Answer Set Programming (ASP) is an increasingly popular framework for declarative programming that admits the description of problems by means of rules and constraints that form a disjunctive logic program. In particular, many AI problems such as reasoning in a nonmonotonic setting can be directly formulated in ASP. Although the main problems of ASP are of high computational complexity, located at the second level of the Polynomial Hierarchy, several restrictions of ASP have been identified in the literature, under which ASP problems become tractable. In this paper we use the concept of backdoors to identify new restrictions that make ASP problems tractable. Small backdoors are sets of atoms that represent "clever reasoning shortcuts" through the search space and represent a hidden structure in the problem input. The concept of backdoors is widely used in the areas of propositional satisfiability and constraint satisfaction. We show that it can be fruitfully adapted to ASP. We demonstrate how backdoors can serve as a unifying framework that accommodates several tractable restrictions of ASP known from the literature. Furthermore, we show how backdoors allow us to deploy recent algorithmic results from parameterized complexity theory to the domain of answer set programming.

Recent SVD-free matrix factorization formulations have enabled rank minimization for systems with millions of rows and columns, paving the way for matrix completion in extremely large-scale applications, such as seismic data interpolation. In this paper, we consider matrix completion formulations designed to hit a target data-fitting error level provided by the user, and propose an algorithm called LR-BPDN that is able to exploit factorized formulations to solve the corresponding optimization problem. Since practitioners typically have strong prior knowledge about target error level, this innovation makes it easy to apply the algorithm in practice, leaving only the factor rank to be determined. Within the established framework, we propose two extensions that are highly relevant to solving practical challenges of data interpolation. First, we propose a weighted extension that allows known subspace information to improve the results of matrix completion formulations. We show how this weighting can be used in the context of frequency continuation, an essential aspect to seismic data interpolation. Second, we propose matrix completion formulations that are robust to large measurement errors in the available data. We illustrate the advantages of LR-BPDN on the collaborative filtering problem using the MovieLens 1M, 10M, and Netflix 100M datasets. Then, we use the new method, along with its robust and subspace re-weighted extensions, to obtain high-quality reconstructions for large scale seismic interpolation problems with real data, even in the presence of data contamination.

The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged here for electricity market inference. Day-ahead price forecasting is cast as a low-rank kernel learning problem. Uniquely exploiting the market clearing process, congestion patterns are modeled as rank-one components in the matrix of spatio-temporally varying prices. Through a novel nuclear norm-based regularization, kernels across pricing nodes and hours can be systematically selected. Even though market-wide forecasting is beneficial from a learning perspective, it involves processing high-dimensional market data. The latter becomes possible after devising a block-coordinate descent algorithm for solving the non-convex optimization problem involved. The algorithm utilizes results from block-sparse vector recovery and is guaranteed to converge to a stationary point. Numerical tests on real data from the Midwest ISO (MISO) market corroborate the prediction accuracy, computational efficiency, and the interpretative merits of the developed approach over existing alternatives.

EnsembleSVM is a free software package containing efficient routines to perform ensemble learning with support vector machine (SVM) base models. It currently offers ensemble methods based on binary SVM models. Our implementation avoids duplicate storage and evaluation of support vectors which are shared between constituent models. Experimental results show that using ensemble approaches can drastically reduce training complexity while maintaining high predictive accuracy.

Person re-identification is particularly challenging due to significant appearance changes across separate camera views. In order to re-identify people, a representative human signature should effectively handle differences in illumination, pose and camera parameters. While general appearance-based methods are modelled in Euclidean spaces, it has been argued that some applications in image and video analysis are better modelled via non-Euclidean manifold geometry. To this end, recent approaches represent images as covariance matrices, and interpret such matrices as points on Riemannian manifolds. As direct classification on such manifolds can be difficult, in this paper we propose to represent each manifold point as a vector of similarities to class representers, via a recently introduced form of Bregman matrix divergence known as the Stein divergence. This is followed by using a discriminative mapping of similarity vectors for final classification. The use of similarity vectors is in contrast to the traditional approach of embedding manifolds into tangent spaces, which can suffer from representing the manifold structure inaccurately. Comparative evaluations on benchmark ETHZ and iLIDS datasets for the person re-identification task show that the proposed approach obtains better performance than recent techniques such as Histogram Plus Epitome, Partial Least Squares, and Symmetry-Driven Accumulation of Local Features.

