Nicolo Cesa-Bianchi

Prediction, Learning, and Games (eBook, PDF)

• Format: PDF

Produktbeschreibung

This important text and reference for researchers and students in machine learning, game theory, statistics and information theory offers a comprehensive treatment of the problem of predicting individual sequences. Unlike standard statistical approaches to forecasting, prediction of individual sequences does not impose any probabilistic assumption on the data-generating mechanism. Yet, prediction algorithms can be constructed that work well for all possible sequences, in the sense that their performance is always nearly as good as the best forecasting strategy in a given reference class. The central theme is the model of prediction using expert advice, a general framework within which many related problems can be cast and discussed. Repeated game playing, adaptive data compression, sequential investment in the stock market, sequential pattern analysis, and several other problems are viewed as instances of the experts' framework and analyzed from a common nonstochastic standpoint that often reveals new and intriguing connections.

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Produktdetails

• Verlag: Cambridge University Press
• Erscheinungstermin: 13. März 2006
• Englisch
• ISBN-13: 9780511189951
• Artikelnr.: 38199975

Autorenporträt

Nicolò Cesa-Bianchi is Professor of Computer Science at the University of Milan, Italy. His research interests include learning theory, pattern analysis, and worst-case analysis of algorithms. He is the acting editor of The Machine Learning Journal.

Inhaltsangabe

1. Introduction
2. Prediction with expert advice
3. Tight bounds for specific losses
4. Randomized prediction
5. Efficient forecasters for large classes of experts
6. Prediction with limited feedback
7. Prediction and playing games
8. Absolute loss
9. Logarithmic loss
10. Sequential investment
11. Linear pattern recognition
12. Linear classification
13. Appendix.