Prediction, Learning, and Games

Prediction, Learning, and Games

by Nicolo Cesa-Bianchi, Gabor Lugosi
     
 

ISBN-10: 0521841089

ISBN-13: 9780521841085

Pub. Date: 03/31/2006

Publisher: Cambridge University Press

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

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Overview

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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Product Details

ISBN-13:
9780521841085
Publisher:
Cambridge University Press
Publication date:
03/31/2006
Edition description:
New Edition
Pages:
406
Product dimensions:
6.97(w) x 9.96(h) x 1.06(d)

Table of Contents

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.

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