For some two-player games (e.g. Go), no accurate and inexpensive heuristic is known for evaluating leaves of a search tree. For other games (e.g. chess), a heuristic is known (sum of piece values). For other games (e.g. Hex), only a local heuristic — one that compares children reliably, but non-siblings poorly — is known (cell voltage drop in the Shannon/Anshelevich electric circuit model). In this paper we introduce a search algorithm for a two-player perfect information game with a reasonable local heuristic. Sibling Conspiracy Number Search (SCNS) is an anytime best-first version of Conspiracy Number Search based not on evaluation of leaf states of the search tree, but — for each node — on relative evaluation scores of all children of that node. SCNS refines CNS search value intervals, converging to Proof Number Search. SCNS is a good framework for a game player. We tested SCNS in the domain of Hex, with promising results. We implemented an 11-by-11 SCNS Hex bot, DeepHex. We competed DeepHex against current Hex bot champion MoHex, a Monte-Carlo Tree Search player, and previous Hex bot champion Wolve, an Alpha-Beta Search player. DeepHex widely outperforms Wolve at all time levels, and narrowly outperforms MoHex once time reaches 4min/move.

Most work in heuristic search focused on path finding problems in which the cost of a path in the state space is the sum of its edges' weights. This paper addresses a different class of path finding problems in which the cost of a path is the product of its weights. We present reductions from different classes of multiplicative path finding problems to suitable classes of additive path finding problems. As a case study, we consider the problem of finding least and most probable paths in a Markov Chain, where path cost corresponds to the probability of traversing it. The importance of this problem is demonstrated in an anomaly detection application for cyberspace security. Three novel anomaly detection metrics for Markov Chains are presented, where computing these metrics require finding least and most probable paths. The underlying Markov Chain is dynamically changing, and so fast methods for computing least and most probable paths are needed. We propose such methods based on the proposed reductions and using heuristic search algorithms.

The paper considers solving the multiple sequence alignment, a combinatorial challenge in computational biology, where several DNA RNA, or protein sequences are to be arranged for high similarity. The proposal applies randomized Monte-Carlo tree search with nested rollouts and is able to improve the solution quality over time. Instead of learning the position of the letters, the approach learns a policy for the position of the gaps. The Monte-Carlo beam search algorithm we have implemented has a low memory overhead and can be invoked with constructed or known initial solutions. Experiments in the BAliBASE benchmark show promising results in improving state-of-the-art alignments.

We develop a learning principle and an efficient algorithm for batch learning from logged bandit feedback. This learning setting is ubiquitous in online systems (e.g., ad placement, web search, recommendation), where an algorithm makes a prediction (e.g., ad ranking) for a given input (e.g., query) and observes bandit feedback (e.g., user clicks on presented ads). We first address the counterfactual nature of the learning problem through propensity scoring. Next, we prove generalization error bounds that account for the variance of the propensity-weighted empirical risk estimator. These constructive bounds give rise to the Counterfactual Risk Minimization (CRM) principle. We show how CRM can be used to derive a new learning method -- called Policy Optimizer for Exponential Models (POEM) -- for learning stochastic linear rules for structured output prediction. We present a decomposition of the POEM objective that enables efficient stochastic gradient optimization. POEM is evaluated on several multi-label classification problems showing substantially improved robustness and generalization performance compared to the state-of-the-art.

In this paper, we address the problem of reconstructing coverage maps from path-loss measurements in cellular networks. We propose and evaluate two kernel-based adaptive online algorithms as an alternative to typical offline methods. The proposed algorithms are application-tailored extensions of powerful iterative methods such as the adaptive projected subgradient method and a state-of-the-art adaptive multikernel method. Assuming that the moving trajectories of users are available, it is shown how side information can be incorporated in the algorithms to improve their convergence performance and the quality of the estimation. The complexity is significantly reduced by imposing sparsity-awareness in the sense that the algorithms exploit the compressibility of the measurement data to reduce the amount of data which is saved and processed. Finally, we present extensive simulations based on realistic data to show that our algorithms provide fast, robust estimates of coverage maps in real-world scenarios. Envisioned applications include path-loss prediction along trajectories of mobile users as a building block for anticipatory buffering or traffic offloading.

