Editors’ Introduction to [Algorithmic Learning Theory: 18th International Conference, ALT 2007, Sendai, Japan, October 1-4, 2007. Proceedings]

Learning theory is an active research area that incorporates ideas, problems, and techniques from a wide range of disciplines including statistics, artificial intelligence, information theory, pattern recognition, and theoretical computer science. The research reported at the 18th International Conference on Algorithmic Learning Theory (ALT 2007) ranges over areas such as unsupervised learning, inductive inference, complexity and learning, boosting and reinforcement learning, query learning models, grammatical inference, online learning and defensive forecasting, and kernel methods. In this introduction we give an overview of the five invited talks and the regular contributions of ALT 2007

Non-adaptive Group Testing on Graphs

Grebinski and Kucherov (1998) and Alon et al. (2004-2005) study the problem of learning a hidden graph for some especial cases, such as hamiltonian cycle, cliques, stars, and matchings. This problem is motivated by problems in chemical reactions, molecular biology and genome sequencing. In this paper, we present a generalization of this problem. Precisely, we consider a graph G and a subgraph H of G and we assume that G contains exactly one defective subgraph isomorphic to H. The goal is to find the defective subgraph by testing whether an induced subgraph contains an edge of the defective subgraph, with the minimum number of tests. We present an upper bound for the number of tests to find the defective subgraph by using the symmetric and high probability variation of Lov\'asz Local Lemma

Algorithmic Learning Theory: 18th International Conference, ALT 2007, Sendai, Japan, October 1-4, 2007. Proceedings

The LNAI series reports state-of-the-art results in artificial intelligence research, development, and education. This volume (LNAI 4754) contains research papers presented at the 18th International Conference on Algorithmic Learning Theory (ALT 2007), which was held in Sendai (Japan) during October 1-4, 2007. The main objective of the conference was to provide an interdisciplinary forum for high-quality talks with a strong theoretical background and scientific interchange in areas such as query models, online learning, inductive inference, boosting, kernel methods, complexity and learning, reinforcement learning, unsupervised learning, grammatical inference, and algorithmic forecasting. The conference was co-located with the 10th International Conference on Discovery Science (DS 2007). The volume includes 25 technical contributions that were selected from 50 submissions, and five invited talks presented to the audience of ALT and DS. Longer versions of the DS invited papers are available in the proceedings of DS 2007

On the Parameterized Complexity of Learning Monadic Second-Order Formulas

Within the model-theoretic framework for supervised learning introduced by Grohe and Tur\'an (TOCS 2004), we study the parameterized complexity of learning concepts definable in monadic second-order logic (MSO). We show that the problem of learning a consistent MSO-formula is fixed-parameter tractable on structures of bounded tree-width and on graphs of bounded clique-width in the 1-dimensional case, that is, if the instances are single vertices (and not tuples of vertices). This generalizes previous results on strings and on trees. Moreover, in the agnostic PAC-learning setting, we show that the result also holds in higher dimensions. Finally, via a reduction to the MSO-model-checking problem, we show that learning a consistent MSO-formula is para-NP-hard on general structures

Causal Modeling with Stationary Diffusions

We develop a novel approach towards causal inference. Rather than structural equations over a causal graph, we learn stochastic differential equations (SDEs) whose stationary densities model a system's behavior under interventions. These stationary diffusion models do not require the formalism of causal graphs, let alone the common assumption of acyclicity. We show that in several cases, they generalize to unseen interventions on their variables, often better than classical approaches. Our inference method is based on a new theoretical result that expresses a stationarity condition on the diffusion's generator in a reproducing kernel Hilbert space. The resulting kernel deviation from stationarity (KDS) is an objective function of independent interest

Efficient Numerical Integration in Reproducing Kernel Hilbert Spaces via Leverage Scores Sampling

In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target distribution is only accessible through a set of $n$ i.i.d. observations, and the integrand belongs to a reproducing kernel Hilbert space. We propose an efficient procedure which exploits a small i.i.d. random subset of $m<n$ samples drawn either uniformly or using approximate leverage scores from the initial observations. Our main result is an upper bound on the approximation error of this procedure for both sampling strategies. It yields sufficient conditions on the subsample size to recover the standard (optimal) $n^{-1/2}$ rate while reducing drastically the number of functions evaluations, and thus the overall computational cost. Moreover, we obtain rates with respect to the number $m$ of evaluations of the integrand which adapt to its smoothness, and match known optimal rates for instance for Sobolev spaces. We illustrate our theoretical findings with numerical experiments on real datasets, which highlight the attractive efficiency-accuracy tradeoff of our method compared to existing randomized and greedy quadrature methods. We note that, the problem of numerical integration in RKHS amounts to designing a discrete approximation of the kernel mean embedding of the target distribution. As a consequence, direct applications of our results also include the efficient computation of maximum mean discrepancies between distributions and the design of efficient kernel-based tests.Comment: 46 pages, 5 figures. Submitted to JML

State-similarity metrics for continuous Markov decision processes

In recent years, various metrics have been developed for measuring the similarity of states in probabilistic transition systems (Desharnais et al., 1999; van Breugel & Worrell, 2001a). In the context of Markov decision processes, we have devised metrics providing a robust quantitative analogue of bisimulation. Most importantly, the metric distances can be used to bound the differences in the optimal value function that is integral to reinforcement learning (Ferns et al. 2004; 2005). More recently, we have discovered an efficient algorithm to calculate distances in the case of finite systems (Ferns et al., 2006). In this thesis, we seek to properly extend state-similarity metrics to Markov decision processes with continuous state spaces both in theory and in practice. In particular, we provide the first distance-estimation scheme for metrics based on bisimulation for continuous probabilistic transition systems. Our work, based on statistical sampling and infinite dimensional linear programming, is a crucial first step in real-world planning; many practical problems are continuous in nature, e.g. robot navigation, and often a parametric model or crude finite approximation does not suffice. State-similarity metrics allow us to reason about the quality of replacing one model with another. In practice, they can be used directly to aggregate states