, and the problem of computing UCQ-representations, which optimally capture in a target TBox the information that can be extracted from a source TBox and a mapping by means of unions of conjunctive queries. For the former we provide a novel automata-theoretic technique, and complexity results that range from NP to EXPTIME, while for the latter we show NLOGSPACE-completeness.

Planning is the model-based approach to autonomous behavior where the agent behavior is derived automatically from a model of the actions, sensors, and goals. The main challenges in planning are computational as all models, whether featuring uncertainty and feedback or not, are intractable in the worst case when represented in compact form. In this book, we look at a variety of models used in AI planning, and at the methods that have been developed for solving them. The goal is to provide a modern and coherent view of planning that is precise, concise, and mostly self-contained, without being shallow. For this, we make no attempt at covering the whole variety of planning approaches, ideas, and applications, and focus on the essentials.

ABSTRACT We review three algorithms for Latent Dirichlet Allocation (LDA). Two of them are variational inference algorithms: V ariational Bayesian inference and Online V ariational Bayesian inference and one is Markov Chain Monte Carlo (MCMC) algorithm - Collapsed Gibbs sampling. We compare their time complexity and performance. We find that online variational Bayesian inference is the fastest algorithm and still returns reasonably good results. 1 INTRODUCTION Nowadays big corpora are used daily. People often search through huge numbers of documents either in libraries or online, using web search engines.

The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is assumed to be constant but this may be inaccurate when there are covariates that could have a large influence on the dependence structure of the data. To account for this, a Bayesian framework for the estimation of conditional copulas is proposed. In this framework the parameters of a copula are non-linearly related to some arbitrary conditioning variables. We evaluate the ability of our method to predict time-varying dependencies on several equities and currencies and observe consistent performance gains compared to static copula models and other time-varying copula methods.