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» General Loss Bounds for Universal Sequence Prediction
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DAGSTUHL
2006
13 years 6 months ago
Complexity Monotone in Conditions and 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 dis...
Alexey V. Chernov, Marcus Hutter, Jürgen Schm...
ECML
2001
Springer
13 years 9 months ago
Convergence and Error Bounds for Universal Prediction of Nonbinary Sequences
Solomonoff’s uncomputable universal prediction scheme ξ allows to predict the next
Marcus Hutter
NIPS
2003
13 years 6 months ago
Online Learning of Non-stationary Sequences
We consider an online learning scenario in which the learner can make predictions on the basis of a fixed set of experts. We derive upper and lower relative loss bounds for a cla...
Claire Monteleoni, Tommi Jaakkola
DCC
2006
IEEE
14 years 4 months ago
Non-Asymptotic Design of Finite State Universal Predictors for Individual Sequences
In this work we consider the problem of universal prediction of individual sequences where the universal predictor is a deterministic finite state machine, with a fixed, relativel...
Amir Ingber, Meir Feder
TSP
2008
114views more  TSP 2008»
13 years 4 months ago
Universal Switching Linear Least Squares Prediction
We consider sequential regression of individual sequences under the square error loss. Using a competitive algorithm framework, we construct a sequential algorithm that can achieve...
Suleyman Serdar Kozat, Andrew C. Singer