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Offline to Online Conversion

We consider the problem of converting offline estimators into an online predictor or estimator with small extra regret. Formally this is the problem of merging a collection of probability measures over strings of length 1,2,3,... into a single probability measure over infinite sequences. We describe various approaches and their pros and cons on various examples. As a side-result we give an elementary non-heuristic purely combinatoric derivation of Turing's famous estimator. Our main technical contribution is to determine the computational complexity of online estimators with good guarantees in general.

preprint2014arXivOpen access
Marcus Hutter
math.ITInformation TheoryComputationMachine Learningmath.STStatistics Theory
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Open access1 author6 topics
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Marcus Hutter

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