Error in Enumerable Sequence Prediction

Author Nick Hay



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Nick Hay

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Nick Hay. Error in Enumerable Sequence Prediction. In Kolmogorov Complexity and Applications. Dagstuhl Seminar Proceedings, Volume 6051, pp. 1-5, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2006) https://doi.org/10.4230/DagSemProc.06051.7

Abstract

We outline a method for quantifying the error of a sequence prediction.  With sequence predictions represented by semimeasures $
u(x)$ we define their error to be $-log_2 
u(x)$.  We note that enumerable semimeasures are those which model the sequence as the output of a computable system given unknown input.  Using this we define the simulation complexity of a computable system $C$ relative to another $U$ giving an emph{exact} bound on their difference in error.  This error in turn gives an exact upper bound on the number of predictions $
u$ gets incorrect.

Subject Classification

Keywords
  • Sequence prediction
  • Solomonoff induction
  • enumerable semimeasures

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