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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Lomnitz, Y. Feder, M. |
| Copyright Year | 2013 |
| Description | Author affiliation: Dept. of EE-Syst., Tel Aviv Univ., Tel Aviv, Israel (Lomnitz, Y.; Feder, M.) |
| Abstract | Is it a good idea to use the frequency of events in the past, as a guide to their frequency in the future (as we all do anyway)? In this paper the question is attacked from the perspective of universal prediction of individual sequences. It is shown that there is a universal sequential probability assignment, such that for a large class loss functions (optimization goals), the predictor minimizing the expected loss under this probability, is a good universal predictor. The proposed probability assignment is based on randomly dithering the empirical frequencies of states in the past, and it is easy to show that randomization is essential. This yields a very simple universal prediction scheme which is similar to Follow-the-Perturbed-Leader (FPL) and works for a large class of loss functions, as well as a partial justification for using probabilistic assumptions. |
| Starting Page | 1387 |
| Ending Page | 1391 |
| File Size | 121708 |
| Page Count | 5 |
| File Format | |
| ISBN | 9781479904464 |
| ISSN | 21578117 |
| DOI | 10.1109/ISIT.2013.6620454 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2013-07-07 |
| Publisher Place | Turkey |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Probabilistic logic Information theory Educational institutions Probability distribution Redundancy Games |
| Content Type | Text |
| Resource Type | Article |
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