We consider the problem of discriminative factor analysis for data that are in general non-Gaussian. A Bayesian model based on the ranks of the data is proposed. We first introduce a new {\em max-margin} version of the rank-likelihood. A discriminative factor model is then developed, integrating the max-margin rank-likelihood and (linear) Bayesian support vector machines, which are also built on the max-margin principle. The discriminative factor model is further extended to the {\em nonlinear} case through mixtures of local linear classifiers, via Dirichlet processes. Fully local conjugacy of the model yields efficient inference with both Markov Chain Monte Carlo and variational Bayes approaches. Extensive experiments on benchmark and real data demonstrate superior performance of the proposed model and its potential for applications in computational biology.

By expressing prior distributions as general stochastic processes, nonparametric Bayesian methods provide a flexible way to incorporate prior knowledge and constrain the latent structure in statistical inference. The Indian buffet process (IBP) is such an example that can be used to define a prior distribution on infinite binary features, where the exchangeability among subjects is assumed. The phylogenetic Indian buffet process (pIBP), a derivative of IBP, enables the modeling of non-exchangeability among subjects through a stochastic process on a rooted tree, which is similar to that used in phylogenetics, to describe relationships among the subjects. In this paper, we study the theoretical properties of IBP and pIBP under a binary factor model. We establish the posterior contraction rates for both IBP and pIBP and substantiate the theoretical results through simulation studies. This is the first work addressing the frequentist property of the posterior behaviors of IBP and pIBP. We also demonstrated its practical usefulness by applying pIBP prior to a real data example arising in the field of cancer genomics where the exchangeability among subjects is violated.

Sparsity-based representations have recently led to notable results in various visual recognition tasks. In a separate line of research, Riemannian manifolds have been shown useful for dealing with features and models that do not lie in Euclidean spaces. With the aim of building a bridge between the two realms, we address the problem of sparse coding and dictionary learning over the space of linear subspaces, which form Riemannian structures known as Grassmann manifolds. To this end, we propose to embed Grassmann manifolds into the space of symmetric matrices by an isometric mapping. This in turn enables us to extend two sparse coding schemes to Grassmann manifolds. Furthermore, we propose closed-form solutions for learning a Grassmann dictionary, atom by atom. Lastly, to handle non-linearity in data, we extend the proposed Grassmann sparse coding and dictionary learning algorithms through embedding into Hilbert spaces. Experiments on several classification tasks (gender recognition, gesture classification, scene analysis, face recognition, action recognition and dynamic texture classification) show that the proposed approaches achieve considerable improvements in discrimination accuracy, in comparison to state-of-the-art methods such as kernelized Affine Hull Method and graph-embedding Grassmann discriminant analysis.

Count data, for example the number of observed cases of a disease in a city, often arise in the fields of healthcare analytics and epidemiology. In this paper, we consider performing regression on multivariate data in which our outcome is a count. Specifically, we derive log-likelihood functions for finite mixtures of regression models involving counts that come from a Poisson distribution, as well as a negative binomial distribution when the counts are significantly overdispersed. Within our proposed modeling framework, we carry out optimal component selection using the information criteria scores AIC, BIC, CAIC, and ICOMP. We demonstrate applications of our approach on simulated data, as well as on a real data set of HIV cases in Tennessee counties from the year 2010. Finally, using a genetic algorithm within our framework, we perform variable subset selection to determine the covariates that are most responsible for categorizing Tennessee counties. This leads to some interesting insights into the traits of counties that have high HIV counts.

Common statistical practice has shown that the full power of Bayesian methods is not realized until hierarchical priors are used, as these allow for greater "robustness" and the ability to "share statistical strength." Yet it is an ongoing challenge to provide a learning-theoretically sound formalism of such notions that: offers practical guidance concerning when and how best to utilize hierarchical models; provides insights into what makes for a good hierarchical prior; and, when the form of the prior has been chosen, can guide the choice of hyperparameter settings. We present a set of analytical tools for understanding hierarchical priors in both the online and batch learning settings. We provide regret bounds under log-loss, which show how certain hierarchical models compare, in retrospect, to the best single model in the model class. We also show how to convert a Bayesian log-loss regret bound into a Bayesian risk bound for any bounded loss, a result which may be of independent interest. Risk and regret bounds for Student's $t$ and hierarchical Gaussian priors allow us to formalize the concepts of "robustness" and "sharing statistical strength." Priors for feature selection are investigated as well. Our results suggest that the learning-theoretic benefits of using hierarchical priors can often come at little cost on practical problems.