Error in Enumerable Sequence Prediction
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.
Sequence prediction
Solomonoff induction
enumerable semimeasures
1-5
Regular Paper
Nick
Hay
Nick Hay
10.4230/DagSemProc.06051.7
Creative Commons Attribution 4.0 International license
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