Revisiting the Core Ontology and Problem in Requirements Engineering

In their seminal paper in the ACM Transactions on Software Engineering and Methodology, Zave and Jackson established a core ontology for Requirements Engineering (RE) and used it to formulate the "requirements problem", thereby defining what it means to successfully complete RE. Given that stakeholders of the system-to-be communicate the information needed to perform RE, we show that Zave and Jackson's ontology is incomplete. It does not cover all types of basic concerns that the stakeholders communicate. These include beliefs, desires, intentions, and attitudes. In response, we propose a core ontology that covers these concerns and is grounded in sound conceptual foundations resting on a foundational ontology. The new core ontology for RE leads to a new formulation of the requirements problem that extends Zave and Jackson's formulation. We thereby establish new standards for what minimum information should be represented in RE languages and new criteria for determining whether RE has been successfully completed.Comment: Appears in the proceedings of the 16th IEEE International Requirements Engineering Conference, 2008 (RE'08). Best paper awar

Concurrent bandits and cognitive radio networks

We consider the problem of multiple users targeting the arms of a single multi-armed stochastic bandit. The motivation for this problem comes from cognitive radio networks, where selfish users need to coexist without any side communication between them, implicit cooperation or common control. Even the number of users may be unknown and can vary as users join or leave the network. We propose an algorithm that combines an $\epsilon$-greedy learning rule with a collision avoidance mechanism. We analyze its regret with respect to the system-wide optimum and show that sub-linear regret can be obtained in this setting. Experiments show dramatic improvement compared to other algorithms for this setting

An efficient algorithm for learning with semi-bandit feedback

We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a learning algorithm for this problem based on combining the Follow-the-Perturbed-Leader (FPL) prediction method with a novel loss estimation procedure called Geometric Resampling (GR). Contrary to previous solutions, the resulting algorithm can be efficiently implemented for any decision set where efficient offline combinatorial optimization is possible at all. Assuming that the elements of the decision set can be described with d-dimensional binary vectors with at most m non-zero entries, we show that the expected regret of our algorithm after T rounds is O(m sqrt(dT log d)). As a side result, we also improve the best known regret bounds for FPL in the full information setting to O(m^(3/2) sqrt(T log d)), gaining a factor of sqrt(d/m) over previous bounds for this algorithm.Comment: submitted to ALT 201

Uso do resíduo da produção de Beddingia siricidicola para a produção de inoculante de Trichoderma viride.

Organizado por Patricia Póvoa de Mattos, Celso Garcia Auer, Rejane Stumpf Sberze, Katia Regina Pichelli e Paulo César Botosso

Magnetization reversal times in the 2D Ising model

We present a theoretical framework which is generally applicable to the study of time scales of activated processes in systems with Brownian type dynamics. This framework is applied to a prototype system: magnetization reversal times in the 2D Ising model. Direct simulation results for the magnetization reversal times, spanning more than five orders of magnitude, are compared with theoretical predictions; the two agree in most cases within 20%.Comment: 9 pages, 8 figure

Incentivizing Exploration with Heterogeneous Value of Money

Recently, Frazier et al. proposed a natural model for crowdsourced exploration of different a priori unknown options: a principal is interested in the long-term welfare of a population of agents who arrive one by one in a multi-armed bandit setting. However, each agent is myopic, so in order to incentivize him to explore options with better long-term prospects, the principal must offer the agent money. Frazier et al. showed that a simple class of policies called time-expanded are optimal in the worst case, and characterized their budget-reward tradeoff. The previous work assumed that all agents are equally and uniformly susceptible to financial incentives. In reality, agents may have different utility for money. We therefore extend the model of Frazier et al. to allow agents that have heterogeneous and non-linear utilities for money. The principal is informed of the agent's tradeoff via a signal that could be more or less informative. Our main result is to show that a convex program can be used to derive a signal-dependent time-expanded policy which achieves the best possible Lagrangian reward in the worst case. The worst-case guarantee is matched by so-called "Diamonds in the Rough" instances; the proof that the guarantees match is based on showing that two different convex programs have the same optimal solution for these specific instances. These results also extend to the budgeted case as in Frazier et al. We also show that the optimal policy is monotone with respect to information, i.e., the approximation ratio of the optimal policy improves as the signals become more informative.Comment: WINE 201