Share
Prediction, Learning, and Games (in English)
Gabor Lugosi
(Author)
·
Nicolo Cesa-Bianchi
(Author)
·
Cambridge University Press
· Hardcover
Prediction, Learning, and Games (in English) - Cesa-Bianchi, Nicolo ; Lugosi, Gabor
$ 80.42
$ 89.99
You save: $ 9.57
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My WishlistsIt will be shipped from our warehouse between
Monday, July 08 and
Tuesday, July 09.
You will receive it anywhere in United States between 1 and 3 business days after shipment.
Synopsis "Prediction, Learning, and Games (in English)"
This important text and reference for researchers and students in machine learning, game theory, statistics and information theory offers a comprehensive treatment of the problem of predicting individual sequences. Unlike standard statistical approaches to forecasting, prediction of individual sequences does not impose any probabilistic assumption on the data-generating mechanism. Yet, prediction algorithms can be constructed that work well for all possible sequences, in the sense that their performance is always nearly as good as the best forecasting strategy in a given reference class. The central theme is the model of prediction using expert advice, a general framework within which many related problems can be cast and discussed. Repeated game playing, adaptive data compression, sequential investment in the stock market, sequential pattern analysis, and several other problems are viewed as instances of the experts' framework and analyzed from a common nonstochastic standpoint that often reveals new and intriguing connections.