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A sequential sampling algorithm for a general class of utility criteria
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ALT '99 Proceedings of the 10th International Conference on Algorithmic Learning Theory
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COLT '00 Proceedings of the Thirteenth Annual Conference on Computational Learning Theory
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Progress in Discovery Science, Final Report of the Japanese Discovery Science Project
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A sequential sampling algorithm or adaptive sampling algorithm is a sampling algorithm that obtains instances sequentially one by one and determines from these instances whether it has already seen enough number of instances for achieving a given task. In this paper, we present two typical sequential sampling algorithms. By using simple estimation problems for our example, we explain when and how to use such sampling algorithms for designing adaptive learning algorithms.