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Optimal Probability Estimation with Applications to Prediction and Classification
Published on Aug 09, 20133658 Views
Via a unified viewpoint of probability estimation, classification,and prediction, we derive a uniformly-optimal combined-probability estimator, construct a classifier that uniformly approaches the err
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Chapter list
Optimal Probability Estimation with Applications to Prediction and Classi cation00:00
Overview00:13
Motivation00:41
Example00:46
Sample complexity of estimation01:23
Natural estimators02:37
Definitions03:15
Combined-probability estimation04:37
Optimality criteria04:40
Empirical?05:34
[Good Turing '53]06:48
Previous results08:15
New results09:33
Classification10:16
Competitive label-invariant classi cation10:22
Example11:31
Results13:04
Proof sketch13:59
New estimator14:03
Estimating15:37
Linear estimator16:18
Technical details17:10
Summary17:57
Thank you18:44