One of the most fundamental concepts in statistics is the concept of sample mean. Properties of the sample mean that are well-defined in Euclidean spaces become unwieldy or even unclear in graph spaces. Open problems related to the sample mean of graphs include: non-existence, non-uniqueness, statistical inconsistency, lack of convergence results of mean algorithms, non-existence of midpoints, and disparity to midpoints. We present conditions to resolve all six problems and propose a Majorize-Minimize-Mean (MMM) Algorithm. Experiments on graph datasets representing images and molecules show that the MMM-Algorithm best approximates a sample mean of graphs compared to six other mean algorithms.

Dimensionality reduction methods are very common in the field of high dimensional data analysis. Typically, algorithms for dimensionality reduction are computationally expensive. Therefore, their applications for the analysis of massive amounts of data are impractical. For example, repeated computations due to accumulated data are computationally prohibitive. In this paper, an out-of-sample extension scheme, which is used as a complementary method for dimensionality reduction, is presented. We describe an algorithm which performs an out-of-sample extension to newly-arrived data points. Unlike other extension algorithms such as Nystr\"om algorithm, the proposed algorithm uses the intrinsic geometry of the data and properties for dimensionality reduction map. We prove that the error of the proposed algorithm is bounded. Additionally to the out-of-sample extension, the algorithm provides a degree of the abnormality of any newly-arrived data point.

This work addresses the problem of regret minimization in non-stochastic multi-armed bandit problems, focusing on performance guarantees that hold with high probability. Such results are rather scarce in the literature since proving them requires a large deal of technical effort and significant modifications to the standard, more intuitive algorithms that come only with guarantees that hold on expectation. One of these modifications is forcing the learner to sample arms from the uniform distribution at least $\Omega(\sqrt{T})$ times over $T$ rounds, which can adversely affect performance if many of the arms are suboptimal. While it is widely conjectured that this property is essential for proving high-probability regret bounds, we show in this paper that it is possible to achieve such strong results without this undesirable exploration component. Our result relies on a simple and intuitive loss-estimation strategy called Implicit eXploration (IX) that allows a remarkably clean analysis. To demonstrate the flexibility of our technique, we derive several improved high-probability bounds for various extensions of the standard multi-armed bandit framework. Finally, we conduct a simple experiment that illustrates the robustness of our implicit exploration technique.

We consider the problem of minimizing the sum of a smooth function $h$ with a bounded Hessian, and a nonsmooth function. We assume that the latter function is a composition of a proper closed function $P$ and a surjective linear map $\cal M$, with the proximal mappings of $\tau P$, $\tau > 0$, simple to compute. This problem is nonconvex in general and encompasses many important applications in engineering and machine learning. In this paper, we examined two types of splitting methods for solving this nonconvex optimization problem: alternating direction method of multipliers and proximal gradient algorithm. For the direct adaptation of the alternating direction method of multipliers, we show that, if the penalty parameter is chosen sufficiently large and the sequence generated has a cluster point, then it gives a stationary point of the nonconvex problem. We also establish convergence of the whole sequence under an additional assumption that the functions $h$ and $P$ are semi-algebraic. Furthermore, we give simple sufficient conditions to guarantee boundedness of the sequence generated. These conditions can be satisfied for a wide range of applications including the least squares problem with the $\ell_{1/2}$ regularization. Finally, when $\cal M$ is the identity so that the proximal gradient algorithm can be efficiently applied, we show that any cluster point is stationary under a slightly more flexible constant step-size rule than what is known in the literature for a nonconvex $h$.

Recently, we see a new type of interfaces for programmers based on web technology. For example, JSFiddle, IPython Notebook and R-studio. Web technology enables cloud-based solutions, embedding in tutorial web pages, atractive rendering of results, web-scale cooperative development, etc. This article describes SWISH, a web front-end for Prolog. A public website exposes SWI-Prolog using SWISH, which is used to run small Prolog programs for demonstration, experimentation and education. We connected SWISH to the ClioPatria semantic web toolkit, where it allows for collaborative development of programs and queries related to a dataset as well as performing maintenance tasks on the running server and we embedded SWISH in the Learn Prolog Now! online Prolog book.

