Cover Tree Bayesian Reinforcement Learning

This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian piecewise-linear models, which can be updated in closed form. The tree structure itself is constructed using the cover tree method, which remains efficient in high dimensional spaces. We combine the model with Thompson sampling and approximate dynamic programming to obtain effective exploration policies in unknown environments. The flexibility and computational simplicity of the model render it suitable for many reinforcement learning problems in continuous state spaces. We demonstrate this in an experimental comparison with least squares policy iteration

Linear MMSE-Optimal Turbo Equalization Using Context Trees

Formulations of the turbo equalization approach to iterative equalization and decoding vary greatly when channel knowledge is either partially or completely unknown. Maximum aposteriori probability (MAP) and minimum mean square error (MMSE) approaches leverage channel knowledge to make explicit use of soft information (priors over the transmitted data bits) in a manner that is distinctly nonlinear, appearing either in a trellis formulation (MAP) or inside an inverted matrix (MMSE). To date, nearly all adaptive turbo equalization methods either estimate the channel or use a direct adaptation equalizer in which estimates of the transmitted data are formed from an expressly linear function of the received data and soft information, with this latter formulation being most common. We study a class of direct adaptation turbo equalizers that are both adaptive and nonlinear functions of the soft information from the decoder. We introduce piecewise linear models based on context trees that can adaptively approximate the nonlinear dependence of the equalizer on the soft information such that it can choose both the partition regions as well as the locally linear equalizer coefficients in each region independently, with computational complexity that remains of the order of a traditional direct adaptive linear equalizer. This approach is guaranteed to asymptotically achieve the performance of the best piecewise linear equalizer and we quantify the MSE performance of the resulting algorithm and the convergence of its MSE to that of the linear minimum MSE estimator as the depth of the context tree and the data length increase.Comment: Submitted to the IEEE Transactions on Signal Processin

Characterizing dark interactions with the halo mass accretion history and structural properties

We study the halo mass accretion history (MAH) and its correlation with the internal structural properties in coupled dark energy cosmologies (cDE). To accurately predict all the non-linear effects caused by dark interactions, we use the COupled Dark Energy Cosmological Simulations (CoDECS). We measure the halo concentration at z=0 and the number of substructures above a mass resolution threshold for each halo. Tracing the halo merging history trees back in time, following the mass of the main halo, we develope a MAH model that accurately reproduces the halo growth in term of M_{200} in the {\Lambda}CDM Universe; we then compare the MAH in different cosmological scenarios. For cDE models with a weak constant coupling, our MAH model can reproduce the simulation results, within 10% of accuracy, by suitably rescaling the normalization of the linear matter power spectrum at z=0, {\sigma}_8. However, this is not the case for more complex scenarios, like the "bouncing" cDE model, for which the numerical analysis shows a rapid growth of haloes at high redshifts, that cannot be reproduced by simply rescaling the value of {\sigma}_8. Moreover, at fixed value of {\sigma}_8, cold dark matter (CDM) haloes in these cDE scenarios tend to be more concentrated and have a larger amount of substructures with respect to {\Lambda}CDM predictions. Finally, we present an accurate model that relates the halo concentration to the time at which it assembles half or 4% of its mass. Combining this with our MAH model, we show how halo concentrations change while varying only {\sigma}_8 in a {\Lambda}CDM Universe, at fixed halo mass.Comment: 18 pages, 14 figures, accepted for publication in MNRA

A Comparative Study of Pairwise Learning Methods based on Kernel Ridge Regression

Many machine learning problems can be formulated as predicting labels for a pair of objects. Problems of that kind are often referred to as pairwise learning, dyadic prediction or network inference problems. During the last decade kernel methods have played a dominant role in pairwise learning. They still obtain a state-of-the-art predictive performance, but a theoretical analysis of their behavior has been underexplored in the machine learning literature. In this work we review and unify existing kernel-based algorithms that are commonly used in different pairwise learning settings, ranging from matrix filtering to zero-shot learning. To this end, we focus on closed-form efficient instantiations of Kronecker kernel ridge regression. We show that independent task kernel ridge regression, two-step kernel ridge regression and a linear matrix filter arise naturally as a special case of Kronecker kernel ridge regression, implying that all these methods implicitly minimize a squared loss. In addition, we analyze universality, consistency and spectral filtering properties. Our theoretical results provide valuable insights in assessing the advantages and limitations of existing pairwise learning methods.Comment: arXiv admin note: text overlap with arXiv:1606.0427

Multiscale Discriminant Saliency for Visual Attention

The bottom-up saliency, an early stage of humans' visual attention, can be considered as a binary classification problem between center and surround classes. Discriminant power of features for the classification is measured as mutual information between features and two classes distribution. The estimated discrepancy of two feature classes very much depends on considered scale levels; then, multi-scale structure and discriminant power are integrated by employing discrete wavelet features and Hidden markov tree (HMT). With wavelet coefficients and Hidden Markov Tree parameters, quad-tree like label structures are constructed and utilized in maximum a posterior probability (MAP) of hidden class variables at corresponding dyadic sub-squares. Then, saliency value for each dyadic square at each scale level is computed with discriminant power principle and the MAP. Finally, across multiple scales is integrated the final saliency map by an information maximization rule. Both standard quantitative tools such as NSS, LCC, AUC and qualitative assessments are used for evaluating the proposed multiscale discriminant saliency method (MDIS) against the well-know information-based saliency method AIM on its Bruce Database wity eye-tracking data. Simulation results are presented and analyzed to verify the validity of MDIS as well as point out its disadvantages for further research direction.Comment: 16 pages, ICCSA 2013 - BIOCA sessio