We address the problem of learning topic hierarchies from data. The model selection problem in this domain is daunting--which of the large collection of possible trees to use? We take a Bayesian approach, generating anappropriate prior via a distribution on partitions that we refer to as the nested Chinese restaurant process. This nonparametric prior allows arbitrarilylarge branching factors and readily accommodates growing data collections. We build a hierarchical topic model by combining this prior with a likelihood that is based on a hierarchical variant of latent Dirichlet allocation. We illustrate our approach on simulated data and with an application to the modeling of NIPS abstracts.

Formal treatment of collaborative multi-agent systems has been lagging behind the rapid progress in sequential decision making by individual agents. Recent work in the area of decentralized Markov Decision Processes (MDPs) has contributed to closing this gap, but the computational complexity of these models remains a serious obstacle. To overcome this complexity barrier, we identify a specific class of decentralized MDPs in which the agents' transitions are independent. The class consists of independent collaborating agents that are tied together through a structured global reward function that depends on all of their histories of states and actions. We present a novel algorithm for solving this class of problems and examine its properties, both as an optimal algorithm and as an anytime algorithm. To the best of our knowledge, this is the first algorithm to optimally solve a non-trivial subclass of decentralized MDPs. It lays the foundation for further work in this area on both exact and approximate algorithms.

This paper is concerned with algorithms for prediction of discrete sequences over a finite alphabet, using variable order Markov models. The class of such algorithms is large and in principle includes any lossless compression algorithm. We focus on six prominent prediction algorithms, including Context Tree Weighting (CTW), Prediction by Partial Match (PPM) and Probabilistic Suffix Trees (PSTs). We discuss the properties of these algorithms and compare their performance using real life sequences from three domains: proteins, English text and music pieces. The comparison is made with respect to prediction quality as measured by the average log-loss. We also compare classification algorithms based on these predictors with respect to a number of large protein classification tasks. Our results indicate that a ``decomposed'' CTW (a variant of the CTW algorithm) and PPM outperform all other algorithms in sequence prediction tasks. Somewhat surprisingly, a different algorithm, which is a modification of the Lempel-Ziv compression algorithm, significantly outperforms all algorithms on the protein classification problems.

As computational agents are developed for increasingly complicated e-commerce applications, the complexity of the decisions they face demands advances in artificial intelligence techniques. For example, an agent representing a seller in an auction should try to maximize the seller's profit by reasoning about a variety of possibly uncertain pieces of information, such as the maximum prices various buyers might be willing to pay, the possible prices being offered by competing sellers, the rules by which the auction operates, the dynamic arrival and matching of offers to buy and sell, and so on. A naïve application of multiagent reasoning techniques would require the seller's agent to explicitly model all of the other agents through an extended time horizon, rendering the problem intractable for many realistically-sized problems. We have instead devised a new strategy that an agent can use to determine its bid price based on a more tractable Markov chain model of the auction process. We have experimentally identified the conditions under which our new strategy works well, as well as how well it works in comparison to the optimal performance the agent could have achieved had it known the future. Our results show that our new strategy in general performs well, outperforming other tractable heuristic strategies in a majority of experiments, and is particularly effective in a "seller's market," where many buy offers are available.

The difficulty in solving optimally such problems arises when the agents lack full observability of the global state of the system when they operate. The general problem has been shown to be NEXP-complete. In this paper, we identify classes of decentralized control problems whose complexity ranges between NEXP and P. In particular, we study problems characterized by independent transitions, independent observations, and goal-oriented objective functions. Two algorithms are shown to solve optimally useful classes of goal-oriented decentralized processes in polynomial time. This paper also studies information sharing among the decision-makers, which can improve their performance. We distinguish between three ways in which agents can exchange information: indirect communication, direct communication and sharing state features that are not controlled by the agents. Our analysis shows that for every class of problems we consider, introducing direct or indirect communication does not change the worst-case complexity. The results provide a better understanding of the complexity of decentralized control problems that arise in practice and facilitate the development of planning algorithms for these problems.

