Much work in AI deals with the selection of proper actions in a given (known or unknown) environment. However, the way to select a proper action when facing other agents is quite unclear. Most work in AI adopts classical game-theoretic equilibrium analysis to predict agent behavior in such settings. This approach however does not provide us with any guarantee for the agent. In this paper we introduce competitive safety analysis. This approach bridges the gap between the desired normative AI approach, where a strategy should be selected in order to guarantee a desired payoff, and equilibrium analysis. We show that a safety level strategy is able to guarantee the value obtained in a Nash equilibrium, in several classical computer science settings. Then, we discuss the concept of competitive safety strategies, and illustrate its use in a decentralized load balancing setting, typical to network problems. In particular, we show that when we have many agents, it is possible to guarantee an expected payoff which is a factor of 8/9 of the payoff obtained in a Nash equilibrium. Our discussion of competitive safety analysis for decentralized load balancing is further developed to deal with many communication links and arbitrary speeds. Finally, we discuss the extension of the above concepts to Bayesian games, and illustrate their use in a basic auctions setup.

In recent years research in the planning community has moved increasingly toward s application of planners to realistic problems involving both time and many typ es of resources. For example, interest in planning demonstrated by the space res earch community has inspired work in observation scheduling, planetary rover ex ploration and spacecraft control domains. Other temporal and resource-intensive domains including logistics planning, plant control and manufacturing have also helped to focus the community on the modelling and reasoning issues that must be confronted to make planning technology meet the challenges of application. The International Planning Competitions have acted as an important motivating fo rce behind the progress that has been made in planning since 1998. The third com petition (held in 2002) set the planning community the challenge of handling tim e and numeric resources. This necessitated the development of a modelling langua ge capable of expressing temporal and numeric properties of planning domains. In this paper we describe the language, PDDL2.1, that was used in the competition. We describe the syntax of the language, its formal semantics and the validation of concurrent plans. We observe that PDDL2.1 has considerable modelling power --- exceeding the capabilities of current planning technology --- and presents a number of important challenges to the research community.

For large, real-world inductive learning problems, the number of training examples often must be limited due to the costs associated with procuring, preparing, and storing the training examples and/or the computational costs associated with learning from them. In such circumstances, one question of practical importance is: if only n training examples can be selected, in what proportion should the classes be represented? In this article we help to answer this question by analyzing, for a fixed training-set size, the relationship between the class distribution of the training data and the performance of classification trees induced from these data. We study twenty-six data sets and, for each, determine the best class distribution for learning. The naturally occurring class distribution is shown to generally perform well when classifier performance is evaluated using undifferentiated error rate (0/1 loss). However, when the area under the ROC curve is used to evaluate classifier performance, a balanced distribution is shown to perform well. Since neither of these choices for class distribution always generates the best-performing classifier, we introduce a "budget-sensitive" progressive sampling algorithm for selecting training examples based on the class associated with each example. An empirical analysis of this algorithm shows that the class distribution of the resulting training set yields classifiers with good (nearly-optimal) classification performance.

There has been significant recent interest in game-theoretic approaches to security, with much of the recent research focused on utilizing the leader-follower Stackelberg game model. Among the major applications are the ARMOR program deployed at LAX Airport and the IRIS program in use by the US Federal Air Marshals (FAMS). The foundational assumption for using Stackelberg games is that security forces (leaders), acting first, commit to a randomized strategy; while their adversaries (followers) choose their best response after surveillance of this randomized strategy. Yet, in many situations, a leader may face uncertainty about the followers surveillance capability. Previous work fails to address how a leader should compute her strategy given such uncertainty. We provide five contributions in the context of a general class of security games. First, we show that the Nash equilibria in security games are interchangeable, thus alleviating the equilibrium selection problem. Second, under a natural restriction on security games, any Stackelberg strategy is also a Nash equilibrium strategy; and furthermore, the solution is unique in a class of security games of which ARMOR is a key exemplar. Third, when faced with a follower that can attack multiple targets, many of these properties no longer hold. Fourth, we show experimentally that in most (but not all) games where the restriction does not hold, the Stackelberg strategy is still a Nash equilibrium strategy, but this is no longer true when the attacker can attack multiple targets. Finally, as a possible direction for future research, we propose an extensive-form game model that makes the defenders uncertainty about the attackers ability to observe explicit.

