For classification problems, it is well known that bias and variance components of the estimation prediction error combine to influence classification in a very different way, and have different importance depending on the sample size. For small and for high-dimensional datasets, variance of the prediction caused by variations in the training samples makes largest contribution into the expected prediction error. For large datasets, bias becomes more important component of the error [1]. Thus, the decomposition of expected error into bias and variance parts is an important tool to understand differences between the algorithms, to find areas of the optimal application. To the best of author's knowledge, such decomposition was not proposed for survival analysis problem. Here we describe an approach to define this decomposition for this class of problem. On two real life datasets we study how bias and variance of we show how regularization and size of the training sample affect bias, variance and overall errors of the methods. 1 2 Bias - Variance Decomposition

Today, available methods that assess AI systems are focused on using empirical techniques to measure the performance of algorithms in some specific tasks (e.g., playing chess, solving mazes or land a helicopter). However, these methods are not appropriate if we want to evaluate the general intelligence of AI and, even less, if we compare it with human intelligence. The ANYNT project has designed a new method of evaluation that tries to assess AI systems using well known computational notions and problems which are as general as possible. This new method serves to assess general intelligence (which allows us to learn how to solve any new kind of problem we face) and not only to evaluate performance on a set of specific tasks. This method not only focuses on measuring the intelligence of algorithms, but also to assess any intelligent system (human beings, animals, AI, aliens?,...), and letting us to place their results on the same scale and, therefore, to be able to compare them. This new approach will allow us (in the future) to evaluate and compare any kind of intelligent system known or even to build/find, be it artificial or biological. This master thesis aims at ensuring that this new method provides consistent results when evaluating AI algorithms, this is done through the design and implementation of prototypes of universal intelligence tests and their application to different intelligent systems (AI algorithms and humans beings). From the study we analyze whether the results obtained by two different intelligent systems are properly located on the same scale and we propose changes and refinements to these prototypes in order to, in the future, being able to achieve a truly universal intelligence test.

The problem of multi-agent learning and adaptation has attracted a great deal of attention in recent years. It has been suggested that the dynamics of multi agent learning can be studied using replicator equations from population biology. Most existing studies so far have been limited to discrete strategy spaces with a small number of available actions. In many cases, however, the choices available to agents are better characterized by continuous spectra. This paper suggests a generalization of the replicator framework that allows to study the adaptive dynamics of Q-learning agents with continuous strategy spaces. Instead of probability vectors, agents strategies are now characterized by probability measures over continuous variables. As a result, the ordinary differential equations for the discrete case are replaced by a system of coupled integral--differential replicator equations that describe the mutual evolution of individual agent strategies. We derive a set of functional equations describing the steady state of the replicator dynamics, examine their solutions for several two-player games, and confirm our analytical results using simulations.

Choice models, which capture popular preferences over objects of interest, play a key role in making decisions whose eventual outcome is impacted by human choice behavior. In most scenarios, the choice model, which can effectively be viewed as a distribution over permutations, must be learned from observed data. The observed data, in turn, may frequently be viewed as (partial, noisy) information about marginals of this distribution over permutations. As such, the search for an appropriate choice model boils down to learning a distribution over permutations that is (near-)consistent with observed information about this distribution. In this work, we pursue a non-parametric approach which seeks to learn a choice model (i.e. a distribution over permutations) with {\em sparsest} possible support, and consistent with observed data. We assume that the data observed consists of noisy information pertaining to the marginals of the choice model we seek to learn. We establish that {\em any} choice model admits a `very' sparse approximation in the sense that there exists a choice model whose support is small relative to the dimension of the observed data and whose marginals approximately agree with the observed marginal information. We further show that under, what we dub, `signature' conditions, such a sparse approximation can be found in a computationally efficiently fashion relative to a brute force approach. An empirical study using the American Psychological Association election data-set suggests that our approach manages to unearth useful structural properties of the underlying choice model using the sparse approximation found. Our results further suggest that the signature condition is a potential alternative to the recently popularized Restricted Null Space condition for efficient recovery of sparse models.

This paper presents GRASTA (Grassmannian Robust Adaptive Subspace Tracking Algorithm), an efficient and robust online algorithm for tracking subspaces from highly incomplete information. The algorithm uses a robust $l^1$-norm cost function in order to estimate and track non-stationary subspaces when the streaming data vectors are corrupted with outliers. We apply GRASTA to the problems of robust matrix completion and real-time separation of background from foreground in video. In this second application, we show that GRASTA performs high-quality separation of moving objects from background at exceptional speeds: In one popular benchmark video example, GRASTA achieves a rate of 57 frames per second, even when run in MATLAB on a personal laptop.

