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arXiv 1206.4604cs.LGcs.AI
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在线序列预测的专家学习

Learning the Experts for Online Sequence Prediction

The Hebrew University of Jerusalem(耶路撒冷希伯来大学);Selim and Rachel Benin School of Computer Science and Engineering(塞利姆和雷切尔·贝宁计算机科学与工程学院)

Elad Eban, Aharon Birnbaum, Shai Shalev-Shwartz, Amir Globerson

摘要:

在线序列预测是在给定先前元素的情况下预测序列的下一个元素的问题。这个问题已经在单个序列预测的背景下得到了广泛的研究,其中没有对序列的起源进行预先假设。单个序列预测算法对于长序列工作得相当好,其中算法有足够的时间来学习序列的时间结构。然而,它们可能对短序列给出较差的预测。一种可能的补救方法是依赖于具有专家建议的一般预测模型,其中学习者可以访问一组$r$专家,每个专家都对序列进行自己的预测。众所周知,如果序列长度是$\log(r)$的数量级,则有可能预测得几乎和最好的专家一样好。但是,如果没有关于问题的确切的先验知识,就不清楚如何选择一小组{ \em good}专家。在本文中,我们描述和分析了一个新的算法,学习一个很好的专家使用的训练集以前观察到的序列。我们证明了我们的方法的优点,通过将其应用在网络上的点击预测的任务。

英文摘要:

Online sequence prediction is the problem of predicting the next element of a sequence given previous elements. This problem has been extensively studied in the context of individual sequence prediction, where no prior assumptions are made on the origin of the sequence. Individual sequence prediction algorithms work quite well for long sequences, where the algorithm has enough time to learn the temporal structure of the sequence. However, they might give poor predictions for short sequences. A possible remedy is to rely on the general model of prediction with expert advice, where the learner has access to a set of $r$ experts, each of which makes its own predictions on the sequence. It is well known that it is possible to predict almost as well as the best expert if the sequence length is order of $\log(r)$. But, without firm prior knowledge on the problem, it is not clear how to choose a small set of {\em good} experts. In this paper we describe and analyze a new algorithm that learns a good set of experts using a training set of previously observed sequences. We demonstrate the merits of our approach by applying it on the task of click prediction on the web.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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