A central question in game theory and artificial intelligence is how a rational agent should behave in a complex environment, given that it cannot perform unbounded computations. We study strategic aspects of this question by formulating a simple model of a game with additional costs (computational or otherwise) for each strategy. First we connect this to zero-sum games, proving a counterintuitive generalization of the classic min-max theorem to zero-sum games with the addition of strategy costs. We then show that potential games with strategy costs remain potential games. Both zero-sum and potential games with strategy costs maintain a very appealing property: simple learning dynamics converge to equilibrium.

Linear Gaussian State-Space Models are widely used and a Bayesian treatment of parameters is therefore of considerable interest. The approximate Variational Bayesian method applied to these models is an attractive approach, used successfully in applications ranging from acoustics to bioinformatics. The most challenging aspect of implementing the method is in performing inference on the hidden state sequence of the model. We show how to convert the inference problem so that standard Kalman Filtering/Smoothing recursions from the literature may be applied. This is in contrast to previously published approaches based on Belief Propagation. Our framework both simplifies and unifies the inference problem, so that future applications may be more easily developed. We demonstrate the elegance of the approach on Bayesian temporal ICA, with an application to finding independent dynamical processes underlying noisy EEG signals.

Bob offers a face-detection web service where clients can submit their images for analysis. Alice would very much like to use the service, but is reluctant to reveal the content of her images to Bob. Bob, for his part, is reluctant to release his face detector, as he spent a lot of time, energy and money constructing it. Secure Multi-Party computations use cryptographic tools to solve this problem without leaking any information. Unfortunately, these methods are slow to compute and we introduce a couple of machine learning techniques that allow the parties to solve the problem while leaking a controlled amount of information. The first method is an information-bottleneck variant of AdaBoost that lets Bob find a subset of features that are enough for classifying an image patch, but not enough to actually reconstruct it. The second machine learning technique is active learning that allows Alice to construct an online classifier, based on a small number of calls to Bob's face detector. She can then use her online classifier as a fast rejector before using a cryptographically secure classifier on the remaining image patches.

We describe and analyze an algorithmic framework for online classification where each online trial consists of multiple prediction tasks that are tied together. We tackle the problem of updating the online hypothesis by defining a projection problem in which each prediction task corresponds to a single linear constraint. These constraints are tied together through a single slack parameter. We then introduce a general method for approximately solving the problem by projecting simultaneously and independently on each constraint which corresponds to a prediction sub-problem, and then averaging the individual solutions. We show that this approach constitutes a feasible, albeit not necessarily optimal, solution for the original projection problem. We derive concrete simultaneous projection schemes and analyze them in the mistake bound model. We demonstrate the power of the proposed algorithm in experiments with online multiclass text categorization. Our experiments indicate that a combination of class-dependent features with the simultaneous projection method outperforms previously studied algorithms.

We propose a family of kernels for structured objects which is based on the bag-ofcomponents paradigm. However, rather than decomposing each complex object into the single histogram of its components, we use for each object a family of nested histograms, where each histogram in this hierarchy describes the object seen from an increasingly granular perspective. We use this hierarchy of histograms to define elementary kernels which can detect coarse and fine similarities between the objects. We compute through an efficient averaging trick a mixture of such specific kernels, to propose a final kernel value which weights efficiently local and global matches. We propose experimental results on an image retrieval experiment which show that this mixture is an effective template procedure to be used with kernels on histograms.

We have developed a novel algorithm for integrating source localization and noise suppression based on a probabilistic graphical model of stimulus-evoked MEG/EEG data. Our algorithm localizes multiple dipoles while suppressing noise sources with the computational complexity equivalent to a single dipole scan, and is therefore more efficient than traditional multidipole fitting procedures. In simulation, the algorithm can accurately localize and estimate the time course of several simultaneously-active dipoles, with rotating or fixed orientation, at noise levels typical for averaged MEG data. Furthermore, the algorithm is superior to beamforming techniques, which we show to be an approximation to our graphical model, in estimation of temporally correlated sources. Success of this algorithm for localizing auditory cortex in a tumor patient and for localizing an epileptic spike source are also demonstrated.

In this paper we focus on the issue of normalization of the affinity matrix in spectral clustering.

Survival in a non-stationary, potentially adversarial environment requires animals to detect sensory changes rapidly yet accurately, two oft competing desiderata. Neurons subserving such detections are faced with the corresponding challenge to discern "real" changes in inputs as quickly as possible, while ignoring noisy fluctuations. Mathematically, this is an example of a change-detection problem that is actively researched in the controlled stochastic processes community. In this paper, we utilize sophisticated tools developed in that community to formalize an instantiation of the problem faced by the nervous system, and characterize the Bayes-optimal decision policy under certain assumptions. We will derive from this optimal strategy an information accumulation and decision process that remarkably resembles the dynamics of a leaky integrate-and-fire neuron. This correspondence suggests that neurons are optimized for tracking input changes, and sheds new light on the computational import of intracellular properties such as resting membrane potential, voltage-dependent conductance, and post-spike reset voltage. We also explore the influence that factors such as timing, uncertainty, neuromodulation, and reward should and do have on neuronal dynamics and sensitivity, as the optimal decision strategy depends critically on these factors.

We present a local learning approach for clustering. The basic idea is that a good clustering result should have the property that the cluster label of each data point can be well predicted based on its neighboring data and their cluster labels, using current supervised learning methods. An optimization problem is formulated such that its solution has the above property. Relaxation and eigen-decomposition are applied to solve this optimization problem. We also briefly investigate the parameter selection issue and provide a simple parameter selection method for the proposed algorithm. Experimental results are provided to validate the effectiveness of the proposed approach.

Go is an ancient board game that poses unique opportunities and challenges for AI and machine learning. Here we develop a machine learning approach to Go, and related board games, focusing primarily on the problem of learning a good evaluation function in a scalable way. Scalability is essential at multiple levels, from the library of local tactical patterns, to the integration of patterns across the board, to the size of the board itself. The system we propose is capable of automatically learning the propensity of local patterns from a library of games. Propensity and other local tactical information are fed into a recursive neural network, derived from a Bayesian network architecture.