In Probabilistic Risk Management, risk is characterized by two quantities: the magnitude (or severity) of the adverse consequences that can potentially result from the given activity or action, and by the likelihood of occurrence of the given adverse consequences. But a risk seldom exists in isolation: chain of consequences must be examined, as the outcome of one risk can increase the likelihood of other risks. Systemic theory must complement classic PRM. Indeed these chains are composed of many different elements, all of which may have a critical importance at many different levels. Furthermore, when urban catastrophes are envisioned, space and time constraints are key determinants of the workings and dynamics of these chains of catastrophes: models must include a correct spatial topology of the studied risk. Finally, literature insists on the importance small events can have on the risk on a greater scale: urban risks management models belong to self-organized criticality theory. We chose multiagent systems to incorporate this property in our model: the behavior of an agent can transform the dynamics of important groups of them.

We present here an introduction to Brainstorming approach, that was recently proposed as a consensus meta-learning technique, and used in several practical applications in bioinformatics and chemoinformatics. The consensus learning denotes heterogeneous theoretical classification method, where one trains an ensemble of machine learning algorithms using different types of input training data representations. In the second step all solutions are gathered and the consensus is build between them. Therefore no early solution, given even by a generally low performing algorithm, is not discarder until the late phase of prediction, when the final conclusion is drawn by comparing different machine learning models. This final phase, i.e. consensus learning, is trying to balance the generality of solution and the overall performance of trained model.

This paper reviews the functional aspects of statistical learning theory. The main point under consideration is the nature of the hypothesis set when no prior information is available but data. Within this framework we first discuss about the hypothesis set: it is a vectorial space, it is a set of pointwise defined functions, and the evaluation functional on this set is a continuous mapping. Based on these principles an original theory is developed generalizing the notion of reproduction kernel Hilbert space to non hilbertian sets. Then it is shown that the hypothesis set of any learning machine has to be a generalized reproducing set. Therefore, thanks to a general "representer theorem", the solution of the learning problem is still a linear combination of a kernel. Furthermore, a way to design these kernels is given. To illustrate this framework some examples of such reproducing sets and kernels are given.

Oracle inequalities and variable selection properties for the Lasso in linear models have been established under a variety of different assumptions on the design matrix. We show in this paper how the different conditions and concepts relate to each other. The restricted eigenvalue condition (Bickel et al., 2009) or the slightly weaker compatibility condition (van de Geer, 2007) are sufficient for oracle results. We argue that both these conditions allow for a fairly general class of design matrices. Hence, optimality of the Lasso for prediction and estimation holds for more general situations than what it appears from coherence (Bunea et al, 2007b,c) or restricted isometry (Candes and Tao, 2005) assumptions.

Mass spectrometry (MS) is an important technique for chemical profiling which calculates for a sample a high dimensional histogram-like spectrum. A crucial step of MS data processing is the peak picking which selects peaks containing information about molecules with high concentrations which are of interest in an MS investigation. We present a new procedure of the peak picking based on a sparse coding algorithm. Given a set of spectra of different classes, i.e. with different positions and heights of the peaks, this procedure can extract peaks by means of unsupervised learning. Instead of an $l_1$-regularization penalty term used in the original sparse coding algorithm we propose using an elastic-net penalty term for better regularization. The evaluation is done by means of simulation. We show that for a large region of parameters the proposed peak picking method based on the sparse coding features outperforms a mean spectrum-based method. Moreover, we demonstrate the procedure applying it to two real-life datasets.

User authentication and intrusion detection differ from standard classification problems in that while we have data generated from legitimate users, impostor or intrusion data is scarce or non-existent. We review existing techniques for dealing with this problem and propose a novel alternative based on a principled statistical decision-making view point. We examine the technique on a toy problem and validate it on complex real-world data from an RFID based access control system. The results indicate that it can significantly outperform the classical world model approach. The method could be more generally useful in other decision-making scenarios where there is a lack of adversary data.

Machine learning, data mining and artificial intelligence (AI) based methods have been used to determine the relations between chemical structure and biological activity, called quantitative structure activity relationships (QSARs) for the compounds. Pre-processing of the dataset, which includes the mapping from a large number of molecular descriptors in the original high dimensional space to a small number of components in the lower dimensional space while retaining the features of the original data, is the first step in this process. A common practice is to use a mapping method for a dataset without prior analysis. This pre-analysis has been stressed in our work by applying it to two important classes of QSAR prediction problems: drug design (predicting anti-HIV-1 activity) and predictive toxicology (estimating hepatocarcinogenicity of chemicals). We apply one linear and two nonlinear mapping methods on each of the datasets. Based on this analysis, we conclude the nature of the inherent relationships between the elements of each dataset, and hence, the mapping method best suited for it. We also show that proper preprocessing can help us in choosing the right feature extraction tool as well as give an insight about the type of classifier pertinent for the given problem.

Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian variables and the first two posterior moments of the two generating variables (corresponding to Gaussian approximations minimizing relative entropy). It is shown how this can be used to build a heuristic approximation to the maximum relationship over a finite set of Gaussian variables, allowing approximate inference by Expectation Propagation on such quantities.

In the last few years, due to the growing ubiquity of unlabeled data, much effort has been spent by the machine learning community to develop better understanding and improve the quality of classifiers exploiting unlabeled data. Following the manifold regularization approach, Laplacian Support Vector Machines (LapSVMs) have shown the state of the art performance in semi--supervised classification. In this paper we present two strategies to solve the primal LapSVM problem, in order to overcome some issues of the original dual formulation. Whereas training a LapSVM in the dual requires two steps, using the primal form allows us to collapse training to a single step. Moreover, the computational complexity of the training algorithm is reduced from O(n^3) to O(n^2) using preconditioned conjugate gradient, where n is the combined number of labeled and unlabeled examples. We speed up training by using an early stopping strategy based on the prediction on unlabeled data or, if available, on labeled validation examples. This allows the algorithm to quickly compute approximate solutions with roughly the same classification accuracy as the optimal ones, considerably reducing the training time. Due to its simplicity, training LapSVM in the primal can be the starting point for additional enhancements of the original LapSVM formulation, such as those for dealing with large datasets. We present an extensive experimental evaluation on real world data showing the benefits of the proposed approach.

We consider multi-agent systems where agents' preferences are aggregated via sequential majority voting: each decision is taken by performing a sequence of pairwise comparisons where each comparison is a weighted majority vote among the agents. Incompleteness in the agents' preferences is common in many real-life settings due to privacy issues or an ongoing elicitation process. In addition, there may be uncertainty about how the preferences are aggregated. For example, the agenda (a tree whose leaves are labelled with the decisions being compared) may not yet be known or fixed. We therefore study how to determine collectively optimal decisions (also called winners) when preferences may be incomplete, and when the agenda may be uncertain. We show that it is computationally easy to determine if a candidate decision always wins, or may win, whatever the agenda. On the other hand, it is computationally hard to know wheth er a candidate decision wins in at least one agenda for at least one completion of the agents' preferences. These results hold even if the agenda must be balanced so that each candidate decision faces the same number of majority votes. Such results are useful for reasoning about preference elicitation. They help understand the complexity of tasks such as determining if a decision can be taken collectively, as well as knowing if the winner can be manipulated by appropriately ordering the agenda.