Prediction, Learning, and Games

Name: Prediction, Learning, and Games
Price: 73.57 USD
Availability: InStock
ISBN: 9780521841085

ISBN-10: 0521841089

ISBN-13: 9780521841085

Edition: 2006

Authors: Nicolo Cesa-Bianchi, Gabor Lugosi

List price: $85.99

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Description:

This important new text and reference for researchers and students in machine learning, game theory, statistics and information theory offers the first 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…

Book details

List price: $85.99
Copyright year: 2006
Publisher: Cambridge University Press
Publication date: 3/13/2006
Binding: Hardcover
Pages: 408
Size: 7.20" wide x 10.20" long x 1.10" tall
Weight: 2.310




Introduction



Prediction with expert advice



Tight bounds for specific losses



Randomized prediction



Efficient forecasters for large classes of experts



Prediction with limited feedback



Prediction and playing games



Absolute loss



Logarithmic loss



Sequential investment



Linear pattern recognition



Linear classification



Appendix.