Prediction, Learning, and Games
Summary
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Prediction, Learning, and Games by Nicolo Cesa-Bianchi Gabor Lugosi
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.
'This book is a comprehensive treatment of current results on predicting using expert advice' Mathematical Reviews
Nicolò Cesa-Bianchi is Professor of Computer Science at the University of Milan, Italy. His research interests include learning theory, pattern analysis, and worst-case analysis of algorithms. He is the acting editor of The Machine Learning Journal. Gábor Lugosi has been working on various problems in pattern classification, nonparametric statistics, statistical learning theory, game theory, probability, and information theory. He is co-author of the monographs, A Probabilistic Theory of Pattern Recognition and Combinatorial Methods of Density Estimation. He has been an associate editor of various journals including The IEEE Transactions of Information Theory, Test, ESAIM: Probability and Statistics and Statistics and Decisions.
| SKU | Unavailable |
| ISBN 13 | 9780521841085 |
| ISBN 10 | 0521841089 |
| Title | Prediction, Learning, and Games |
| Author | Nicolo Cesa-Bianchi |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Cambridge University Press |
| Year published | 2006-03-13 |
| Number of pages | 408 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |