The evolution of the human society raises more and more difficult endeavors. For some of the real-life problems, the computing time-restriction enhances their complexity. The Matrix Bandwidth Minimization Problem (MBMP) seeks for a simultaneous permutation of the rows and the columns of a square matrix in order to keep its nonzero entries close to the main diagonal. The MBMP is a highly investigated P-complete problem, as it has broad applications in industry, logistics, artificial intelligence or information recovery. This paper describes a new attempt to use the Ant Colony Optimization framework in tackling MBMP. The introduced model is based on the hybridization of the Ant Colony System technique with new local search mechanisms. Computational experiments confirm a good performance of the proposed algorithm for the considered set of MBMP instances.

Several variants of the Constraint Satisfaction Problem have been proposed and investigated in the literature for modelling those scenarios where solutions are associated with some given costs. Within these frameworks computing an optimal solution is an NP-hard problem in general; yet, when restricted over classes of instances whose constraint interactions can be modelled via (nearly-)acyclic graphs, this problem is known to be solvable in polynomial time. In this paper, larger classes of tractable instances are singled out, by discussing solution approaches based on exploiting hypergraph acyclicity and, more generally, structural decomposition methods, such as (hyper)tree decompositions.

In the paper, we consider the problem of link prediction in time-evolving graphs. We assume that certain graph features, such as the node degree, follow a vector autoregressive (VAR) model and we propose to use this information to improve the accuracy of prediction. Our strategy involves a joint optimization procedure over the space of adjacency matrices and VAR matrices which takes into account both sparsity and low rank properties of the matrices. Oracle inequalities are derived and illustrate the trade-offs in the choice of smoothing parameters when modeling the joint effect of sparsity and low rank property. The estimate is computed efficiently using proximal methods through a generalized forward-backward agorithm.

Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better empirical performance compared to the state of the art methods. In this paper, we provide a novel regret analysis for Thompson Sampling that simultaneously proves both the optimal problem-dependent bound of $(1+\epsilon)\sum_i \frac{\ln T}{\Delta_i}+O(\frac{N}{\epsilon^2})$ and the first near-optimal problem-independent bound of $O(\sqrt{NT\ln T})$ on the expected regret of this algorithm. Our near-optimal problem-independent bound solves a COLT 2012 open problem of Chapelle and Li. The optimal problem-dependent regret bound for this problem was first proven recently by Kaufmann et al. [ALT 2012]. Our novel martingale-based analysis techniques are conceptually simple, easily extend to distributions other than the Beta distribution, and also extend to the more general contextual bandits setting [Manuscript, Agrawal and Goyal, 2012].

As bigger and more complex datasets are available, multiclass learning is becoming increasingly important in machine learning. While theory and algorithms for solving binary classification problems are well established, the problem of multicategory classification is much less understood. Practical multiclass algorithms often reduce the problem to a collection of binary classification problems. Binary classification algorithms are often based on a relaxation approach: classification is posed as a non-convex minimization problem and hence relaxed to a convex one, defined by suitable convex loss functions. In this context, results in statistical learning theory quantify the error incurred by relaxation and in particular derive comparison inequalities explicitly relating the excess misclassification risk with the excess expected loss, see for example [2, 27, 14, 29] and [18] Chapter 3 for an exhaustive presentation as well as generalizations.

In applications ranging from communications to genetics, signals can be modeled as lying in a union of subspaces. Under this model, signal coefficients that lie in certain subspaces are active or inactive together. The potential subspaces are known in advance, but the particular set of subspaces that are active (i.e., in the signal support) must be learned from measurements. We show that exploiting knowledge of subspaces can further reduce the number of measurements required for exact signal recovery, and derive universal bounds for the number of measurements needed. The bound is universal in the sense that it only depends on the number of subspaces under consideration, and their orientation relative to each other. The particulars of the subspaces (e.g., compositions, dimensions, extents, overlaps, etc.) does not affect the results we obtain. In the process, we derive sample complexity bounds for the special case of the group lasso with overlapping groups (the latent group lasso), which is used in a variety of applications. Finally, we also show that wavelet transform coefficients of images can be modeled as lying in groups, and hence can be efficiently recovered using group lasso methods.

Since its inception, the modus operandi of multi-task learning (MTL) has been to minimize the task-wise mean of the empirical risks. We introduce a generalized loss-compositional paradigm for MTL that includes a spectrum of formulations as a subfamily. One endpoint of this spectrum is minimax MTL: a new MTL formulation that minimizes the maximum of the tasks' empirical risks. Via a certain relaxation of minimax MTL, we obtain a continuum of MTL formulations spanning minimax MTL and classical MTL. The full paradigm itself is loss-compositional, operating on the vector of empirical risks. It incorporates minimax MTL, its relaxations, and many new MTL formulations as special cases. We show theoretically that minimax MTL tends to avoid worst case outcomes on newly drawn test tasks in the learning to learn (LTL) test setting. The results of several MTL formulations on synthetic and real problems in the MTL and LTL test settings are encouraging.

We prove in this paper that the weighted volume of the set of integral transportation matrices between two integral histograms r and c of equal sum is a positive definite kernel of r and c when the set of considered weights forms a positive definite matrix. The computation of this quantity, despite being the subject of a significant research effort in algebraic statistics, remains an intractable challenge for histograms of even modest dimensions. We propose an alternative kernel which, rather than considering all matrices of the transportation polytope, only focuses on a sub-sample of its vertices known as its Northwestern corner solutions. The resulting kernel is positive definite and can be computed with a number of operations O(R^2d) that grows linearly in the complexity of the dimension d, where R^2, the total amount of sampled vertices, is a parameter that controls the complexity of the kernel.

We consider the restless Markov bandit problem, in which the state of each arm evolves according to a Markov process independently of the learner's actions. We suggest an algorithm that after $T$ steps achieves $\tilde{O}(\sqrt{T})$ regret with respect to the best policy that knows the distributions of all arms. No assumptions on the Markov chains are made except that they are irreducible. In addition, we show that index-based policies are necessarily suboptimal for the considered problem.

Cultural algorithm is a kind of evolutionary algorithm inspired from societal evolution and is composed of a belief space, a population space and a protocol that enables exchange of knowledge between these sources. Knowledge created in the population space is accepted into the belief space while this collective knowledge from these sources is combined to influence the decisions of the individual agents in solving problems. Classification rules comes under descriptive knowledge discovery in data mining and are the most sought out by users since they represent highly comprehensible form of knowledge. The rules have certain properties which make them useful forms of actionable knowledge to users. The rules are evaluated using these properties namely the rule metrics. In the current study a Cultural Algorithm Toolkit for Classification Rule Mining (CAT-CRM) is proposed which allows the user to control three different set of parameters namely the evolutionary parameters, the rule parameters as well as agent parameters and hence can be used for experimenting with an evolutionary system, a rule mining system or an agent based social system. Results of experiments conducted to observe the effect of different number and type of metrics on the performance of the algorithm on bench mark data sets is reported.