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arXiv cs/0106036cs.LGcs.AIcs.CCmath.PR
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非二元序列泛预测的收敛性和误差界

Convergence and Error Bounds for Universal Prediction of Nonbinary Sequences

Marcus Hutter

摘要:

Solomonoff的不可计算的通用预测方案$ξ$允许预测序列$x_1...x_{k-1}$的下一个符号$x_k$,用于任何图灵可计算的但在其他方面未知的概率环境$μ$。该方案将推广到任意环境类,其中,除其他外,允许可计算的通用预测方案$ξ$的建设。证明了$ξ$到$μ$在条件均方意义下以$μ$概率1收敛.它示出的通用$ξ$计划的预测误差的平均数迅速收敛到那些由最好的可能通知$μ$计划。给出了一般有限字母表的方案、定理和证明,与二进制情况相比,这导致了额外的复杂性。几个扩展所提出的理论和结果进行了概述。它们包括一般的损失函数和界限,机会游戏,无限字母表,部分和延迟预测,分类,和更积极的系统。

英文摘要:

Solomonoff's uncomputable universal prediction scheme $ξ$ allows to predict the next symbol $x_k$ of a sequence $x_1...x_{k-1}$ for any Turing computable, but otherwise unknown, probabilistic environment $μ$. This scheme will be generalized to arbitrary environmental classes, which, among others, allows the construction of computable universal prediction schemes $ξ$. Convergence of $ξ$ to $μ$ in a conditional mean squared sense and with $μ$ probability 1 is proven. It is shown that the average number of prediction errors made by the universal $ξ$ scheme rapidly converges to those made by the best possible informed $μ$ scheme. The schemes, theorems and proofs are given for general finite alphabet, which results in additional complications as compared to the binary case. Several extensions of the presented theory and results are outlined. They include general loss functions and bounds, games of chance, infinite alphabet, partial and delayed prediction, classification, and more active systems.

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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