Optimality of universal Bayesian sequence prediction for general loss and alphabet
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Description
Various optimality properties of universal sequence predictors based on Bayes-mixtures in general, and Solomonoff's prediction scheme in particular, will be studied. The probability of observing xt at time t, given past observations x1...xt-1 can be computed with the chain rule if the true generating distribution μ of the sequences x 1x2x3... is known. If μ is unknown, but known to belong to a countable or continuous class M one can base ones prediction on the Bayes-mixture ℰ defined as...[Show more]
Collections | ANU Research Publications |
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Date published: | 2003 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/50829 |
Source: | Journal of Machine Learning Research |
DOI: | 10.1162/1532443041827952 |
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01_Hutter_Optimality_of_universal_2003.pdf | 325.55 kB | Adobe PDF | Request a copy |
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