This paper introduces a probability model, the mixture of trees that can account for sparse, dynamically changing dependence relationships. We present a family of efficient algorithms that use EM and the Minimum Spanning Tree algorithm to find the ML and MAP mixture of trees for a variety of priors, including the Dirichlet and the MDL priors.

We present a method for the analysis of nonstationary time series withmultiple operating modes. In particular, it is possible to detect and to model both a switching of the dynamics and a less abrupt, time consuming drift from one mode to another. This is achieved in two steps. First, an unsupervised training method provides predictionexperts for the inherent dynamical modes. Then, the trained experts are used in a hidden Markov model that allows to model drifts. An application to physiological wake/sleep data demonstrates that analysis and modeling of real-world time series can be improved when the drift paradigm is taken into account.

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The S-Map is a network with a simple learning algorithm that combines theself-organization capability of the Self-Organizing Map (SOM) and the probabilistic interpretability of the Generative Topographic Mapping(GTM). The simulations suggest that the S Map algorithm has a stronger tendency to self-organize from random initialconfiguration than the GTM. The S-Map algorithm can be further simplified to employ pure Hebbian learning, without changingthe qualitative behaviour of the network. 1 Introduction The self-organizing map (SOM; for a review, see [1]) forms a topographic mapping from the data space onto a (usually two-dimensional) output space. The SOM has been succesfully used in a large number of applications [2]; nevertheless, there are some open theoretical questions, as discussed in [1, 3]. Most of these questions arise because of the following two facts: the SOM is not a generative model, i.e. it does not generate a density in the data space, and it does not have a well-defined objective function that the training process would strictly minimize.

We implement a model of obstacle avoidance in flying insects on a small, monocular robot. The result is a system that is capable of rapid navigation through a dense obstacle field. The key to the system is the use of zigzag behavior to articulate the body during movement. It is shown that this behavior compensates for a parallax blind spot surrounding the focus of expansion normally foundin systems without parallax behavior.

"Boosting" is a general method for improving the performance of any learning algorithm that consistently generates classifiers which need to perform only slightly better than random guessing. A recently proposed and very promising boosting algorithm is AdaBoost [5]. It has been applied withgreat success to several benchmark machine learning problems using rather simple learning algorithms [4], and decision trees [1, 2, 6]. In this paper we use AdaBoost to improve the performances of neural networks. We compare training methods based on sampling the training set and weighting the cost function. Our system achieves about 1.4% error on a data base of online handwritten digits from more than 200 writers. Adaptive boosting of a multi-layer network achieved 1.5% error on the UCI Letters and 8.1 % error on the UCI satellite data set.

A new policy iteration algorithm for partially observable Markov decision processes is presented that is simpler and more efficient than an earlier policy iteration algorithm of Sondik (1971,1978). The key simplification is representation of a policy as a finite-state controller. This representation makes policy evaluation straightforward. The paper's contributionis to show that the dynamic-programming update used in the policy improvement step can be interpreted as the transformation ofa finite-state controller into an improved finite-state controller. The new algorithm consistently outperforms value iteration as an approach to solving infinite-horizon problems.

Some learning techniques for classification tasks work indirectly, by first trying to fit a full probabilistic model to the observed data. Whether this is a good idea or not depends on the robustness with respect to deviations from the postulated model. We study this question experimentally in a restricted, yet nontrivial and interesting case: we consider a conditionally independent attribute (CIA) model which postulates a single binary-valued hidden variable z on which all other attributes (i.e., the target and the observables) depend. In this model, finding the most likely value of anyone variable (given known values for the others) reduces to testing a linear function of the observed values. We learn CIA with two techniques: the standard EM algorithm, and a new algorithm we develop based on covariances. We compare these, in a controlled fashion, against an algorithm (a version of Winnow) that attempts to find a good linear classifier directly. Our conclusions help delimit the fragility of using the CIA model for classification: once the data departs from this model, performance quickly degrades and drops below that of the directly-learned linear classifier.

This paper enhances the Q-Iearning algorithm for optimal asset allocation proposedin (Neuneier, 1996 [6]). The new formulation simplifies the approach by using only one value-function for many assets and allows model-freepolicy-iteration. After testing the new algorithm on real data, the possibility of risk management within the framework of Markov decision problems is analyzed. The proposed methods allows the construction of a multi-period portfolio management system which takes into account transaction costs, the risk preferences of the investor, and several constraints on the allocation. 1 Introduction