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This book constitutes the refereed proceedings of the 17th Annual Conference on Learning Theory, COLT 2004, held in Banff, Canada in July 2004.The 46 revised full papers presented were carefully reviewed and selected from a total of 113 submissions. The papers are organized in topical sections on economics and game theory, online learning, inductive inference, probabilistic models, Boolean function learning, empirical processes, MDL, generalisation, clustering and distributed learning, boosting, kernels and probabilities, kernels and kernel matrices, and open problems.