Slides in PDF - of Marcus Hutter

Marcus Hutter - 20 - Universal Induction & Intelligence
Sequential/Online Prediction – Setup
In sequential or online prediction, for times t = 1, 2, 3, ...,
our predictor p makes a prediction y p t ∈ Y
based on past observations x 1 , ..., x t−1 .
Thereafter x t ∈ X is observed and p suffers Loss(x t , y p t ).
The goal is to design predictors with small total loss or cumulative
Loss 1:T (p) := ∑ T
t=1 Loss(x t, y p t ).
Applications are abundant, e.g. weather or stock market forecasting.
Example:
Y =
Loss(x, y)
{
umbrella
sunglasses
}
X = {sunny , rainy}
0.1 0.3
0.0 1.0
Setup also includes: Classification and Regression problems.