The SHOP2 planning system received one of the awards for distinguished performance in the 2002 International Planning Competition. This paper describes the features of SHOP2 which enabled it to excel in the competition, especially those aspects of SHOP2 that deal with temporal and metric planning domains.

We describe a system for specifying the effects of actions. Unlike those commonly used in AI planning, our system uses an action description language that allows one to specify the effects of actions using domain rules, which are state constraints that can entail new action effects from old ones. Declaratively, an action domain in our language corresponds to a nonmonotonic causal theory in the situation calculus. Procedurally, such an action domain is compiled into a set of logical theories, one for each action in the domain, from which fully instantiated successor state-like axioms and STRIPS-like systems are then generated. We expect the system to be a useful tool for knowledge engineers writing action specifications for classical AI planning systems, GOLOG systems, and other systems where formal specifications of actions are needed.

We propose an active set selection framework for Gaussian process classification for cases when the dataset is large enough to render its inference prohibitive. Our scheme consists of a two step alternating procedure of active set update rules and hyperparameter optimization based upon marginal likelihood maximization. The active set update rules rely on the ability of the predictive distributions of a Gaussian process classifier to estimate the relative contribution of a datapoint when being either included or removed from the model. This means that we can use it to include points with potentially high impact to the classifier decision process while removing those that are less relevant. We introduce two active set rules based on different criteria, the first one prefers a model with interpretable active set parameters whereas the second puts computational complexity first, thus a model with active set parameters that directly control its complexity. We also provide both theoretical and empirical support for our active set selection strategy being a good approximation of a full Gaussian process classifier. Our extensive experiments show that our approach can compete with state-of-the-art classification techniques with reasonable time complexity. Source code publicly available at http://cogsys.imm.dtu.dk/passgp.

In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully Bayesian hierarchy for sparse models using slab and spike priors (two-component delta-function and continuous mixtures), non-Gaussian latent factors and a stochastic search over the ordering of the variables. The framework, which we call SLIM (Sparse Linear Identifiable Multivariate modeling), is validated and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable computational complexity. We attribute this mainly to the stochastic search strategy used, and to parsimony (sparsity and identifiability), which is an explicit part of the model. We propose two extensions to the basic i.i.d. linear framework: non-linear dependence on observed variables, called SNIM (Sparse Non-linear Identifiable Multivariate modeling) and allowing for correlations between latent variables, called CSLIM (Correlated SLIM), for the temporal and/or spatial data. The source code and scripts are available from http://cogsys.imm.dtu.dk/slim/.

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution comparison such as outlier detection, transfer learning, and two-sample homogeneity test. However, since density-ratio functions often possess high fluctuation, divergence estimation is still a challenging task in practice. In this paper, we propose to use relative divergences for distribution comparison, which involves approximation of relative density-ratios. Since relative density-ratios are always smoother than corresponding ordinary density-ratios, our proposed method is favorable in terms of the non-parametric convergence speed. Furthermore, we show that the proposed divergence estimator has asymptotic variance independent of the model complexity under a parametric setup, implying that the proposed estimator hardly overfits even with complex models. Through experiments, we demonstrate the usefulness of the proposed approach.

Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This differs from the usual approach of defining static betting functions. It is shown that such markets can implement model combination methods used in machine learning, such as product of expert and mixture of expert approaches as equilibrium pricing models, by varying agent utility functions. They can also implement models composed of local potentials, and message passing methods. Prediction markets also allow for more flexible combinations, by combining multiple different utility functions. Conversely, the market mechanisms implement inference in the relevant probabilistic models. This means that market mechanism can be utilized for implementing parallelized model building and inference for probabilistic modelling.

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$-penalization methods. We propose and study the following method. We combine a multiple regression approach with ideas of thresholding and refitting: first we infer a sparse undirected graphical model structure via thresholding of each among many $\ell_1$-norm penalized regression functions; we then estimate the covariance matrix and its inverse using the maximum likelihood estimator. We show that under suitable conditions, this approach yields consistent estimation in terms of graphical structure and fast convergence rates with respect to the operator and Frobenius norm for the covariance matrix and its inverse. We also derive an explicit bound for the Kullback Leibler divergence.

Much work in AI deals with the selection of proper actions in a given (known or unknown) environment. However, the way to select a proper action when facing other agents is quite unclear. Most work in AI adopts classical game-theoretic equilibrium analysis to predict agent behavior in such settings. This approach however does not provide us with any guarantee for the agent. In this paper we introduce competitive safety analysis. This approach bridges the gap between the desired normative AI approach, where a strategy should be selected in order to guarantee a desired payoff, and equilibrium analysis. We show that a safety level strategy is able to guarantee the value obtained in a Nash equilibrium, in several classical computer science settings. Then, we discuss the concept of competitive safety strategies, and illustrate its use in a decentralized load balancing setting, typical to network problems. In particular, we show that when we have many agents, it is possible to guarantee an expected payoff which is a factor of 8/9 of the payoff obtained in a Nash equilibrium. Our discussion of competitive safety analysis for decentralized load balancing is further developed to deal with many communication links and arbitrary speeds. Finally, we discuss the extension of the above concepts to Bayesian games, and illustrate their use in a basic auctions setup.

This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model. The challenge with the Student-t model is the analytically intractable inference which is why several approximative methods have been proposed. The expectation propagation (EP) has been found to be a very accurate method in many empirical studies but the convergence of the EP is known to be problematic with models containing non-log-concave site functions such as the Student-t distribution. In this paper we illustrate the situations where the standard EP fails to converge and review different modifications and alternative algorithms for improving the convergence. We demonstrate that convergence problems may occur during the type-II maximum a posteriori (MAP) estimation of the hyperparameters and show that the standard EP may not converge in the MAP values in some difficult cases. We present a robust implementation which relies primarily on parallel EP updates and utilizes a moment-matching-based double-loop algorithm with adaptively selected step size in difficult cases. The predictive performance of the EP is compared to the Laplace, variational Bayes, and Markov chain Monte Carlo approximations.

In this paper, we analyze the decision version of the NK landscape model from the perspective of threshold phenomena and phase transitions under two random distributions, the uniform probability model and the fixed ratio model. For the uniform probability model, we prove that the phase transition is easy in the sense that there is a polynomial algorithm that can solve a random instance of the problem with the probability asymptotic to 1 as the problem size tends to infinity. For the fixed ratio model, we establish several upper bounds for the solubility threshold, and prove that random instances with parameters above these upper bounds can be solved polynomially. This, together with our empirical study for random instances generated below and in the phase transition region, suggests that the phase transition of the fixed ratio model is also easy.