In this paper, we consider the problem of preserving privacy in the online learning setting. We study the problem in the online convex programming (OCP) framework---a popular online learning setting with several interesting theoretical and practical implications---while using differential privacy as the formal privacy measure. For this problem, we distill two critical attributes that a private OCP algorithm should have in order to provide reasonable privacy as well as utility guarantees: 1) linearly decreasing sensitivity, i.e., as new data points arrive their effect on the learning model decreases, 2) sub-linear regret bound---regret bound is a popular goodness/utility measure of an online learning algorithm. Given an OCP algorithm that satisfies these two conditions, we provide a general framework to convert the given algorithm into a privacy preserving OCP algorithm with good (sub-linear) regret. We then illustrate our approach by converting two popular online learning algorithms into their differentially private variants while guaranteeing sub-linear regret ($O(\sqrt{T})$). Next, we consider the special case of online linear regression problems, a practically important class of online learning problems, for which we generalize an approach by Dwork et al. to provide a differentially private algorithm with just $O(\log^{1.5} T)$ regret. Finally, we show that our online learning framework can be used to provide differentially private algorithms for offline learning as well. For the offline learning problem, our approach obtains better error bounds as well as can handle larger class of problems than the existing state-of-the-art methods Chaudhuri et al.

We consider a class of learning problems regularized by a structured sparsity-inducing norm defined as the sum of l_2- or l_infinity-norms over groups of variables. Whereas much effort has been put in developing fast optimization techniques when the groups are disjoint or embedded in a hierarchy, we address here the case of general overlapping groups. To this end, we present two different strategies: On the one hand, we show that the proximal operator associated with a sum of l_infinity-norms can be computed exactly in polynomial time by solving a quadratic min-cost flow problem, allowing the use of accelerated proximal gradient methods. On the other hand, we use proximal splitting techniques, and address an equivalent formulation with non-overlapping groups, but in higher dimension and with additional constraints. We propose efficient and scalable algorithms exploiting these two strategies, which are significantly faster than alternative approaches. We illustrate these methods with several problems such as CUR matrix factorization, multi-task learning of tree-structured dictionaries, background subtraction in video sequences, image denoising with wavelets, and topographic dictionary learning of natural image patches.

In many real-world networks, nodes have class labels, attributes, or variables that affect the network's topology. If the topology of the network is known but the labels of the nodes are hidden, we would like to select a small subset of nodes such that, if we knew their labels, we could accurately predict the labels of all the other nodes. We develop an active learning algorithm for this problem which uses information-theoretic techniques to choose which nodes to explore. We test our algorithm on networks from three different domains: a social network, a network of English words that appear adjacently in a novel, and a marine food web. Our algorithm makes no initial assumptions about how the groups connect, and performs well even when faced with quite general types of network structure. In particular, we do not assume that nodes of the same class are more likely to be connected to each other---only that they connect to the rest of the network in similar ways.

We consider the sparse inverse covariance regularization problem or graphical lasso with regularization parameter $\rho$. Suppose the co- variance graph formed by thresholding the entries of the sample covariance matrix at $\rho$ is decomposed into connected components. We show that the vertex-partition induced by the thresholded covariance graph is exactly equal to that induced by the estimated concentration graph. This simple rule, when used as a wrapper around existing algorithms, leads to enormous performance gains. For large values of $\rho$, our proposal splits a large graphical lasso problem into smaller tractable problems, making it possible to solve an otherwise infeasible large scale graphical lasso problem.

The use of community detection algorithms is explored within the framework of cover song identification, i.e. the automatic detection of different audio renditions of the same underlying musical piece. Until now, this task has been posed as a typical query-by-example task, where one submits a query song and the system retrieves a list of possible matches ranked by their similarity to the query. In this work, we propose a new approach which uses song communities to provide more relevant answers to a given query. Starting from the output of a state-of-the-art system, songs are embedded in a complex weighted network whose links represent similarity (related musical content). Communities inside the network are then recognized as groups of covers and this information is used to enhance the results of the system. In particular, we show that this approach increases both the coherence and the accuracy of the system. Furthermore, we provide insight into the internal organization of individual cover song communities, showing that there is a tendency for the original song to be central within the community. We postulate that the methods and results presented here could be relevant to other query-by-example tasks.