We introduce a temporal model for reasoning on disjunctive metric constraints on intervals and time points in temporal contexts. This temporal model is composed of a labeled temporal algebra and its reasoning algorithms. The labeled temporal algebra defines labeled disjunctive metric point-based constraints, where each disjunct in each input disjunctive constraint is univocally associated to a label. Reasoning algorithms manage labeled constraints, associated label lists, and sets of mutually inconsistent disjuncts. These algorithms guarantee consistency and obtain a minimal network. Additionally, constraints can be organized in a hierarchy of alternative temporal contexts. Therefore, we can reason on context-dependent disjunctive metric constraints on intervals and points. Moreover, the model is able to represent non-binary constraints, such that logical dependencies on disjuncts in constraints can be handled. The computational cost of reasoning algorithms is exponential in accordance with the underlying problem complexity, although some improvements are proposed.

This paper reviews the connections between Graphplan's planning-graph and the dynamic constraint satisfaction problem and motivates the need for adapting CSP search techniques to the Graphplan algorithm. It then describes how explanation based learning, dependency directed backtracking, dynamic variable ordering, forward checking, sticky values and random-restart search strategies can be adapted to Graphplan. Empirical results are provided to demonstrate that these augmentations improve Graphplan's performance significantly (up to 1000x speedups) on several benchmark problems. Special attention is paid to the explanation-based learning and dependency directed backtracking techniques as they are empirically found to be most useful in improving the performance of Graphplan.

The kernel-parameter is one of the few tunable parameters in Support Vectormachines, controlling the complexity of the resulting hypothesis. Its choice amounts to model selection and its value is usually found by means of a validation set. We present an algorithm whichcan automatically perform model selection with little additional computational cost and with no need of a validation set. In this procedure model selection and learning are not separate, but kernels are dynamically adjusted during the learning process to find the kernel parameter which provides the best possible upper bound on the generalisation error. Theoretical results motivating the approach and experimental results confirming its validity are presented.

VitalyMaiorov Department of Mathematics Technion, Haifa 32000 Israel Ron Meir Department of Electrical Engineering Technion, Haifa 32000 Israel rmeir@dumbo.technion.ac.il Abstract We compute upper and lower bounds on the VC dimension of feedforward networks of units with piecewise polynomial activation functions.We show that if the number of layers is fixed, then the VC dimension grows as W log W, where W is the number of parameters in the network. The VC dimension is an important measure of the complexity of a class of binaryvalued functions,since it characterizes the amount of data required for learning in the PAC setting (see [BEHW89, Vap82]). In this paper, we establish upper and lower bounds on the VC dimension of a specific class of multi-layered feedforward neural networks. Let F be the class of binary-valued functions computed by a feedforward neural network with W weights and k computational (non-input) units, each with a piecewise polynomial activation function. O(W2), which would lead one to conclude that the bounds Almost Linear VC Dimension Bounds for Piecewise Polynomial Networks 191 are in fact tight up to a constant.

In this paper we present a novel approach to multichannel blind that both mixingseparation/generalized deconvolution, assuming and demixing models are described by stable linear state-space systems. Based on the minimization of Kullback-Leibler Divergence, we develop a novel learning algorithm to train the matrices in the output equation. To estimate the state of the demixing model, we introduce a new concept, called to numerically implement the Kalman filter.hidden Referany priori knowledge of to review papers [lJ and [5J for the current state of theory and methods in the field. There are several reasons why as blind deconvolution models.

AR-NNs are a natural generalization of the classic linear autoregressive AR(p) process (2) See, e.g., Brockwell & Davis (1987) for a comprehensive introduction into AR and ARMA (autoregressive moving average) models. F. Leisch, A. Trapletti and K. Hornik 268 One of the most central questions in linear time series theory is the stationarity of the model, i.e., whether the probabilistic structure of the series is constant over time or at least asymptotically constant (when not started in equilibrium). Surprisingly, this question has not gained much interest in the NN literature, especially there are-up to our knowledge-no results giving conditions for the stationarity of AR NN models. There are results on the stationarity of Hopfield nets (Wang & Sheng, 1996), but these nets cannot be used to estimate conditional expectations for time series prediction. The rest of this paper is organized as follows: In Section 2 we recall some results from time series analysis and Markov chain theory defining the relationship between a time series and its associated Markov chain. In Section 3 we use these results to establish that standard AR-NN models without shortcut connections are stationary. We also give conditions for AR-NN models with shortcut connections to be stationary. Section 4 examines the NN modeling of an important class of non-stationary to the appendix.time

Principal curves have been defined as "self consistent" smooth curves which pass through the "middle" of a d-dimensional probability distribution ordata cloud. Recently, we [1] have offered a new approach by defining principal curves as continuous curves of a given length which minimize the expected squared distance between the curve and points of the space randomly chosen according to a given distribution. The new definition made it possible to carry out a theoretical analysis of learning principal curves from training data. In this paper we propose a practical construction based on the new definition. Simulation results demonstrate that the new algorithm compares favorably with previous methods both in terms of performance and computational complexity.

The perfonnance of dedicated VLSI neural processing hardware depends critically on the design of the implemented algorithms. We have previously proposedan algorithm for acoustic transient classification [1]. Having implemented and demonstrated this algorithm in a mixed-mode architecture, we now investigate variants on the algorithm, using time and frequency channel differencing, input and output nonnalization, and schemes to binarize and train the template values, with the goal of achieving optimalclassification perfonnance for the chosen hardware.

Dyadzc data refers to a domain with two finite sets of objects in which observations are made for dyads, i.e., pairs with one element from either set. This type of data arises naturally in many application ranging from computational linguistics and information retrieval to preference analysis and computer vision. In this paper, we present a systematic, domain-independent framework of learning from dyadic data by statistical mixture models. Our approach covers different models with fiat and hierarchical latent class structures. We propose an annealed version of the standard EM algorithm for model fitting which is empirically evaluated on a variety of data sets from different domains. 1 Introduction Over the past decade learning from data has become a highly active field of research distributed over many disciplines like pattern recognition, neural computation, statistics, machine learning, and data mining.

Inference is a key component in learning probabilistic models from partially observable data. When learning temporal models, each of the many inference phases requires a traversal over an entire long data sequence; furthermore, the data structures manipulated are exponentially large, making this process computationally expensive. In [2], we describe an approximate inference algorithm for monitoring stochastic processes, and prove bounds on its approximation error. In this paper, we apply this algorithm as an approximate forward propagation step in an EM algorithm for learning temporal Bayesian networks. We provide a related approximation for the backward step, and prove error bounds for the combined algorithm.