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» General Loss Bounds for Universal Sequence Prediction
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ICML
2001
IEEE
14 years 5 months ago
General Loss Bounds for Universal Sequence Prediction
The Bayesian framework is ideally suited for induction problems. The probability of observing xt at
Marcus Hutter
TIT
1998
96views more  TIT 1998»
13 years 4 months ago
Sequential Prediction of Individual Sequences Under General Loss Functions
Abstract— We consider adaptive sequential prediction of arbitrary binary sequences when the performance is evaluated using a general loss function. The goal is to predict on each...
David Haussler, Jyrki Kivinen, Manfred K. Warmuth
TIT
2002
89views more  TIT 2002»
13 years 4 months ago
Universal linear least squares prediction: Upper and lower bounds
We consider the problem of sequential linear prediction of real-valued sequences under the square-error loss function. For this problem, a prediction algorithm has been demonstrate...
Andrew C. Singer, Suleyman Serdar Kozat, Meir Fede...
CORR
2007
Springer
169views Education» more  CORR 2007»
13 years 4 months ago
Algorithmic Complexity Bounds on Future Prediction Errors
We bound the future loss when predicting any (computably) stochastic sequence online. Solomonoff finitely bounded the total deviation of his universal predictor M from the true d...
Alexey V. Chernov, Marcus Hutter, Jürgen Schm...
ALT
2005
Springer
14 years 1 months ago
Monotone Conditional Complexity Bounds on Future Prediction Errors
We bound the future loss when predicting any (computably) stochastic sequence online. Solomonoff finitely bounded the total deviation of his universal predictor M from the true ...
Alexey V. Chernov, Marcus Hutter