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  1. Transactions on Computation Theory (TOCT)
  2. ACM Transactions on Computation Theory (TOCT) : Volume 5
  3. Issue 3(Special issue on innovations in theoretical computer science 2012), August 2013
  4. High-confidence predictions under adversarial uncertainty
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ACM Transactions on Computation Theory (TOCT) : Volume 9
ACM Transactions on Computation Theory (TOCT) : Volume 8
ACM Transactions on Computation Theory (TOCT) : Volume 7
ACM Transactions on Computation Theory (TOCT) : Volume 6
ACM Transactions on Computation Theory (TOCT) : Volume 5
Issue 4, November 2013
Issue 3(Special issue on innovations in theoretical computer science 2012), August 2013
Introduction to the special issue on innovations in theoretical computer science 2012
Compressed matrix multiplication
Linear-time decoding of regular expander codes
Quantum rejection sampling
High-confidence predictions under adversarial uncertainty
Issue 2, July 2013
Issue 1, May 2013
ACM Transactions on Computation Theory (TOCT) : Volume 4
ACM Transactions on Computation Theory (TOCT) : Volume 3
ACM Transactions on Computation Theory (TOCT) : Volume 2
ACM Transactions on Computation Theory (TOCT) : Volume 1

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High-confidence predictions under adversarial uncertainty

Content Provider ACM Digital Library
Author Drucker, Andrew
Copyright Year 2013
Abstract We study the setting in which the bits of an unknown infinite binary sequence $\textit{x}$ are revealed sequentially to an observer. We show that very limited assumptions about $\textit{x}$ allow one to make successful predictions about unseen bits of $\textit{x}.$ First, we study the problem of successfully predicting a single 0 from among the bits of $\textit{x}.$ In our model, we have only one chance to make a prediction, but may do so at a time of our choosing. This model is applicable to a variety of situations in which we want to perform an action of fixed duration, and need to predict a “safe” time-interval to perform it. Letting $N_{t}$ denote the number of 1s among the first $\textit{t}$ bits of $\textit{x},$ we say that $\textit{x}$ is “&epsis;-weakly sparse” if lim inf $(N_{t}/t)$ ≤ ϵ. Our main result is a randomized algorithm that, given any ϵ-weakly sparse sequence $\textit{x},$ predicts a 0 of $\textit{x}$ with success probability as close as desired to 1 - ϵ. Thus, we can perform this task with essentially the same success probability as under the much stronger assumption that each bit of $\textit{x}$ takes the value 1 independently with probability ϵ. We apply this result to show how to successfully predict a bit (0 or 1) under a broad class of possible assumptions on the sequence $\textit{x}.$ The assumptions are stated in terms of the behavior of a finite automaton $\textit{M}$ reading the bits of $\textit{x}.$ We also propose and solve a variant of the well-studied “ignorant forecasting” problem. For every ϵ>0, we give a randomized forecasting algorithm $S_{ϵ}$ that, given sequential access to a binary sequence $\textit{x},$ makes a prediction of the form: “A $\textit{p}$ fraction of the next $\textit{N}$ bits will be 1s.” (The algorithm gets to choose $\textit{p},$ $\textit{N},$ and the time of the prediction.) For any fixed sequence $\textit{x},$ the forecast fraction $\textit{p}$ is accurate to within ±ϵ with probability 1 - ϵ.
Starting Page 1
Ending Page 18
Page Count 18
File Format PDF
ISSN 19423454
e-ISSN 19423462
DOI 10.1145/2493252.2493257
Volume Number 5
Issue Number 3
Journal ACM Transactions on Computation Theory (TOCT)
Language English
Publisher Association for Computing Machinery (ACM)
Publisher Date 2013-08-22
Publisher Place New York
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Prediction Binary sequences Worst-case prediction
Content Type Text
Resource Type Article
Subject Computational Theory and Mathematics Theoretical Computer Science
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