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conference paper
Alpha-NML Universal Predictors
2022
2022 IEEE International Symposium on Information Theory (ISIT)
Inspired by Sibson’s alpha-mutual information, we introduce a new parametric class of universal predictors. This class interpolates two well-known predictors, the mixture estimator, that includes the Laplace and the Krichevsky-Trofimov predictors, and the Normalized Maximum Likelihood (NML) estimator. We point out some advantages of this class of predictors and study its performance in terms of known regret measures under logarithmic loss, in particular for the well-studied case of discrete memoryless sources.
Type
conference paper
Authors
Publication date
2022
Published in
2022 IEEE International Symposium on Information Theory (ISIT)
Start page
468
End page
473
Peer reviewed
REVIEWED
EPFL units
Event name | Event place | Event date |
Espoo, Finland | June 26-July 1, 2022 | |
Available on Infoscience
December 9, 2022
Use this identifier to reference this record