✦ LIBER ✦

Prediction algorithms and confidence measures based on algorithmic randomness theory

✍ Scribed by Alex Gammerman; Volodya Vovk

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 104 KB
Volume: 287
Category: Article
ISSN: 0304-3975
DOI: 10.1016/s0304-3975(02)00100-7

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✦ Synopsis

This paper reviews some theoretical and experimental developments in building computable approximations of Kolmogorov's algorithmic notion of randomness. Based on these approximations a new set of machine learning algorithms have been developed that can be used not just to make predictions but also to estimate the conÿdence under the usual iid assumption.

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