Metric entropy in competitive on-line prediction

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Metric entropy in competitive on-line prediction
Competitive on-line prediction (also known as universal prediction of individual sequences) is a strand of learning theory avoiding making any stochastic assumptions about the way the observations are generated. The predictor's goal is to compete with a benchmark class of prediction rules, which is often a proper Banach function space. Metric entropy provides a unifying framework for competitive on-line prediction: the numerous known upper bounds on the metric entropy of various compact sets in function spaces readily imply bounds on the performance of on-line prediction strategies. This paper discusses strengths and limitations of the direct approach to competitive on-line prediction via metric entropy, including comparisons to other approaches. Voobwe mne predstavl ets va no zadaqa osvobo deni vs du, gde to vozmo no, ot izlixnih vero tnostnyh dopuweni . Andrei Kolmogorov, 1987
Vladimir Vovk
Added 11 Dec 2010
Updated 11 Dec 2010
Type Journal
Year 2006
Where CORR
Authors Vladimir Vovk
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