In many large economic markets, goods are sold through sequential auctions. Such domains include eBay, online ad auctions, wireless spectrum auctions, and the Dutch flower auctions. Bidders in these domains face highly complex decision-making problems, as their preferences for outcomes in one auction often depend on the outcomes of other auctions, and bidders have limited information about factors that drive outcomes, such as other bidders' preferences and past actions. In this work, we formulate the bidder's problem as one of price prediction (i.e., learning) and optimization. We define the concept of stable price predictions and show that (approximate) equilibrium in sequential auctions can be characterized as a profile of strategies that (approximately) optimize with respect to such (approximately) stable price predictions. We show how equilibria found with our formulation compare to known theoretical equilibria for simpler auction domains, and we find new approximate equilibria for a more complex auction domain where analytical solutions were heretofore unknown.

The computational modelling of the primary auditory cortex (A1) has been less fruitful than that of the primary visual cortex (V1) due to the less organized properties of A1. Greater disorder has recently been demonstrated for the tonotopy of A1 that has traditionally been considered to be as ordered as the retinotopy of V1. This disorder appears to be incongruous, given the uniformity of the neocortex; however, we hypothesized that both A1 and V1 would adopt an efficient coding strategy and that the disorder in A1 reflects natural sound statistics. To provide a computational model of the tonotopic disorder in A1, we used a model that was originally proposed for the smooth V1 map. In contrast to natural images, natural sounds exhibit distant correlations, which were learned and reflected in the disordered map. The auditory model predicted harmonic relationships among neighbouring A1 cells; furthermore, the same mechanism used to model V1 complex cells reproduced nonlinear responses similar to the pitch selectivity. These results contribute to the understanding of the sensory cortices of different modalities in a novel and integrated manner.

Statistical decision theory axiomatically assumes that the relative desirability of different options that humans perceive is well described by assigning them option-specific scalar utility functions. However, this assumption is refuted by observed human behavior, including studies wherein preferences have been shown to change systematically simply through variation in the set of choice options presented. In this paper, we show that interpreting desirability as a relative comparison between available options at any particular decision instance results in a rational theory of value-inference that explains heretofore intractable violations of rational choice behavior in human subjects. Complementarily, we also characterize the conditions under which a rational agent selecting optimal options indicated by dynamic value inference in our framework will behave identically to one whose preferences are encoded using a static ordinal utility function.

The primary application of collaborate filtering (CF) is to recommend a small set of items to a user, which entails ranking. Most approaches, however, formulate the CF problem as rating prediction, overlooking the ranking perspective. In this work we present a method for collaborative ranking that leverages the strengths of the two main CF approaches, neighborhood- and model-based. Our novel method is highly efficient, with only seventeen parameters to optimize and a single hyperparameter to tune, and beats the state-of-the-art collaborative ranking methods. We also show that parameters learned on one dataset yield excellent results on a very different dataset, without any retraining.

Modelling natural images with sparse coding (SC) has faced two main challenges: flexibly representing varying pixel intensities and realistically representing lowlevel imagecomponents. This paper proposes a novel multiple-cause generative model of low-level image statistics that generalizes the standard SC model in two crucial points: (1) it uses a spike-and-slab prior distribution for a more realistic representation of component absence/intensity, and (2) the model uses the highly nonlinear combination rule of maximal causes analysis (MCA) instead of a linear combination.The major challenge is parameter optimization because a model with either (1) or (2) results in strongly multimodal posteriors. We show for the first time that a model combining both improvements can be trained efficiently while retaining the rich structure of the posteriors. We design an exact piecewise Gibbssampling method and combine this with a variational method based on preselection of latent dimensions. This combined training scheme tackles both analytical and computational intractability and enables application of the model to a large number of observed and hidden dimensions. Applying the model to image patches we study the optimal encoding of images by simple cells in V1 and compare the model's predictions with in vivo neural recordings.

This paper introduces a novel classification method for functional magnetic resonance imaging datasets with tens of classes. The method is designed to make predictions using information from as many brain locations as possible, instead of resorting to feature selection, and does this by decomposing the pattern of brain activation into differently informative sub-regions. We provide results over a complex semantic processing dataset that show that the method is competitive with state-of-the-art feature selection and also suggest how the method may be used to perform group or exploratory analyses of complex class structure.

Given their pervasive use, social media, such as Twitter, have become a leading source of breaking news. A key task in the automated identification of such news is the detection of novel documents from a voluminous stream of text documents in a scalable manner. Motivated by this challenge, we introduce the problem of online L1-dictionary learning where unlike traditional dictionary learning, which uses squared loss, the L1-penalty is used for measuring the reconstruction error. We present an efficient online algorithm for this problem based on alternating directions method of multipliers, and establish a sublinear regret bound for this algorithm. Empirical results on news-stream and Twitter data, shows that this online L1-dictionary learning algorithm for novel document detection gives more than an order of magnitude speedup over the previously known batch algorithm, without any significant loss in quality of results. Our algorithm for online L1-dictionary learning could be of independent interest.

In the conventional approaches for supervised parametric learning, relations between data and target variables are provided through training sets consisting of pairs of corresponded data and target variables. In this work, we describe a new learning scheme for parametric learning, in which the target variables $\y$ can be modeled with a prior model $p(\y)$ and the relations between data and target variables are estimated through $p(\y)$ and a set of uncorresponded data $\x$ in training. We term this method as learning with target priors (LTP). Specifically, LTP learning seeks parameter $\t$ that maximizes the log likelihood of $f_\t(\x)$ on a uncorresponded training set with regards to $p(\y)$. Compared to the conventional (semi)supervised learning approach, LTP can make efficient use of prior knowledge of the target variables in the form of probabilistic distributions, and thus removes/reduces the reliance on training data in learning. Compared to the Bayesian approach, the learned parametric regressor in LTP can be more efficiently implemented and deployed in tasks where running efficiency is critical, such as on-line BCI signal decoding. We demonstrate the effectiveness of the proposed approach on parametric regression tasks for BCI signal decoding and pose estimation from video.

Hashing is a common method to reduce large, potentially infinite feature vectors to a fixed-size table. In reinforcement learning, hashing is often used in conjunction withtile coding to represent states in continuous spaces. Hashing is also a promising approach to value function approximation in large discrete domains such as Go and Hearts, where feature vectors can be constructed by exhaustively combining a set of atomic features. Unfortunately, the typical use of hashing in value function approximation results in biased value estimates due to the possibility ofcollisions. Recent work in data stream summaries has led to the development of the tug-of-war sketch, an unbiased estimator for approximating inner products. Our work investigates the application of this new data structure to linear value function approximation. Although in the reinforcement learning setting the use of the tug-of-war sketch leads to biased value estimates, we show that this bias can be orders of magnitude less than that of standard hashing. We provide empirical results on two RL benchmark domains and fifty-five Atari 2600 games to highlight the superior learning performance obtained when using tug-of-war hashing.

We show a principled way of deriving online learning algorithms from a minimax analysis. Various upper bounds on the minimax value, previously thought to be non-constructive, are shown to yield algorithms. This allows us to seamlessly recover known methods and to derive new ones, also capturing such ''unorthodox'' methods as Follow the Perturbed Leader and the R^2 forecaster. Understanding the inherent complexity of the learning problem thus leads to the development of algorithms. To illustrate our approach, we present several new algorithms, including a family of randomized methods that use the idea of a ''random play out''. New versions of the Follow-the-Perturbed-Leader algorithms are presented, as well as methods based on the Littlestone's dimension, efficient methods for matrix completion with trace norm, and algorithms for the problems of transductive learning and prediction with static experts.