Maximal frequent patterns superset checking plays an important role in the efficient mining of complete Maximal Frequent Itemsets (MFI) and maximal search space pruning. In this paper we present a new indexing approach, FastLMFI for local maximal frequent patterns (itemset) propagation and maximal patterns superset checking. Experimental results on different sparse and dense datasets show that our work is better than the previous well known progressive focusing technique. We have also integrated our superset checking approach with an existing state of the art maximal itemsets algorithm Mafia, and compare our results with current best maximal itemsets algorithms afopt-max and FP (zhu)-max. Our results outperform afopt-max and FP (zhu)-max on dense (chess and mushroom) datasets on almost all support thresholds, which shows the effectiveness of our approach.

In this paper we present a novel hybrid (arraybased layout and vertical bitmap layout) database representation approach for mining complete Maximal Frequent Itemset (MFI) on sparse and large datasets. Our work is novel in terms of scalability, item search order and two horizontal and vertical projection techniques. We also present a maximal algorithm using this hybrid database representation approach. Different experimental results on real and sparse benchmark datasets show that our approach is better than previous state of art maximal algorithms.

In this paper we propose an algorithm for polynomial-time reinforcement learning in factored Markov decision processes (FMDPs). The factored optimistic initial model (FOIM) algorithm, maintains an empirical model of the FMDP in a conventional way, and always follows a greedy policy with respect to its model. The only trick of the algorithm is that the model is initialized optimistically. We prove that with suitable initialization (i) FOIM converges to the fixed point of approximate value iteration (AVI); (ii) the number of steps when the agent makes non-near-optimal decisions (with respect to the solution of AVI) is polynomial in all relevant quantities; (iii) the per-step costs of the algorithm are also polynomial. To our best knowledge, FOIM is the first algorithm with these properties. This extended version contains the rigorous proofs of the main theorem. A version of this paper appeared in ICML'09.

Real world datasets are sparse, dirty and contain hundreds of items. In such situations, discovering interesting rules (results) using traditional frequent itemset mining approach by specifying a user defined input support threshold is not appropriate. Since without any domain knowledge, setting support threshold small or large can output nothing or a large number of redundant uninteresting results. Recently a novel approach of mining only N-most/Top-K interesting frequent itemsets has been proposed, which discovers the top N interesting results without specifying any user defined support threshold. However, mining interesting frequent itemsets without minimum support threshold are more costly in terms of itemset search space exploration and processing cost. Thereby, the efficiency of their mining highly depends upon three main factors (1) Database representation approach used for itemset frequency counting, (2) Projection of relevant transactions to lower level nodes of search space and (3) Algorithm implementation technique. Therefore, to improve the efficiency of mining process, in this paper we present two novel algorithms called (N-MostMiner and Top-K-Miner) using the bit-vector representation approach which is very efficient in terms of itemset frequency counting and transactions projection. In addition to this, several efficient implementation techniques of N-MostMiner and Top-K-Miner are also present which we experienced in our implementation. Our experimental results on benchmark datasets suggest that the NMostMiner and Top-K-Miner are very efficient in terms of processing time as compared to current best algorithms BOMO and TFP.

Mining frequent itemset using bit-vector representation approach is very efficient for dense type datasets, but highly inefficient for sparse datasets due to lack of any efficient bit-vector projection technique. In this paper we present a novel efficient bit-vector projection technique, for sparse and dense datasets. To check the efficiency of our bit-vector projection technique, we present a new frequent itemset mining algorithm Ramp (Real Algorithm for Mining Patterns) build upon our bit-vector projection technique. The performance of the Ramp is compared with the current best (all, maximal and closed) frequent itemset mining algorithms on benchmark datasets. Different experimental results on sparse and dense datasets show that mining frequent itemset using Ramp is faster than the current best algorithms, which show the effectiveness of our bit-vector projection idea. We also present a new local maximal frequent itemsets propagation and maximal itemset superset checking approach FastLMFI, build upon our PBR bit-vector projection technique. Our different computational experiments suggest that itemset maximality checking using FastLMFI is fast and efficient than a previous will known progressive focusing approach.

The topic of risk prevention and emergency response has become a key social and political concern. One approach to address thi s challenge is to develop Decision Support Systems (DSS) that can help emergency planners and responders to detect emergencies, as well as to suggest possible course of actions to deal with the emergency. Our research work comes in this framework and aims to develop a DSS that must be generic as much as possible and independent from the case study.

Making a decision in a changeable and dynamic environment is an arduous task owing to the lack of information, their uncertainties and the unawareness of planners about the future evolution of incidents. The use of a decision support system is an efficient solution of this issue. Such a system can help emergency planners and responders to detect possible emergencies, as well as to suggest and evaluate possible courses of action to deal with the emergency. We are interested in our work to the modeling of a monitoring preventive and emergency management system, wherein we stress the generic aspect. In this paper we propose an agent-based architecture of this system and we describe a first step of our approach which is the modeling of information and their representation using a multiagent system.

This paper proposes a novel multiscale estimator for the integrated volatility of an Ito process, in the presence of market microstructure noise (observation error). The multiscale structure of the observed process is represented frequency-by-frequency and the concept of the multiscale ratio is introduced to quantify the bias in the realized integrated volatility due to the observation error. The multiscale ratio is estimated from a single sample path, and a frequency-by-frequency bias correction procedure is proposed, which simultaneously reduces variance. We extend the method to include correlated observation errors and provide the implied time domain form of the estimation procedure. The new method is implemented to estimate the integrated volatility for the Heston and other models, and the improved performance of our method over existing methods is illustrated by simulation studies.

We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent model selection and for the case where the estimators are tuned to perform conservative model selection. Our findings complement those of Knight and Fu (2000) and Fan and Li (2001). We show that the distributions are typically highly nonnormal regardless of how the estimator is tuned, and that this property persists in large samples. The uniform convergence rate of these estimators is also obtained, and is shown to be slower than 1/root(n) in case the estimator is tuned to perform consistent model selection. An impossibility result regarding estimation of the estimators' distribution function is also provided.

In Chess, as in other popular strategic board games, players have different styles. For example, in Chess some players are more "positional" and other more "tactical", and this difference in style will affect their move choice in any given board position, and more generally their overall plan. The problem we tackle in this paper is that of applying machine learning to teach a computer to discriminate between players based on their style. Before we explain our methodology, we briefly review the method of temporal difference learning, which is central to our approach. Temporal difference learning [Sut88] is a machine learning technique, originating from the seminal work of Samuel [Sam59], in which learning occurs by minimising the differences between predictions and actual outcomes of a temporal sequence of observations. Samuel [Sam59] used the game of Checkers as a vehicle to study the feasibility of a computer learning from experience. Although the program written by Samuel did not achieve master strength, it was the precursor of the Checkers program Chinook [Sch97, SHJ01], which was the first computer program to win a match against a human world champion.