Prediction, Learning, and Games

- Cesa-Bianchi, N: Prediction, Learning, and Games

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Prediction, Learning, and Games
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Format:
Bog, hardback
Udgivelsesdato:
13-03-2006
Sprog:
Engelsk
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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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Udgivelsesdato:
13-03-2006
ISBN13:
9780521841085
Vægt:
860 g
Dybde:
28 mm
Bredde:
183 mm
Højde:
259 mm
Format:
Hardback
Forfattere
Bibliotekernes beskrivelse The central theme here is a model of prediction using expert advice, a general framework within which many related problems can be cast and discussed, including repeated game playing, adaptive data compression, sequential investment in the stock market, and sequential pattern analysis. Worked examples or Exercises; 2 Tables, unspecified

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