Large unweighted directed graphs are commonly used to capture relations between entities. A fundamental problem in the analysis of such networks is to properly define the similarity or dissimilarity between any two vertices. Despite the significance of this problem, statistical characterization of the proposed metrics has been limited. We introduce and develop a class of techniques for analyzing random walks on graphs using stochastic calculus. Using these techniques we generalize results on the degeneracy of hitting times and analyze a metric based on the Laplace transformed hitting time (LTHT). The metric serves as a natural, provably well-behaved alternative to the expected hitting time. We establish a general correspondence between hitting times of the Brownian motion and analogous hitting times on the graph. We show that the LTHT is consistent with respect to the underlying metric of a geometric graph, preserves clustering tendency, and remains robust against random addition of non-geometric edges. Tests on simulated and real-world data show that the LTHT matches theoretical predictions and outperforms alternatives.

This article provides the first procedure for computing a fully data-dependent interval that traps the mixing time $t_{\text{mix}}$ of a finite reversible ergodic Markov chain at a prescribed confidence level. The interval is computed from a single finite-length sample path from the Markov chain, and does not require the knowledge of any parameters of the chain. This stands in contrast to previous approaches, which either only provide point estimates, or require a reset mechanism, or additional prior knowledge. The interval is constructed around the relaxation time $t_{\text{relax}}$, which is strongly related to the mixing time, and the width of the interval converges to zero roughly at a $\sqrt{n}$ rate, where $n$ is the length of the sample path. Upper and lower bounds are given on the number of samples required to achieve constant-factor multiplicative accuracy. The lower bounds indicate that, unless further restrictions are placed on the chain, no procedure can achieve this accuracy level before seeing each state at least $\Omega(t_{\text{relax}})$ times on the average. Finally, future directions of research are identified.

Interactive narrative systems produce branching story experiences for a human user using an interactive world. A class of interactive narrative systems, called strong story systems, manage a user's experience by manipulating the interactive world and its characters according to a formal story model. In these systems, a human user may place the world into a state such that the formal story model can no longer control interaction. One solution to this problem, called intervention, is to exchange the undesirable outcomes of a player's action for a set that do not violate the story model. However, the player may become aware that their intended action is being intervened against by a context-sensitive, meta-narrative process. In this paper we describe a method of ensuring game world alibis for interventions through domain modification of world mechanics.

Qualitative spatial descriptions characterize essential properties of spatial objects or configurations by relying on relative comparisons rather than measuring. Typically, in qualitative approaches only relatively coarse distinctions between configurations are made. Qualitative spatial knowledge can be used to represent incomplete and underdetermined knowledge in a systematic way. This is especially useful if the task is to describe features of classes of configurations rather than individual configurations. Although reasoning with them is generally NP-hard (even IR-complete), relative directions are important because they play a key role in human spatial descriptions and there are several approaches how to represent them using qualitative methods. In these approaches directions between spatial locations can be expressed as constraints over infinite domains, e.g. the Euclidean plane. The theory of relation algebras has been successfully applied to this field. Viewing relation algebras as universal algebras and applying and modifying standard tools from universal algebra in this work, we (re)define notions of qualitative constraint calculus, of homomorphism between calculi, and of quotient of calculi.Based on this method we derive important properties for spatial calculi from corresponding properties of related calculi. From a conceptual point of view these formal mappings between calculi are a means to translate between different granularities.

When to make a decision is a key question in decision making problems characterized by uncertainty. In this paper we deal with decision making in environments where information arrives dynamically. We address the tradeoff between waiting and stopping strategies. On the one hand, waiting to obtain more information reduces uncertainty, but it comes with a cost. Stopping and making a decision based on an expected utility reduces the cost of waiting, but the decision is based on uncertain information. We propose an optimal algorithm and two approximation algorithms. We prove that one approximation is optimistic - waits at least as long as the optimal algorithm, while the other is pessimistic - stops not later than the optimal algorithm. We evaluate our algorithms theoretically and empirically and show that the quality of the decision in both approximations is near-optimal and much faster than the optimal algorithm. Also, we can conclude from the experiments that the cost function is a key factor to chose the most effective algorithm.