Optimal Probability Estimation with Applications to Prediction and Classification

author: Ananda Theertha Suresh, Department of Computer Science and Engineering, UC San Diego
published: Aug. 9, 2013,   recorded: June 2013,   views: 3649


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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 error of the best possible label-invariant classifier, and improve existing results on pattern prediction and compression.

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