We propose new definitions of (causal) explanation, using structural equations to model counterfactuals. The definition is based on the notion of actual cause, as defined and motivated in a companion paper. Essentially, an explanation is a fact that is not known for certain but, if found to be true, would constitute an actual cause of the fact to be explained, regardless of the agent's initial uncertainty. We show that the definition handles well a number of problematic examples from the literature.

We propose a new definition of actual cause, using structural equations to model counterfactuals. We show that the definition yields a plausible and elegant account of causation that handles well examples which have caused problems for other definitions and resolves major difficulties in the traditional account.

Reinforcement learning is commonly used with function approximation. However, very few positive results are known about the convergence of function approximation based RL control algorithms. In this paper we show that TD(0) and Sarsa(0) with linear function approximation is convergent for a simple class of problems, where the system is linear and the costs are quadratic (the LQ control problem). Furthermore, we show that for systems with Gaussian noise and non-completely observable states (the LQG problem), the mentioned RL algorithms are still convergent, if they are combined with Kalman filtering.

This paper is about automatic acquisition of lexical information from corpora, especially subcategorization acquisition.

Directed acyclic graphs (DAGs) are commonly used to represent causal relationships among random variables in graphical models. Applications of these models arise in the study of physical, as well as biological systems, where directed edges between nodes represent the influence of components of the system on each other. The general problem of estimating DAGs from observed data is computationally NP-hard, Moreover two directed graphs may be observationally equivalent. When the nodes exhibit a natural ordering, the problem of estimating directed graphs reduces to the problem of estimating the structure of the network. In this paper, we propose a penalized likelihood approach that directly estimates the adjacency matrix of DAGs. Both lasso and adaptive lasso penalties are considered and an efficient algorithm is proposed for estimation of high dimensional DAGs. We study variable selection consistency of the two penalties when the number of variables grows to infinity with the sample size. We show that although lasso can only consistently estimate the true network under stringent assumptions, adaptive lasso achieves this task under mild regularity conditions. The performance of the proposed methods is compared to alternative methods in simulated, as well as real, data examples.

Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes perspective, the problem reduces to specifying an appropriate covariance function that, whilst being positive semi-definite, captures the dependencies between all the data points and across all the outputs. One approach to account for non-trivial correlations between outputs employs convolution processes. Under a latent function interpretation of the convolution transform we establish dependencies between output variables. The main drawbacks of this approach are the associated computational and storage demands. In this paper we address these issues. We present different sparse approximations for dependent output Gaussian processes constructed through the convolution formalism. We exploit the conditional independencies present naturally in the model. This leads to a form of the covariance similar in spirit to the so called PITC and FITC approximations for a single output. We show experimental results with synthetic and real data, in particular, we show results in pollution prediction, school exams score prediction and gene expression data.

In a recent work (arXiv:0910.2517), for nonlinear models with sparse underlying linear structures, we studied the error bounds of $\ell_0$-regularized estimation. In this note, we show that $\ell_1$-regularized estimation in some important cases can achieve the same order of error bounds as those in the aforementioned work.

In query learning, the goal is to identify an unknown object while minimizing the number of "yes or no" questions (queries) posed about that object. We consider three extensions of this fundamental problem that are motivated by practical considerations in real-world, time-critical identification tasks such as emergency response. First, we consider the problem where the objects are partitioned into groups, and the goal is to identify only the group to which the object belongs. Second, we address the situation where the queries are partitioned into groups, and an algorithm may suggest a group of queries to a human user, who then selects the actual query. Third, we consider the problem of query learning in the presence of persistent query noise, and relate it to group identification. To address these problems we show that a standard algorithm for query learning, known as the splitting algorithm or generalized binary search, may be viewed as a generalization of Shannon-Fano coding. We then extend this result to the group-based settings, leading to new algorithms. The performance of our algorithms is demonstrated on simulated data and on a database used by first responders for toxic chemical identification.

Slow feature analysis (SFA) is a method for extracting slowly varying driving forces from quickly varying nonstationary time series. We show here that it is possible for SFA to detect a component which is even slower than the driving force itself (e.g. the envelope of a modulated sine wave). It is shown that it depends on circumstances like the embedding dimension, the time series predictability, or the base frequency, whether the driving force itself or a slower subcomponent is detected. We observe a phase transition from one regime to the other and it is the purpose of this work to quantify the influence of various parameters on this phase transition. We conclude that what is percieved as slow by SFA varies and that a more or less fast switching from one regime to the other occurs, perhaps showing some similarity to human perception.

This paper focuses on obtaining clustering information about a distribution from its i.i.d. samples. We develop theoretical results to understand and use clustering information contained in the eigenvectors of data adjacency matrices based on a radial kernel function with a sufficiently fast tail decay. In particular, we provide population analyses to gain insights into which eigenvectors should be used and when the clustering information for the distribution can be recovered from the sample. We learn that a fixed number of top eigenvectors might at the same time contain redundant clustering information and miss relevant clustering information. We use this insight to design the data spectroscopic clustering (DaSpec) algorithm that utilizes properly selected eigenvectors to determine the number of clusters automatically and to group the data accordingly. Our findings extend the intuitions underlying existing spectral techniques such as spectral clustering and Kernel Principal Components Analysis, and provide new understanding into their usability and modes of failure. Simulation studies and experiments on real-world data are conducted to show the potential of our algorithm. In particular, DaSpec is found to handle unbalanced groups and recover clusters of different shapes better than the competing methods.