Reinforcement learning policies face the exploration versus exploitation dilemma, i.e. the search for a balance between exploring the environment to nd pro table actions while taking the empirically best action as often as possible. A popular measure of a policy's success in addressing this dilemma is the regret, that is the loss due to the fact that the globally optimal policy is not followed all the times. One of the simplest examples of the exploration/exploitation dilemma is the multi-armed bandit problem.

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This paper shows how agents' choice in communicative action can be designed to mitigate the effect of their resource 1/mits in the context of particular features of a collaborative planning task. I first motivate a number of hypotheses about effective language behavior based on a statistical analysis of a corpus of natural collaborative planning dialogues. These hypotheses are then tested in a dialogue testbed whose design is motivated by the corpus analysis. Experiments in the testbed examine the interaction between (1) agents' resource 1/mits in attentional capacity and inferential capacity; (2) agents' choice in communication; and (3) features of communicative tasks that affect task difficulty such as inferential complexity, degree of belief coordination required, and tolerance for errors. The results show that good algorithms for communication must be defined relative to the agents' resource 1/mits and the features of the task. Algorithms that are inefficient for inferentially simple, low coordination or fault-tolerant tasks are effective when tasks require coordination or complex inferences, or are fault-intolerant. The results provide an explanation for the occurrence of utterances in human dialogues that, prima facie, appear inefficient, and provide the basis for the design of effective algorithms for communicative choice for resource limited agents.

This paper introduces data distortion by probability distribution, a probability distortion that involves three steps. The first step is to identify the underlying density function of the original series and to estimate the parameters of this density function. The second step is to generate a series of data from the estimated density function. And the final step is to map and replace the generated series for the original one. Because it is replaced by the distorted data set, probability distortion guards the privacy of an individual belonging to the original data set. At the same time, the probability distorted series provides asymptotically the same statistical properties as those of the original series, since both are under the same distribution. Unlike conventional point distortion, probability distortion is difficult to compromise by repeated queries, and provides a maximum exposure for statistical analysis.

Recently Johansson (21) and Johnstone (16) proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix X g X(X t X) converges to the Tracy–Widom law as n, p (the dimensions of X) tend to. in some ratio n/p Q c>0.We extend these results in two directions. First of all, we prove that the joint distribution of the first, second, third, etc. eigenvalues of a Wishart matrix converges (after a proper rescaling) to the Tracy–Widom distribution. Second of all, we explain how the combinatorial machinery developed for Wigner random matrices in refs. 27, 38, and 39 allows to extend the results by Johansson and Johnstone to the case of X with non-Gaussian entries, provided n − p=O(p 1/3). We also prove that l max [ (n 1/2 +p 1/2) 2 +O(p 1/2 log(p)) (a.e.) for general c>0. KEY WORDS: Sample covariance matrices; principal component; Tracy– Widom distribution.

AbstractÐThe main motivation of this paper is to propose a new classification and regression method for challenging highdimensional data. The proposed new technique casts classification problems (class labels as output) and regression problems (numeric values as output) into a unified regression problem. This unified view enables classification problems to use numeric information in the output space that is available for regression problems but are traditionally not readily available for classification problemsÐdistance metric among clustered class labels for coarse and fine classifications. A doubly clustered subspace-based hierarchical discriminating regression (HDR) method is proposed in this work. The major characteristics include: 1) Clustering is performed in both output space and input space at each internal node, termed ªdoubly clustered.º Clustering in the output space provides virtual labels for computing clusters in the input space. 2) Discriminants in the input space are automatically derived from the clusters in the input space. These discriminants span the discriminating subspace at each internal node of the tree. 3) A hierarchical probability distribution model is applied to the resulting discriminating subspace at each internal node. This realizes a coarse-to-fine approximation of probability distribution of the input samples, in the hierarchical discriminating subspaces. No global distribution models are assumed. 4) To relax the per class sample requirement of traditional discriminant analysis techniques, a sample-size dependent negative-log-likelihood (NLL) is introduced. This new technique is designed for automatically dealing with small-sample applications, large-sample applications, and unbalanced-sample applications. 5) The execution of HDR method is fast, due to the empirical logarithmic time complexity of the HDR algorithm. Although the method is applicable to any data, we report the experimental results for three types of data: synthetic data for examining the near-optimal performance, large raw face-image data bases, and traditional databases with manually selected features along with a comparison with some major existing methods, such as CART,

In this paper we consider the problem of finding the efficient frontier associated with the standard mean-variance portfolio optimisation model. We extend the standard model to include cardinality constraints that limit a portfolio to have a specified number of assets, and to impose limits on the proportion of the portfolio held in a given asset (if any of the asset is held). We illustrate the differences that arise in the shape of this efficient frontier when such constraints are present. We present three heuristic algorithms based upon genetic algorithms, tabu search and simulated annealing for finding the cardinality constrained efficient frontier. Computational results are presented for five data sets involving up to 225 assets.

Abstract—A self-organizing framework for object recognition is described. We describe a hierarchical database structure for image retrieval. The Self-Organizing Hierarchical Optimal Subspace Learning and Inference Framework (SHOSLIF) system uses the theories of optimal linear projection for automatic optimal feature derivation and a hierarchical structure to achieve a logarithmic retrieval complexity. A Space-Tessellation Tree is automatically generated using the Most Expressive Features (MEFs) and the Most Discriminating Features (MDFs) at each level of the tree. The major characteristics of the proposed hierarchical discriminant analysis include: 1) avoiding the limitation of global linear features (hyperplanes as separators) by deriving a recursively better-fitted set of features for each of the recursively subdivided sets of training samples; 2) generating a smaller tree whose cell boundaries separate the samples along the class boundaries better than the principal component analysis, thereby giving a better generalization capability (i.e., better recognition rate in a disjoint test); 3) accelerating the retrieval using a tree structure for data pruning, utilizing a different set of discriminant features at each level of the tree. We allow for perturbations in the size and position of objects in the images through learning. We demonstrate the technique on a large image database of widely varying real-world objects taken in natural settings, and show the applicability of the approach for variability in position, size, and 3D orientation. This paper concentrates on the hierarchical partitioning of the feature spaces. Index Terms—Principal component analysis, discriminant analysis, hierarchical image database, image retrieval, tessellation, partitioning, object recognition, face recognition, complexity with large image databases.

A probabilistic network is a graphical model that encodes probabilistic relationships between variables of interest. Such a model records qualitative influences between variables in addition to the numerical parameters of the probability distribution. As such it provides an ideal form for combining prior knowledge, which might be limited solely to experience of the influences between some of the variables of interest, and data. In this paper, we first show how data can be used to revise initial estimates of the parameters of a model. We then progress to showing how the structure of the model can be revised as data is obtained. Techniques for learning with incomplete data are also covered.

This paper presents a fully automatic speaker clustering algorithm, which consists of three components: building a distance matrix based on Gaussian models of the acoustic segments; performing hierarchical clustering on the distance matrix with the prior assumption that consecutive segments should be more likely to come from the same speaker; and selecting the best clustering solution automatically by minimizing the within-cluster dispersion with some penalty against too many clusters. We applied this automatic speaker clustering technique in 1996 Hub4 evaluation, and the results show that it contributed significantly to the word error rate (WER) reduction in unsupervised adaptation. From our experiments, the algorithm seldom misclassifies segments from the same speaker into different clusters. We used the same clustering procedure for both partitioned evaluation (PE) and unpartitioned evaluation (UE) tests [1]. Experiments also show that this automatic speaker clustering algorithm imp...