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Offline to online conversion

Hutter, Marcus

Description

We consider the problem of converting offline estimators into an online predictor or estimator with small extra regret. Formally this is the problem of merging a collection of probability measures over strings of length 1,2,3,... into a single probability measure over infinite sequences. We describe various approaches and their pros and cons on various examples. As a side-result we give an elementary non-heuristic purely combinatoric derivation of Turing’s famous estimator. Our main...[Show more]

CollectionsANU Research Publications
Date published: 2014
Type: Conference paper
URI: http://hdl.handle.net/1885/14700
DOI: 10.1007/978-3-319-11662-4_17

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