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Sequential predictions based on algorithmic complexity

Hutter, Marcus

Description

This paper studies sequence prediction based on the monotone Kolmogorov complexity Km = − log m, i.e. based on universal deterministic/one-part MDL. m is extremely close to Solomonoff’s universal prior M, the latter being an excellent predictor in deterministic as well as probabilistic environments, where performance is measured in terms of convergence of posteriors or losses. Despite this closeness to M, it is difficult to assess the prediction quality of m, since little is known about the...[Show more]

CollectionsANU Research Publications
Date published: 2006-02
Type: Journal article
URI: http://hdl.handle.net/1885/15035
Source: Journal of Computer and System Sciences
DOI: 10.1016/j.jcss.2005.07.001

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