We study the problem of decision-theoretic online learning (DTOL). Motivated by practical applications, we focus on DTOL when the number of actions is very large. Previous algorithms for learning in this framework have a tunable learning rate parameter, and a barrier to using online-learning in practical applications is that it is not understood how to set this parameter optimally, particularly when the number of actions is large. In this paper, we offer a clean solution by proposing a novel and completely parameter-free algorithm for DTOL. We introduce a new notion of regret, which is more natural for applications with a large number of actions. We show that our algorithm achieves good performance with respect to this new notion of regret; in addition, it also achieves performance close to that of the best bounds achieved by previous algorithms with optimally-tuned parameters, according to previous notions of regret.

Motivation : Molecular signatures for diagnosis or prognosis estimated from large-scale gene expression data often lack robustness and stability, rendering their biological interpretation challenging. Increasing the signature's interpretability and stability across perturbations of a given dataset and, if possible, across datasets, is urgently needed to ease the discovery of important biological processes and, eventually, new drug targets. Results : We propose a new method to construct signatures with increased stability and easier interpretability. The method uses a gene network as side interpretation and enforces a large connectivity among the genes in the signature, leading to signatures typically made of genes clustered in a few subnetworks. It combines the recently proposed graph Lasso procedure with a stability selection procedure. We evaluate its relevance for the estimation of a prognostic signature in breast cancer, and highlight in particular the increase in interpretability and stability of the signature.

We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. However, the problem with these solutions is that they are very sensitive to model mismatches. In this paper, motivated by online learning, we introduce a new framework -- an {\em explanatory} framework -- for tracking. We provide an efficient tracking algorithm for this framework. We provide experimental results comparing our algorithm to the Bayesian algorithm on simulated data. Our experiments show that when there are slight model mismatches, our algorithm vastly outperforms the Bayesian algorithm.

The aim of this work is to address the question of whether we can in principle design rational decision-making agents or artificial intelligences embedded in computable physics such that their decisions are optimal in reasonable mathematical senses. Recent developments in rare event probability estimation, recursive bayesian inference, neural networks, and probabilistic planning are sufficient to explicitly approximate reinforcement learners of the AIXI style with non-trivial model classes (here, the class of resource-bounded Turing machines). Consideration of the effects of resource limitations in a concrete implementation leads to insights about possible architectures for learning systems using optimal decision makers as components.

We suggest an approach to use memristors (resistors with memory) in programmable analog circuits. Our idea consists in a circuit design in which low voltages are applied to memristors during their operation as analog circuit elements and high voltages are used to program the memristor's states. This way, as it was demonstrated in recent experiments, the state of memristors does not essentially change during analog mode operation. As an example of our approach, we have built several programmable analog circuits demonstrating memristor-based programming of threshold, gain and frequency.

We empirically investigate the best trade-off between sparse and uniformly-weighted multiple kernel learning (MKL) using the elastic-net regularization on real and simulated datasets. We find that the best trade-off parameter depends not only on the sparsity of the true kernel-weight spectrum but also on the linear dependence among kernels and the number of samples.

Abstract-- Botnets, which consist of thousands of compromised machines, can cause significant threats to other systems by launching Distributed Denial of Service (DDoS) attacks, keylogging, and backdoors. In response to these threats, new effective techniques are needed to detect the presence of botnets. In this paper, we have used an interception technique to monitor Windows Application Programming Interface (API) functions calls made by communication applications and store these calls with their arguments in log files. Our algorithm detects botnets based on monitoring abnormal activity by correlating the changes in log file sizes from different hosts. Recently, an explosive growth of coordinated attacks has been noticed [1][6].

Intrusion detection systems (IDS) are a method used in computer security for detection of unauthorised use of machines. The Danger Project proposed by Aickelin et al. (2003) aims to improve on results previously seen with artificial immune systems (AIS) by applying concepts from the Danger Theory to IDS. Danger theory proposes that exposure to danger signals or pathogenic bacteria causes the activation of the immune system, not pattern matching of antigen. The cells responsible for combining these various signals are Dendritic cells. We use the'signals plus context' processing power of Dendritic Cells (DCs) to perform anomaly detection.

Artificial immune systems, more specifically the negative selection algorithm, have previously been applied to intrusion detection. The aim of this research is to develop an intrusion detection system based on a novel concept in immunology, the Danger Theory. Dendritic Cells (DCs) are antigen presenting cells and key to the activation of the human signals from the host tissue and correlate these signals with proteins know as antigens. In algorithmic terms, individual DCs perform multi-sensor data fusion based on time-windows. The whole population of DCs asynchronously correlates the fused signals with a secondary data stream. The behaviour of human DCs is abstracted to form the DC Algorithm (DCA), which is implemented using an immune inspired framework, libtissue. This system is used to detect context switching for a basic machine learning dataset and to detect outgoing portscans in real-time. Experimental results show a significant difference between an outgoing portscan and normal traffic.

In our research we investigate the output accuracy of discrete event simulation models and agent based simulation models when studying human centric complex systems. In this paper we focus on human reactive behaviour as it is possible in both modelling approaches to implement human reactive behaviour in the model by using standard methods. As a case study we have chosen the retail sector, and here in particular the operations of the fitting room in the women wear department of a large UK department store. In our case study we looked at ways of determining the efficiency of implementing new management policies for the fitting room operation through modelling the reactive behaviour of staff and customers of the department. First, we have carried out a validation experiment in which we compared the results from our models to the performance of the real system. This experiment also allowed us to establish differences in output accuracy between the two modelling methids. In a second step a multi-scenario experiment was carried out to study the behaviour of the models when they are used for the purpose of operational improvement. Overall we have found that for our case study example both discrete event simulation and agent based simulation have the same potential to support the investigation into the efficiency of implementing new management policies.