Gabor Lugosi

Nicolo Cesa-Bianchi

This important new text and reference for researchers and students in machine learning, game theory, statistics and information theory offers the first comprehensive treatment of the problem of predicting individual sequences. Unlike standard statistical approaches to forecasting, prediction of individual sequences does not impose any probabilistic assumption on the data-generating mechanism. Yet, prediction algorithms can be constructed that work well for all possible sequences, in the sense that their performance is always nearly as good as the best forecasting strategy in a given reference class. The central theme is the model of prediction using expert advice, a general framework within which many related problems can be cast and discussed. Repeated game playing, adaptive data compression, sequential investment in the stock market, sequential pattern analysis, and several other problems are viewed as instances of the experts' framework and analyzed from a common nonstochastic standpoint that often reveals new and intriguing connections. Old and new forecasting methods are described in a mathematically precise way in order to characterize their theoretical limitations and possibilities.

Prediction, Learning, and Games

Luc Devroye

Density estimation has evolved enormously since the days of bar plots and histograms, but researchers and users are still struggling with the problem of the selection of the bin widths. This text explores a new paradigm for the data-based or automatic selection of the free parameters of density estimates in general so that the expected error is within a given constant multiple of the best possible error. The paradigm can be used in nearly all density estimates and for most model selection problems, both parametric and nonparametric. It is the first book on this topic. The text is intended for first-year graduate students in statistics and learning theory, and offers a host of opportunities for further research and thesis topics. Each chapter corresponds roughly to one lecture, and is supplemented with many classroom exercises. A one year course in probability theory at the level of Feller's Volume 1 should be more than adequate preparation. Gabor Lugosi is Professor at Universitat Pompeu Fabra in Barcelona, and Luc Debroye is Professor at McGill University in Montreal. In 1996, the authors, together with Lászlo Györfi, published the successful text, A Probabilistic Theory of Pattern Recognition with Springer-Verlag. Both authors have made many contributions in the area of nonparametric estimation.

Combinatorial Methods in Density Estimation

Laszlo Györfi

A self-contained and coherent account of probabilistic techniques, covering: distance measures, kernel rules, nearest neighbour rules, Vapnik-Chervonenkis theory, parametric classification, and feature extraction. Each chapter concludes with problems and exercises to further the readers understanding. Both research workers and graduate students will benefit from this wide-ranging and up-to-date account of a fast- moving field.

A Probabilistic Theory of Pattern Recognition

Sandra Zilles

Thomas Zeugmann

Ricard Gavaldà

As intelligent autonomous agents and multiagent system applications become more pervasive, it becomes increasingly important to understand the risks associated with using these systems. Incorrect or inappropriate agent behavior can have harmful - fects, including financial cost, loss of data, and injury to humans or systems. For - ample, NASA has proposed missions where multiagent systems, working in space or on other planets, will need to do their own reasoning about safety issues that concern not only themselves but also that of their mission. Likewise, industry is interested in agent systems that can search for new supply opportunities and engage in (semi-) automated negotiations over new supply contracts. These systems should be able to securely negotiate such arrangements and decide which credentials can be requested and which credentials may be disclosed. Such systems may encounter environments that are only partially understood and where they must learn for themselves which aspects of their environment are safe and which are dangerous. Thus, security and safety are two central issues when developing and deploying such systems. We refer to a multiagent system s security as the ability of the system to deal with threats that are intentionally caused by other intelligent agents and/or s- tems, and the system s safety as its ability to deal with any other threats to its goals."

Gabor Lugosi

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