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Nicolò Cesa-Bianchi

Prediction, Learning, and Games

by Nicolo Cesa-Bianchi (Author), Gabor Lugosi (Author)

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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.

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Editorial Reviews

Review

"Each chapter contains about two dozen inspiring problems, and the book refers to more than 300 up-to-date sources.... The book is addressed to graduate students and researchers in the fields of engineering and information, computer sciences, and data analysis; it presents both theoretical inference and practical hands-on usage of modern prediction techniques."
Stan Lipovektsy, GfK Custom Research North AmericaTechnometrics

"This book is a comprehensive treatment of current results on predicting using expert advice."
David S. Leslie, Mathematical Reviews

Book Description

This book provides a general framework for repeated game playing, adaptive data compression, sequential investments, sequential pattern analysis and other problems.

Product details

Publisher ‏ : ‎ Cambridge University Press (March 13, 2006)
Language ‏ : ‎ English
Hardcover ‏ : ‎ 408 pages
ISBN-10 ‏ : ‎ 0521841089
ISBN-13 ‏ : ‎ 978-0521841085
Item Weight ‏ : ‎ 1.9 pounds
Dimensions ‏ : ‎ 7 x 0.94 x 10 inches

Best Sellers Rank: #1,848,027 in Books (See Top 100 in Books)
- #328 in Computer Vision & Pattern Recognition
- #385 in Game Theory (Books)
- #1,313 in Game Programming

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