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Error in Enumerable Sequence Prediction

Authors: Nick Hay

Published in: Dagstuhl Seminar Proceedings, Volume 6051, Kolmogorov Complexity and Applications (2006)


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.

Cite as

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)


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@InProceedings{hay:DagSemProc.06051.7,
  author =	{Hay, Nick},
  title =	{{Error in Enumerable Sequence Prediction}},
  booktitle =	{Kolmogorov Complexity and Applications},
  pages =	{1--5},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2006},
  volume =	{6051},
  editor =	{Marcus Hutter and Wolfgang Merkle and Paul M.B. Vitanyi},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemProc.06051.7},
  URN =		{urn:nbn:de:0030-drops-6331},
  doi =		{10.4230/DagSemProc.06051.7},
  annote =	{Keywords: Sequence prediction, Solomonoff induction, enumerable semimeasures}
}
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