Skip navigation
Skip navigation

On the convergence speed of MDL predictions for Bernoulli sequences

Poland, Jan; Hutter, Marcus


We consider the Minimum Description Length principle for online sequence prediction. If the underlying model class is discrete, then the total expected square loss is a particularly interesting performance measure: (a) this quantity is bounded, implying convergence with probability one, and (b) it additionally specifies a rate of convergence. Generally, for MDL only exponential loss bounds hold, as opposed to the linear bounds for a Bayes mixture. We show that this is even the case if the model...[Show more]

CollectionsANU Research Publications
Date published: 2004
Type: Conference paper
DOI: 10.1007/978-3-540-30215-5_23


File Description SizeFormat Image
Poland and Hutter On the Convergence Speed 2004.pdf205.88 kBAdobe PDFThumbnail

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator