This paper presents comparison of several stochastic optimization algorithms developed by authors in their previous works for the solution of some problems arising in Civil Engineering. The introduced optimization methods are: the integer augmented simulated annealing (IASA), the real-coded augmented simulated annealing (RASA) [10], the differential evolution (DE) in its original fashion developed by R. Storn and K. Price[15] and simplified real-coded differential genetic algorithm (SADE) [6]. Each of these methods was developed for some specific optimization problem; namely the Chebychev trial polynomial problem, the so called type 0 function and two engineering problems - the reinforced concrete beam layout and the periodic unit cell problem respectively. Detailed and extensive numerical tests were performed to examine the stability and efficiency of proposed algorithms. The results of our experiments suggest that the performance and robustness of RASA, IASA and SADE methods are comparable, while the DE algorithm performs slightly worse. This fact together with a small number of internal parameters promotes the SADE method as the most robust for practical use.

In this paper we propose a computationally efficient algorithm for on-line variable selection in multivariate regression problems involving high dimensional data streams. The algorithm recursively extracts all the latent factors of a partial least squares solution and selects the most important variables for each factor. This is achieved by means of only one sparse singular value decomposition which can be efficiently updated on-line and in an adaptive fashion. Simulation results based on artificial data streams demonstrate that the algorithm is able to select important variables in dynamic settings where the correlation structure among the observed streams is governed by a few hidden components and the importance of each variable changes over time. We also report on an application of our algorithm to a multivariate version of the "enhanced index tracking" problem using financial data streams. The application consists of performing on-line asset allocation with the objective of overperforming two benchmark indices simultaneously.

Since the early days of digital communication, Hidden Markov Models (HMMs) have now been routinely used in speech recognition, processing of natural languages, images, and in bioinformatics. An HMM $(X_i,Y_i)_{i\ge 1}$ assumes observations $X_1,X_2,...$ to be conditionally independent given an "explanotary" Markov process $Y_1,Y_2,...$, which itself is not observed; moreover, the conditional distribution of $X_i$ depends solely on $Y_i$. Central to the theory and applications of HMM is the Viterbi algorithm to find {\em a maximum a posteriori} estimate $q_{1:n}=(q_1,q_2,...,q_n)$ of $Y_{1:n}$ given the observed data $x_{1:n}$. Maximum {\em a posteriori} paths are also called Viterbi paths or alignments. Recently, attempts have been made to study the behavior of Viterbi alignments of HMMs with two hidden states when $n$ tends to infinity. It has indeed been shown that in some special cases a well-defined limiting Viterbi alignment exists. While innovative, these attempts have relied on rather strong assumptions. This work proves the existence of infinite Viterbi alignments for virtually any HMM with two hidden states.

This article explains the benefits of preferences for AI systems and draws a picture of current AI research on preference handling. It thus provides an introduction to the topics covered by this special issue on preference handling.

The effective tailoring of decisions to the needs and desires of specific users requires automated mechanisms for preference assessment. We provide a brief overview of recent direct preference elicitation methods: these methods ask users to answer (ideally, a small number of) queries regarding their preferences and use this information to recommend a feasible decision that would be (approximately) optimal given those preferences. We argue for the importance of assessing numerical utilities rather than qualitative preferences, and survey several utility elicitation techniques from artificial intelligence, operations research, and conjoint analysis.

Interactive artificial intelligence systems employ preferences in both their reasoning and their interaction with the user. This survey considers preference handling in applications such as recommender systems, personal assistant agents, and personalized user interfaces. We survey the major questions and approaches, present illustrative examples, and give an outlook on potential benefits and challenges.

This page includes all the AAAI sponsored conferences presented by AAAI Affiliates, and conferences held in cooperation with AAAI to be held during the next 9 months.

We give an overview of the multifaceted relationship between nonmonotonic logics and preferences. We discuss how the nonmonotonicity of reasoning itself is closely tied to preferences reasoners have on models of the world or, as we often say here, possible belief sets. Selecting extended logic programming with the answer-set semantics as a "generic" nonmonotonic logic, we show how that logic defines preferred belief sets and how preferred belief sets allow us to represent and interpret normative statements. Conflicts among program rules (more generally, defaults) give rise to alternative preferred belief sets. We discuss how such conflicts can be resolved based on implicit specificity or on explicit rankings of defaults. Finally, we comment on formalisms which explicitly represent preferences on properties of belief sets. Such formalisms either build preference information directly into rules and modify the semantics of the logic appropriately, or specify preferences on belief sets independently of the mechanism to define them.

In this case, all PCs will be considered, but some will be more preferred than others. Such concepts can be expressed in either a qualitative or a quantitative way. Preferences and constraints are closely related notions, since preferences can be seen as a form of "tolerant" constraints. For this reason, there are several constraint-based frameworks to model preferences. One of the most general frameworks, based on soft constraints (Meseguer, Rossi, and Schiex 2006), extends the classical constraint formalism to model preferences in a quantitative way, by expressing several degrees of satisfaction that can be either totally or partially ordered. When there are both levels of satisfaction and levels of rejection, preferences are bipolar and can be modeled by extending the soft constraint formalism (Bistarelli et al. 2006). Preferences can also be modeled in a qualitative way (also called ordinal), that is, by pairwise comparisons. In this case, soft constraints (or their extensions) are not suitable.

In both individual and collective decision making, the space of alternatives from which the agent (or the group of agents) has to choose often has a combinatorial (or multi-attribute) structure. We give an introduction to preference handling in combinatorial domains in the context of collective decision making, and show that the considerable body of work on preference representation and elicitation that AI researchers have been working on for several years is particularly relevant. After giving an overview of languages for compact representation of preferences, we discuss problems in voting in combinatorial domains, and then focus on multiagent resource allocation and fair division. These issues belong to a larger field, known as computational social choice, that brings together ideas from AI and social choice theory, to investigate mechanisms for collective decision making from a computational point of view. We conclude by briefly describing some of the other research topics studied in computational social choice.