Inductive learning is based on inferring a general rule from a finite data set and using it to label new data. In transduction one attempts to solve the problem of using a labeled training set to label a set of unlabeled points, which are given to the learner prior to learning. Although transduction seems at the outset to be an easier task than induction, there have not been many provably useful algorithms for transduction. Moreover, the precise relation between induction and transduction has not yet been determined. The main theoretical developments related to transduction were presented by Vapnik more than twenty years ago. One of Vapnik's basic results is a rather tight error bound for transductive classification based on an exact computation of the hypergeometric tail. While tight, this bound is given implicitly via a computational routine. Our first contribution is a somewhat looser but explicit characterization of a slightly extended PAC-Bayesian version of Vapnik's transductive bound. This characterization is obtained using concentration inequalities for the tail of sums of random variables obtained by sampling without replacement. We then derive error bounds for compression schemes such as (transductive) support vector machines and for transduction algorithms based on clustering. The main observation used for deriving these new error bounds and algorithms is that the unlabeled test points, which in the transductive setting are known in advance, can be used in order to construct useful data dependent prior distributions over the hypothesis space.

We propose a model for errors in sung queries, a variant of the hidden Markov model (HMM). This is a solution to the problem of identifying the degree of similarity between a (typically error-laden) sung query and a potential target in a database of musical works, an important problem in the field of music information retrieval. Similarity metrics are a critical component of `query-by-humming' (QBH) applications which search audio and multimedia databases for strong matches to oral queries. Our model comprehensively expresses the types of {m error} or variation between target and query: cumulative and non-cumulative local errors, transposition, tempo and tempo changes, insertions, deletions and modulation. The model is not only expressive, but automatically trainable, or able to learn and generalize from query examples. We present results of simulations, designed to assess the discriminatory potential of the model, and tests with real sung queries, to demonstrate relevance to real-world applications.

An accepted belief is a proposition considered likely enough by an agent, to be inferred from as if it were true. This paper bridges the gap between probabilistic and logical representations of accepted beliefs. To this end, natural properties of relations on propositions, describing relative strength of belief are augmented with some conditions ensuring that accepted beliefs form a deductively closed set. This requirement turns out to be very restrictive. In particular, it is shown that the sets of accepted belief of an agent can always be derived from a family of possibility rankings of states. An agent accepts a proposition in a given context if this proposition is considered more possible than its negation in this context, for all possibility rankings in the family. These results are closely connected to the non-monotonic 'preferential' inference system of Kraus, Lehmann and Magidor and the so-called plausibility functions of Friedman and Halpern. The extent to which probability theory is compatible with acceptance relations is laid bare. A solution to the lottery paradox, which is considered as a major impediment to the use of non-monotonic inference is proposed using a special kind of probabilities (called lexicographic, or big-stepped). The setting of acceptance relations also proposes another way of approaching the theory of belief change after the works of Gärdenfors and colleagues. Our view considers the acceptance relation as a primitive object from which belief sets are derived in various contexts.

Policies of Markov Decision Processes (MDPs) determine the next action to execute from the current state and, possibly, the history (the past states). When the number of states is large, succinct representations are often used to compactly represent both the MDPs and the policies in a reduced amount of space. In this paper, some problems related to the size of succinctly represented policies are analyzed. Namely, it is shown that some MDPs have policies that can only be represented in space super-polynomial in the size of the MDP, unless the polynomial hierarchy collapses. This fact motivates the study of the problem of deciding whether a given MDP has a policy of a given size and reward. Since some algorithms for MDPs work by finding a succinct representation of the value function, the problem of deciding the existence of a succinct representation of a value function of a given size and reward is also considered.

Gene-expression microarrays, commonly called gene chips, make it possible to simultaneously measure the rate at which a cell or tissue is expressing -- translating into a protein -- each of its thousands of genes. One can use these comprehensive snapshots of biological activity to infer regulatory pathways in cells; identify novel targets for drug design; and improve the diagnosis, prognosis, and treatment planning for those suffering from disease. However, the amount of data this new technology produces is more than one can manually analyze. Hence, the need for automated analysis of microarray data offers an opportunity for machine learning to have a significant impact on biology and medicine. This article describes microarray technology, the data it produces, and the types of machine learning tasks that naturally arise with these data. It also reviews some of the recent prominent applications of machine learning to gene-chip data, points to related tasks where machine learning might have a further impact on biology and medicine, and describes additional types of interesting data that recent advances in biotechnology allow biomedical researchers to collect.