Model selection is an important challenge, if one works with data sets containing many predictors. Finding relevant variables helps to understand better the problem and improves statistical inference. In t he literature there are many methods solving such problems. One of them is empiri cal risk minimization with the penalty, for instance Lasso (Tibshir ani, 1996). The main characteristic of this procedure is an ability to selec t relevant predictors and estimate unknown parameters simultaneously. In th e paper we apply these ideas to the pairwise ranking problem (ordinal r egression) that 1 relates to predicting or guessing the ordering between obje cts on the basis of their observed predictors. The problem of ranking has num erous applications in practice, for instance in information retrieval, banking or quality control.

We propose Macau, a powerful and flexible Bayesian factorization method for heterogeneous data. Our model can factorize any set of entities and relations that can be represented by a relational model, including tensors and also multiple relations for each entity. Macau can also incorporate side information, specifically entity and relation features, which are crucial for predicting sparsely observed relations. Macau scales to millions of entity instances, hundred millions of observations, and sparse entity features with millions of dimensions. To achieve the scale up, we specially designed sampling procedure for entity and relation features that relies primarily on noise injection in linear regressions. We show performance and advanced features of Macau in a set of experiments, including challenging drug-protein activity prediction task.

Transfer learning is a recent field of machine learning research that aims to resolve the challenge of dealing with insufficient training data in the domain of interest. This is a particular issue with traditional deep neural networks where a large amount of training data is needed. Recently, StochasticNets was proposed to take advantage of sparse connectivity in order to decrease the number of parameters that needs to be learned, which in turn may relax training data size requirements. In this paper, we study the efficacy of transfer learning on StochasticNet frameworks. Experimental results show ~7% improvement on StochasticNet performance when the transfer learning is applied in training step.

We consider the \mnk{classical} problem of a controller activating (or sampling) sequentially from a finite number of $N \geq 2$ populations, specified by unknown distributions. Over some time horizon, at each time $n = 1, 2, \ldots$, the controller wishes to select a population to sample, with the goal of sampling from a population that optimizes some "score" function of its distribution, e.g., maximizing the expected sum of outcomes or minimizing variability. We define a class of \textit{Uniformly Fast (UF)} sampling policies and show, under mild regularity conditions, that there is an asymptotic lower bound for the expected total number of sub-optimal population activations. Then, we provide sufficient conditions under which a UCB policy is UF and asymptotically optimal, since it attains this lower bound. Explicit solutions are provided for a number of examples of interest, including general score functionals on unconstrained Pareto distributions (of potentially infinite mean), and uniform distributions of unknown support. Additional results on bandits of Normal distributions are also provided.

We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit dependent cost. Successive samples from each population are iid random variables with unknown distribution. The objective is to design a feasible policy for deciding from which population to sample from, so as to maximize the expected sum of outcomes of $n$ total samples or equivalently to minimize the regret due to lack on information on sample distributions, For this problem we consider the class of feasible uniformly fast (f-UF) convergent policies, that satisfy the cost constraint sample-path wise. We first establish a necessary asymptotic lower bound for the rate of increase of the regret function of f-UF policies. Then we construct a class of f-UF policies and provide conditions under which they are asymptotically optimal within the class of f-UF policies, achieving this asymptotic lower bound. At the end we provide the explicit form of such policies for the case in which the unknown distributions are Normal with unknown means and known variances.

Given a set of pairwise comparisons, the classical ranking problem computes a single ranking that best represents the preferences of all users. In this paper, we study the problem of inferring individual preferences, arising in the context of making personalized recommendations. In particular, we assume that there are $n$ users of $r$ types; users of the same type provide similar pairwise comparisons for $m$ items according to the Bradley-Terry model. We propose an efficient algorithm that accurately estimates the individual preferences for almost all users, if there are $r \max \{m, n\}\log m \log^2 n$ pairwise comparisons per type, which is near optimal in sample complexity when $r$ only grows logarithmically with $m$ or $n$. Our algorithm has three steps: first, for each user, compute the \emph{net-win} vector which is a projection of its $\binom{m}{2}$-dimensional vector of pairwise comparisons onto an $m$-dimensional linear subspace; second, cluster the users based on the net-win vectors; third, estimate a single preference for each cluster separately. The net-win vectors are much less noisy than the high dimensional vectors of pairwise comparisons and clustering is more accurate after the projection as confirmed by numerical experiments. Moreover, we show that, when a cluster is only approximately correct, the maximum likelihood estimation for the Bradley-Terry model is still close to the true preference.

We study the problem of computing possible and necessary winners for partially specified weighted and unweighted tournaments. This problem arises naturally in elections with incompletely specified votes, partially completed sports competitions, and more generally in any scenario where the outcome of some pairwise comparisons is not yet fully known. We specifically consider a number of well-known solution concepts---including the uncovered set, Borda, ranked pairs, and maximin---and show that for most of them, possible and necessary winners can be identified in polynomial time. These positive algorithmic results stand in sharp contrast to earlier results concerning possible and necessary winners given partially specified preference profiles.

Since the introduction of the stable marriage problem (SMP) by Gale and Shapley (1962), several variants and extensions have been investigated. While this variety is useful to widen the application potential, each variant requires a new algorithm for finding the stable matchings. To address this issue, we propose an encoding of the SMP using answer set programming (ASP), which can straightforwardly be adapted and extended to suit the needs of specific applications. The use of ASP also means that we can take advantage of highly efficient off-the-shelf solvers. To illustrate the flexibility of our approach, we show how our ASP encoding naturally allows us to select optimal stable matchings, i.e. matchings that are optimal according to some user-specified criterion. To the best of our knowledge, our encoding offers the first exact implementation to find sex-equal, minimum regret, egalitarian or maximum cardinality stable matchings for SMP instances in which individuals may designate unacceptable partners and ties between preferences are allowed. This paper is under consideration in Theory and Practice of Logic Programming (TPLP).

Action languages have emerged as an important field of Knowledge Representation for reasoning about change and causality in dynamic domains. This article presents Cerbere, a production system designed to perform online causal, temporal and epistemic reasoning based on the Event Calculus. The framework implements the declarative semantics of the underlying logic theories in a forward-chaining rule-based reasoning system, coupling the high expressiveness of its formalisms with the efficiency of rule-based systems. To illustrate its applicability, we present both the modeling of benchmark problems in the field, as well as its utilization in the challenging domain of smart spaces. A hybrid framework that combines logic-based with probabilistic reasoning has been developed, that aims to accommodate activity recognition and monitoring tasks in smart spaces. Under consideration in Theory and Practice of Logic Programming (TPLP)

When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many applications in biology, like motif discovery and genome annotation. In this paper, we present a flexible frame- work for jointly modeling both latent sequence features and the functional mapping that relates the summary response variables to the hidden state sequence. The algorithm is com- patible with a rich set of mapping functions. Results show that the availability of additional continuous response vari- ables can simultaneously improve the annotation of the se- quential observations and yield good prediction performance in both synthetic data and real-world datasets.