Finding the place (or time) where most or all of a set of one-dimensional signals (or profiles) jointly change in some specific way is an important question in several fields. A common situation is when we want to find change-points in a multidimensional signal, e.g., in audio and image processing [1, 2], to detect intrusion in computer networks [3, 4], or in financial and economics time series analysis [5]. Another important situation is when we are confronted with several 1-dimensional signals which we believe share common changepoints, e.g., genomic profiles of a set of patients. The latter application is increasingly important in biology and medicine, in particular for the detection of copy-number variation along the genome [6], or the analysis of microarray and genetic linkage studies [7]. The common thread in biological applications is the search for data patterns shared by a set of individuals, such as cancer patients, at precise places on the genome; in particular, sudden changes in measured values. As opposed to the segmentation of multidimensional signals such as speech, where the dimension is fixed and collecting more data means having longer profiles, the length of signals in genomic studies (i.e., the number of probes measured along the genome) is fixed for a given technology while the number of signals (i.e., the number of individuals) can increase when we collect data about more patients. From a statistical point of view, it is therefore of interest to develop methods that identify multiple change-points shared by several signals that can benefit from increasing the number of signals. There exists a vast literature on the change-point detection problem [8, 9]. Here we focus on computationally efficient methods to segment a multidimensional signal by approximating it with a piecewiseconstant one, using quadratic error criteria.

The study of opinions, their formation and change, is one of the defining topics addressed by social psychology, but in recent years other disciplines, as computer science and complexity, have addressed this challenge. Despite the flourishing of different models and theories in both fields, several key questions still remain unanswered. The aim of this paper is to challenge the current theories on opinion by putting forward a cognitively grounded model where opinions are described as specific mental representations whose main properties are put forward. A comparison with reputation will be also presented.

The study of opinions, their formation and change, is one of the defining topics addressed by social psychology, but in recent years other disciplines, like computer science and complexity, have tried to deal with this issue. Despite the flourishing of different models and theories in both fields, several key questions still remain unanswered. The understanding of how opinions change and the way they are affected by social influence are challenging issues requiring a thorough analysis of opinion per se but also of the way in which they travel between agents' minds and are modulated by these exchanges. To account for the two-faceted nature of opinions, which are mental entities undergoing complex social processes, we outline a preliminary model in which a cognitive theory of opinions is put forward and it is paired with a formal description of them and of their spreading among minds. Furthermore, investigating social influence also implies the necessity to account for the way in which people change their minds, as a consequence of interacting with other people, and the need to explain the higher or lower persistence of such changes.

Pathfinding on uniform-cost undirected grid maps is a problem commonly appearing in the literature: for example in application areas such as robotics [7] artificial intelligence [12] and video games [3, 11]. In such contexts it is often the case that queries sent to the pathfinding system need to be solved as quickly as possible. Traditionally, this requirement is met through the application of hierarchical decomposition techniques that transform the search space into a much smaller approximate representation [2, 11]. Such methods are very fast, particularly when compared to the classical A* algorithm, but have the disadvantage that solutions found in the abstract state space are often not optimal when mapped back to the original grid. An alternative speedup method is to develop better heuristics to guide the search [1, 10, 5].

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an eigenvalue problem on the sample covariance matrix. In this paper we consider the situation where the data variance is already partially explained by other factors, e.g. covariates of interest, or temporal correlations leaving some residual variance. We decompose the residual variance into its components through a generalized eigenvalue problem, which we call residual component analysis (RCA). We show that canonical covariates analysis (CCA) is a special case of our algorithm and explore a range of new algorithms that arise from the framework. We illustrate the ideas on a gene expression time series data set and the recovery of human pose from silhouette.

One popular approach for nonstructural economic and financial forecasting is to include a large number of economic and financial variables, which has been shown to lead to significant improvements for forecasting, for example, by the dynamic factor models. A challenging issue is to determine which variables and (their) lags are relevant, especially when there is a mixture of serial correlation (temporal dynamics), high dimensional (spatial) dependence structure and moderate sample size (relative to dimensionality and lags). To this end, an \textit{integrated} solution that addresses these three challenges simultaneously is appealing. We study the large vector auto regressions here with three types of estimates. We treat each variable's own lags different from other variables' lags, distinguish various lags over time, and is able to select the variables and lags simultaneously. We first show the consequences of using Lasso type estimate directly for time series without considering the temporal dependence. In contrast, our proposed method can still produce an estimate as efficient as an \textit{oracle} under such scenarios. The tuning parameters are chosen via a data driven "rolling scheme" method to optimize the forecasting performance. A macroeconomic and financial forecasting problem is considered to illustrate its superiority over existing estimators.