When dealing with time series with complex non-stationarities, low retrospective regret on individual realizations is a more appropriate goal than low prospective risk in expectation. Online learning algorithms provide powerful guarantees of this form, and have often been proposed for use with non-stationary processes because of their ability to switch between different forecasters or ``experts''. However, existing methods assume that the set of experts whose forecasts are to be combined are all given at the start, which is not plausible when dealing with a genuinely historical or evolutionary system. We show how to modify the ``fixed shares'' algorithm for tracking the best expert to cope with a steadily growing set of experts, obtained by fitting new models to new data as it becomes available, and obtain regret bounds for the growing ensemble.

The aim of this chapter is twofold. In the first part (Sections 12.1, 12.2 and 12.3) we will provide a brief overview of the mathematical and statistical foundations of graphical models, along with their fundamental properties, estimation and basic inference procedures. In particular we will develop Markov networks (also known as Markov random fields) and Bayesian networks, which are the subjects of most past and current literature on graphical models. In the second part (Section 12.4) we will review some applications of graphical models in systems biology.

We discuss the problem in which an autonomous vehicle must classify an object based on multiple views. We focus on the active classification setting, where the vehicle controls which views to select to best perform the classification. The problem is formulated as an extension to Bayesian active learning, and we show connections to recent theoretical guarantees in this area. We formally analyze the benefit of acting adaptively as new information becomes available. The analysis leads to a probabilistic algorithm for determining the best views to observe based on information theoretic costs. We validate our approach in two ways, both related to underwater inspection: 3D polyhedra recognition in synthetic depth maps and ship hull inspection with imaging sonar. These tasks encompass both the planning and recognition aspects of the active classification problem. The results demonstrate that actively planning for informative views can reduce the number of necessary views by up to 80% when compared to passive methods.

The purpose of the New York Workshop on Computer, Earth and Space Sciences is to bring together the New York area's finest Astronomers, Statisticians, Computer Scientists, Space and Earth Scientists to explore potential synergies between their respective fields. The 2011 edition (CESS2011) was a great success, and we would like to thank all of the presenters and participants for attending. This year was also special as it included authors from the upcoming book titled "Advances in Machine Learning and Data Mining for Astronomy". Over two days, the latest advanced techniques used to analyze the vast amounts of information now available for the understanding of our universe and our planet were presented. These proceedings attempt to provide a small window into what the current state of research is in this vast interdisciplinary field and we'd like to thank the speakers who spent the time to contribute to this volume.

Automated trading in electronic markets is one of the most common and consequential applications of autonomous software agents. Design of effective trading strategies requires thorough understanding of how market mechanisms operate, and appreciation of strategic issues that commonly manifest in trading scenarios. Drawing on research in auction theory and artificial intelligence, this book presents core principles of strategic reasoning that apply to market situations. The author illustrates trading strategy choices through examples of concrete market environments, such as eBay, as well as abstract market models defined by configurations of auctions and traders. Techniques for addressing these choices constitute essential building blocks for the design of trading strategies for rich market applications.

Nanson's and Baldwin's voting rules select a winner by successively eliminating candidates with low Borda scores. We show that these rules have a number of desirable computational properties. In particular, with unweighted votes, it is NP-hard to manipulate either rule with one manipulator, whilst with weighted votes, it is NP-hard to manipulate either rule with a small number of candidates and a coalition of manipulators. As only a couple of other voting rules are known to be NP-hard to manipulate with a single manipulator, Nanson's and Baldwin's rules appear to be particularly resistant to manipulation from a theoretical perspective. We also propose a number of approximation methods for manipulating these two rules. Experiments demonstrate that both rules are often difficult to manipulate in practice. These results suggest that elimination style voting rules deserve further study.

We present some techniques for planning in domains specified with the recent standard language PDDL2.1, supporting 'durative actions' and numerical quantities. These techniques are implemented in LPG, a domain-independent planner that took part in the 3rd International Planning Competition (IPC). LPG is an incremental, any time system producing multi-criteria quality plans. The core of the system is based on a stochastic local search method and on a graph-based representation called 'Temporal Action Graphs' (TA-graphs). This paper focuses on temporal planning, introducing TA-graphs and proposing some techniques to guide the search in LPG using this representation. The experimental results of the 3rd IPC, as well as further results presented in this paper, show that our techniques can be very effective. Often LPG outperforms all other fully-automated planners of the 3rd IPC in terms of speed to derive a solution, or quality of the solutions that can be produced.

In particular, modeling context dependent eects, concurrent execution of actions with dierent duration, and continuous resources are all awkward, or impossible, within the STRIPS language. To overcome the rst of these limitations, Pednault (1989) dened the (nowadays widely accepted) ADL language, which amongst other things allows for conditional eects (eects that only occur when their condition holds true in the state of execution). To overcome (one or both of) the latter two limitations, various proposals have been made (e.g., Ghallab & Laruelle, 1994; Koehler, 1998; Smith & Weld, 1999). The most recent eort in this direction is the PDDL2.1 language dened by Fox and Long (2002) as the input language for the 3rd International Planning Competition (IPC-3). The IPC series is a biennial challenge for the planning community, inviting planning systems to participate in a large scale publicly accessible evaluation. IPC-3 was hosted at AIPS-2002, and stressed planning beyond the STRIPS formalism, featuring tracks for temporal and numeric planners. This article describes the approach behind one of the planners that participated in IPC-3, Metric-FF. Metric-FF is an extension of the FF system (that can handle ADL) to numeric constructs.

Jean Morales University College London We study a generalized framework for structured sparsity. It extends the wellknown methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides a straightforward way of favouring prescribed sparsity patterns, such as orderings, contiguous regions and overlapping groups, among others. Existing optimization methods are limited to specific constraint sets and tend to not scale well with sample size and dimensionality. We propose a novel first order proximal method, which builds upon results on fixed points and successive approximations. The algorithm can be applied to a general class of conic and norm constraints sets and relies on a proximity operator subproblem which can be computed explicitly. Experiments on different regression problems demonstrate the efficiency of the optimization algorithm and its scalability with the size of the problem. They also demonstrate state of the art statistical performance, which improves over Lasso and StructOMP.

T oyota T e hnolo gi al Institute at Chi ago 1427 East 60th Str e et, Chi ago IL, 60637 USA Abstra t Au tions are b e oming an in reasingly p opular metho d for transa ting business, esp e-ially o v er the In ternet. This arti le presen ts a general approa h to building autonomous bidding agen ts to bid in m ultiple sim ultaneous au tions for in tera ting go o ds. A ore omp onen t of our approa h learns a mo del of the empiri al pri e dynami s based on past data and uses the mo del to analyti ally al ulate, to the greatest exten t p ossible, optimal bids. W e in tro du e a new and general b o osting-based algorithm for onditional densit y estimation problems of this kind, i.e., sup ervised learning problems in whi h the goal is to estimate the en tire onditional distribution of the real-v alued lab el. This approa h is fully implemen ted as A TT a -2001, a tops oring agen t in the se ond T rading Agen t Comp etition (T A C-01). In an au tion for a single go o d, it is straigh tforw ...