Consistency of Feature Markov Processes

  • Peter Sunehag
  • Marcus Hutter
Conference paper

DOI: 10.1007/978-3-642-16108-7_29

Part of the Lecture Notes in Computer Science book series (LNCS, volume 6331)
Cite this paper as:
Sunehag P., Hutter M. (2010) Consistency of Feature Markov Processes. In: Hutter M., Stephan F., Vovk V., Zeugmann T. (eds) Algorithmic Learning Theory. ALT 2010. Lecture Notes in Computer Science, vol 6331. Springer, Berlin, Heidelberg

Abstract

We are studying long term sequence prediction (forecasting). We approach this by investigating criteria for choosing a compact useful state representation. The state is supposed to summarize useful information from the history. We want a method that is asymptotically consistent in the sense it will provably eventually only choose between alternatives that satisfy an optimality property related to the used criterion. We extend our work to the case where there is side information that one can take advantage of and, furthermore, we briefly discuss the active setting where an agent takes actions to achieve desirable outcomes.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • Peter Sunehag
    • 1
  • Marcus Hutter
    • 1
  1. 1.RSISE@Australian National University and SML@NICTACanberraAustralia

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