This volume contains the papers presented at the 16th Annual International Conference on Algorithmic Learning Theory (ALT 2005), which was held in S- gapore (Republic of Singapore), October 8-11, 2005. The main objective of the conference is to provide an interdisciplinary forum for the discussion of the t- oretical foundations of machine learning as well as their relevance to practical applications. The conference was co-located with the 8th International Conf- enceonDiscoveryScience(DS2005). Theconferencewasalsoheldinconjunction with the centennial celebrations of the National University of Singapore. The volume includes 30 technical contributions, which were selected by the program committee from 98 submissions. It also contains the ALT 2005 invited talks presented by Chih-Jen Lin (National Taiwan University, Taipei, Taiwan) on "Training Support Vector Machines via SMO-type Decomposition Methods," and by Vasant Honavar (Iowa State University, Ames, Iowa, USA) on "Al- rithmsandSoftwareforCollaborativeDiscoveryfromAutonomous,Semantically Heterogeneous, Distributed, Information Sources. " Furthermore, this volume - cludes an abstract of the joint invited talk with DS 2005 presented by Gary L. Bradshaw (Mississippi State University, Starkville, USA) on "Invention and Arti?cial Intelligence," and abstracts of the invited talks for DS 2005 presented by Ross D. King (The University of Wales, Aberystwyth, UK) on "The Robot Scientist Project," and by Neil Smalheiser (University of Illinois at Chicago, Chicago, USA) on "The Arrowsmith Project: 2005 Status Report. " The c- plete versions of these papers are published in the DS 2005 proceedings (Lecture Notes in Computer Science Vol. 3735).