Recent advances suggest that encoding images through Symmetric Positive Definite (SPD) matrices and then interpreting such matrices as points on Riemannian manifolds can lead to increased classification performance. T aking into account manifold geometry is typically done via (1) embedding the manifolds in tangent spaces, or (2) embedding into Reproducing Kernel Hilbert Spaces (RKHS). While embedding into tangent spaces allows the use of existing Euclidean-based learning algorithms, manifold shape is only approximated which can cause loss of discriminatory information. The RKHS approach retains more of the manifold structure, but may require nontrivial effort to ker-nelise Euclidean-based learning algorithms. In contrast to the above approaches, in this paper we offer a novel solution that allows SPD matrices to be used with unmodified Euclidean-based learning algorithms, with the true manifold shape well-preserved. Specifically, we propose to project SPD matrices using a set of random projection hyperplanes over RKHS into a random projection space, which leads to representing each matrix as a vector of projection coefficients. Experiments on face recognition, person re-identification and texture classification show that the proposed approach outperforms several recent methods, such as T ensor Sparse Coding, Histogram Plus Epitome, Riemannian Locality Preserving Projection and Relational Divergence Classification.

We develop a primal dual active set with continuation algorithm for solving the \ell^0-regularized least-squares problem that frequently arises in compressed sensing. The algorithm couples the the primal dual active set method with a continuation strategy on the regularization parameter. At each inner iteration, it first identifies the active set from both primal and dual variables, and then updates the primal variable by solving a (typically small) least-squares problem defined on the active set, from which the dual variable can be updated explicitly. Under certain conditions on the sensing matrix, i.e., mutual incoherence property or restricted isometry property, and the noise level, the finite step global convergence of the algorithm is established. Extensive numerical examples are presented to illustrate the efficiency and accuracy of the algorithm and the convergence analysis.

Support Vector Machine (SVM) is powerful classification technique based on the idea of structural risk minimization. Use of kernel function enables curse of dimensionality to be addressed. However, proper kernel function for certain problem is dependent on specific dataset and as such there is no good method on choice of kernel function. In this paper, SVM is used to build empirical models of currency crisis in Argentina. An estimation technique is developed by training model on real life data set which provides reasonably accurate model outputs and helps policy makers to identify situations in which currency crisis may happen. The third and fourth order polynomial kernel is generally best choice to achieve high generalization of classifier performance. SVM has high level of maturity with algorithms that are simple, easy to implement, tolerates curse of dimensionality and good empirical performance. The satisfactory results show that currency crisis situation is properly emulated using only small fraction of database and could be used as an evaluation tool as well as an early warning system. To the best of knowledge this is the first work on SVM approach for currency crisis evaluation of Argentina.

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The analysis shows that the whole market effectively approaches a global objective, despite that the market is designed such that each agent only cares about its own goal. Additionally, the market dynamics provides a sensible algorithm for optimising the global objective. An intimate connection between machine learning and our markets is thus established, such that we could 1) analyse a market by applying machine learning methods to the global objective, and 2) solve machine learning problems by setting up and running certain markets.

Traditional nearest points methods use all the samples in an image set to construct a single convex or affine hull model for classification. However, strong artificial features and noisy data may be generated from combinations of training samples when significant intra-class variations and/or noise occur in the image set. Existing multi-model approaches extract local models by clustering each image set individually only once, with fixed clusters used for matching with various image sets. This may not be optimal for discrimination, as undesirable environmental conditions (eg. illumination and pose variations) may result in the two closest clusters representing different characteristics of an object (eg. frontal face being compared to non-frontal face). To address the above problem, we propose a novel approach to enhance nearest points based methods by integrating affine/convex hull classification with an adapted multi-model approach. We first extract multiple local convex hulls from a query image set via maximum margin clustering to diminish the artificial variations and constrain the noise in local convex hulls. We then propose adaptive reference clustering (ARC) to constrain the clustering of each gallery image set by forcing the clusters to have resemblance to the clusters in the query image set. By applying ARC, noisy clusters in the query set can be discarded. Experiments on Honda, MoBo and ETH-80 datasets show that the proposed method outperforms single model approaches and other recent techniques, such as Sparse Approximated Nearest Points, Mutual Subspace Method and Manifold Discriminant Analysis.