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CORR
1999
Springer

New Error Bounds for Solomonoff Prediction

8 years 8 months ago
New Error Bounds for Solomonoff Prediction
Solomonoff sequence prediction is a scheme to predict digits of binary strings without knowing the underlying probability distribution. We call a prediction scheme informed when it knows the true probability distribution of the sequence. Several new relations between universal Solomonoff sequence prediction and informed prediction and general probabilistic prediction schemes will be proved. Among others, they show that the number of errors in Solomonoff prediction is finite for computable distributions, if finite in the informed case. Deterministic variants will also be studied. The most interesting result is that the deterministic variant of Solomonoff prediction is optimal compared to any other probabilistic or deterministic prediction scheme apart from additive square root corrections only. This makes it well suited even for difficult prediction problems, where it does not suffice when the number of errors is minimal to within some factor greater than one. Solomonoff's origina...
Marcus Hutter
Added 22 Dec 2010
Updated 22 Dec 2010
Type Journal
Year 1999
Where CORR
Authors Marcus Hutter
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