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Generic Bounds on the Maximum Deviations in Sequential/Sequence Prediction (and the Implications in Recursive Algorithms and Learning/Generalization)

Abstract: 

In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach. The fundamental bounds are shown to depend only on the conditional entropy of the data point to be predicted given the previous data points. In the asymptotic case, the bounds are achieved if and only if the prediction error is white and uniformly distributed.

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Paper Details

Authors:
Song Fang, Quanyan Zhu
Submitted On:
24 October 2019 - 4:45pm
Short Link:
Type:
Poster
Event:
Presenter's Name:
Song Fang
Paper Code:
MLSP-137
Document Year:
2019
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[1] Song Fang, Quanyan Zhu, "Generic Bounds on the Maximum Deviations in Sequential/Sequence Prediction (and the Implications in Recursive Algorithms and Learning/Generalization)", IEEE SigPort, 2019. [Online]. Available: http://sigport.org/4890. Accessed: Sep. 20, 2020.
@article{4890-19,
url = {http://sigport.org/4890},
author = {Song Fang; Quanyan Zhu },
publisher = {IEEE SigPort},
title = {Generic Bounds on the Maximum Deviations in Sequential/Sequence Prediction (and the Implications in Recursive Algorithms and Learning/Generalization)},
year = {2019} }
TY - EJOUR
T1 - Generic Bounds on the Maximum Deviations in Sequential/Sequence Prediction (and the Implications in Recursive Algorithms and Learning/Generalization)
AU - Song Fang; Quanyan Zhu
PY - 2019
PB - IEEE SigPort
UR - http://sigport.org/4890
ER -
Song Fang, Quanyan Zhu. (2019). Generic Bounds on the Maximum Deviations in Sequential/Sequence Prediction (and the Implications in Recursive Algorithms and Learning/Generalization). IEEE SigPort. http://sigport.org/4890
Song Fang, Quanyan Zhu, 2019. Generic Bounds on the Maximum Deviations in Sequential/Sequence Prediction (and the Implications in Recursive Algorithms and Learning/Generalization). Available at: http://sigport.org/4890.
Song Fang, Quanyan Zhu. (2019). "Generic Bounds on the Maximum Deviations in Sequential/Sequence Prediction (and the Implications in Recursive Algorithms and Learning/Generalization)." Web.
1. Song Fang, Quanyan Zhu. Generic Bounds on the Maximum Deviations in Sequential/Sequence Prediction (and the Implications in Recursive Algorithms and Learning/Generalization) [Internet]. IEEE SigPort; 2019. Available from : http://sigport.org/4890