{"id":"https://openalex.org/W2143803268","doi":"https://doi.org/10.1109/isit.2011.6033961","title":"Finite-memory least squares universal prediction of individual continuous sequences","display_name":"Finite-memory least squares universal prediction of individual continuous sequences","publication_year":2011,"publication_date":"2011-07-01","ids":{"openalex":"https://openalex.org/W2143803268","doi":"https://doi.org/10.1109/isit.2011.6033961","mag":"2143803268"},"language":"en","primary_location":{"id":"doi:10.1109/isit.2011.6033961","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit.2011.6033961","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 IEEE International Symposium on Information Theory Proceedings","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069831880","display_name":"Ronen Dar","orcid":"https://orcid.org/0000-0002-3505-3490"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Ronen Dar","raw_affiliation_strings":["Department of EE-Systems, TAU, Tel Aviv, Israel","Dept. of EE-Systems, TAU, Tel Aviv, Israel"],"affiliations":[{"raw_affiliation_string":"Department of EE-Systems, TAU, Tel Aviv, Israel","institution_ids":[]},{"raw_affiliation_string":"Dept. of EE-Systems, TAU, Tel Aviv, Israel","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5066905280","display_name":"Meir Feder","orcid":"https://orcid.org/0000-0002-1290-0482"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Meir Feder","raw_affiliation_strings":["Department of EE-Systems, TAU, Tel Aviv, Israel","Dept. of EE-Systems, TAU, Tel Aviv, Israel"],"affiliations":[{"raw_affiliation_string":"Department of EE-Systems, TAU, Tel Aviv, Israel","institution_ids":[]},{"raw_affiliation_string":"Dept. of EE-Systems, TAU, Tel Aviv, Israel","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5069831880"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.4097,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.69585611,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"136","issue":null,"first_page":"224","last_page":"228"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12072","display_name":"Machine Learning and Algorithms","score":0.9966999888420105,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11321","display_name":"Error Correcting Code Techniques","score":0.9947999715805054,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.6502614617347717},{"id":"https://openalex.org/keywords/finite-state-machine","display_name":"Finite-state machine","score":0.6337817907333374},{"id":"https://openalex.org/keywords/constant","display_name":"Constant (computer programming)","score":0.6045135855674744},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.5474085211753845},{"id":"https://openalex.org/keywords/regret","display_name":"Regret","score":0.541957437992096},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5129432082176208},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.5028602480888367},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.49479836225509644},{"id":"https://openalex.org/keywords/binary-number","display_name":"Binary number","score":0.4780581295490265},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.36898481845855713},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.1817995309829712},{"id":"https://openalex.org/keywords/arithmetic","display_name":"Arithmetic","score":0.16960427165031433}],"concepts":[{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.6502614617347717},{"id":"https://openalex.org/C167822520","wikidata":"https://www.wikidata.org/wiki/Q176452","display_name":"Finite-state machine","level":2,"score":0.6337817907333374},{"id":"https://openalex.org/C2777027219","wikidata":"https://www.wikidata.org/wiki/Q1284190","display_name":"Constant (computer programming)","level":2,"score":0.6045135855674744},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.5474085211753845},{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.541957437992096},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5129432082176208},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.5028602480888367},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.49479836225509644},{"id":"https://openalex.org/C48372109","wikidata":"https://www.wikidata.org/wiki/Q3913","display_name":"Binary number","level":2,"score":0.4780581295490265},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.36898481845855713},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.1817995309829712},{"id":"https://openalex.org/C94375191","wikidata":"https://www.wikidata.org/wiki/Q11205","display_name":"Arithmetic","level":1,"score":0.16960427165031433},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/isit.2011.6033961","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit.2011.6033961","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 IEEE International Symposium on Information Theory Proceedings","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W292716351","https://openalex.org/W1492221128","https://openalex.org/W1564294998","https://openalex.org/W1603277681","https://openalex.org/W1873614015","https://openalex.org/W1966264494","https://openalex.org/W2071080750","https://openalex.org/W2078766198","https://openalex.org/W2104334863","https://openalex.org/W2107194273","https://openalex.org/W2117013069","https://openalex.org/W2157152117","https://openalex.org/W2166980681","https://openalex.org/W2167019993","https://openalex.org/W2294584261","https://openalex.org/W6633741319","https://openalex.org/W6636202188"],"related_works":["https://openalex.org/W2971351794","https://openalex.org/W4376155396","https://openalex.org/W1947085858","https://openalex.org/W2174986909","https://openalex.org/W2527791220","https://openalex.org/W2101991911","https://openalex.org/W2155070487","https://openalex.org/W4311589891","https://openalex.org/W3123835761","https://openalex.org/W118270247"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2,54],"we":[3,98,130,153],"consider":[4,99],"the":[5,29,32,38,42,47,51,56,59,64,68,85,111,120,143,146,159,170,177,181],"problem":[6],"of":[7,10,31,61,63,103,127,141,145,162,186],"universal":[8,65],"prediction":[9],"individual":[11],"continuous":[12],"sequences":[13],"with":[14,138],"square-error":[15],"loss,":[16],"using":[17],"a":[18,75,100,124,132,155,167],"deterministic":[19],"finite-state":[20],"machine":[21,114,122,148],"(FSM).":[22],"The":[23,53],"goal":[24],"is":[25],"to":[26,37],"attain":[27],"universally":[28],"performance":[30],"best":[33],"constant":[34],"predictor":[35],"tuned":[36],"sequence,":[39],"which":[40,175],"predicts":[41],"empirical":[43,48],"mean":[44],"and":[45,67,91,115,165,179],"incurs":[46],"variance":[49],"as":[50],"loss.":[52],"analyzes":[55],"tradeoff":[57],"between":[58],"number":[60,126,140,185],"states":[62,142],"FSM":[66],"excess":[69],"loss":[70],"(regret).":[71],"We":[72],"first":[73],"present":[74],"machine,":[76,82,169],"termed":[77],"Exponential":[78,172],"Decaying":[79,173],"Memory":[80,107],"(EDM)":[81],"used":[83],"in":[84],"past":[86],"for":[87,123,183],"predicting":[88],"binary":[89],"sequences,":[90],"show":[92,116,154],"bounds":[93],"on":[94,158],"its":[95],"performance.":[96],"Then":[97],"new":[101,168],"class":[102],"machines,":[104,109],"Degenerated":[105],"Tracking":[106],"(DTM)":[108],"find":[110],"optimal":[112],"DTM":[113,147],"that":[117,136],"it":[118],"outperforms":[119,180],"EDM":[121,182],"small":[125],"states.":[128,187],"Incidentally,":[129],"prove":[131],"lower":[133,156],"bound":[134,157,178],"indicating":[135],"even":[137],"large":[139],"regret":[144,161],"does":[149],"not":[150],"vanish.":[151],"Finally,":[152],"achievable":[160],"any":[163,184],"FSM,":[164],"suggest":[166],"Enhanced":[171],"Memory,":[174],"attains":[176]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
