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Prediction, Learning, and Games

Nicolo Cesa-Bianchi, Gabor Lugosi




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 | #260279 in Books |  Cambridge University Press |  2006-03-13 | Original language:English | PDF # 1 |  9.96 x.94 x6.97l,1.89 | File type: PDF | 408 pages

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|| |"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

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...

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