Prediction algorithms and confidence measures based on algorithmic randomness theory

  • Authors:
  • Alex Gammerman;Volodya Vovk

  • Affiliations:
  • Computer Learning Research Centre and Department of Computer Science, Royal Holloway, University of London, Egham, Surrey TW20 0EX, UK;Computer Learning Research Centre and Department of Computer Science, Royal Holloway, University of London, Egham, Surrey TW20 0EX, UK

  • Venue:
  • Theoretical Computer Science - Natural computing
  • Year:
  • 2002

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Abstract

This paper reviews some theoretical and experimental developments in building computable approximations of Kolmogorov's algorithmic notion of randomness. Based on these approximations a new set of machine learning algorithms have been developed that can be used not just to make predictions but also to estimate the confidence under the usual iid assumption.