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Theoretical Computer Science
Volume 364, Issue 1, 2 November 2006, Pages 3-9
Algorithmic Learning Theory, 14th International Conference on Algorithmic Learning Theory (ALT 2003)
 
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doi:10.1016/j.tcs.2006.07.037    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2006 Elsevier B.V. All rights reserved.

Criterion of calibration for transductive confidence machine with limited feedback

Ilia NouretdinovCorresponding Author Contact Information, a, E-mail The Corresponding Author and Vladimir Vovka, E-mail The Corresponding Author

aDepartment of Computer Science, Royal Holloway, University of London, Egham, Surrey, TW20 OEX, UK

Available online 31 July 2006.

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Abstract

This paper is concerned with the problem of on-line prediction in the situation where some data are unlabelled and can never be used for prediction, and even when the data are labelled, the labels may arrive with a delay. We construct a modification of randomised transductive confidence machine for this case and prove a necessary and sufficient condition for its predictions being calibrated, in the sense that in the long run they are wrong with a prespecified probability under the assumption that the data are generated independently by the same distribution. The condition for calibration turns out to be very weak: feedback should be given on more than a logarithmic fraction of steps.

Keywords: On-line prediction; Confident prediction; Transductive confidence machine


Theoretical Computer Science
Volume 364, Issue 1, 2 November 2006, Pages 3-9
Algorithmic Learning Theory, 14th International Conference on Algorithmic Learning Theory (ALT 2003)
 
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