为了更好的预测,控制你的信息

Michal Moshkovitz, Naftali Tishby
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引用次数: 0

摘要

我们建议统一看待两种已知的预测算法:上下文树加权(CTW)和预测后缀树(PST),将它们表述为信息有限的控制问题。从规划和信息收集的统一角度出发,提出了一种结合了这两种极端算法的优点并在两者之间进行高效插值的新算法。统一视图基于信息约束下最优控制的最新思想。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Control your information for better predictions
We suggest a unified view of two known prediction algorithms: Context Tree Weighting (CTW) and Prediction Suffix Tree (PST), by formulating them as information limited control problems. Using a unified view of planning and information gathering we suggest a new algorithm that combines the advantages of these two extreme algorithms and interpolates efficiently between them. The unified view is based on recent ideas from optimal control under information constraints.
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