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Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families
Published on Aug 09, 20133881 Views
We study online learning under logarithmic loss with regular parametric models. Hedayati and Bartlett (2012) showed that a Bayesian prediction strategy with Jeffreys prior and sequential normalized ma
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Chapter list
Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families00:00
Player Adversary's Game00:09
Goal00:57
Sequential Probability Assignment Equivalent to Joint Distribution01:47
Normalized maximum likelihood04:23
Bayesian strategies04:53
SNML05:01
Exponential families05:10
Implications05:16
End05:17