Skip to main content

How Many Strings Are Easy to Predict?

  • Conference paper
Book cover Learning Theory and Kernel Machines

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 2777))

  • 5266 Accesses

Abstract

It is well known in the theory of Kolmogorov complexity that most strings cannot be compressed; more precisely, only exponentially few (Θ(2n − m)) strings of length n can be compressed by m bits. This paper extends the ‘incompressibility’ property of Kolmogorov complexity to the ‘unpredictability’ property of predictive complexity. The ‘unpredictability’ property states that predictive complexity (defined as the loss suffered by a universal prediction algorithm working infinitely long) of most strings is close to a trivial upper bound (the loss suffered by a trivial minimax constant prediction strategy). We show that only exponentially few strings can be successfully predicted and find the base of the exponent.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Cesa-Bianchi, N., Freund, Y., Haussler, D., Helmbold, D.P., Schapire, R.E., Warmuth, M.K.: How to use expert advice. Journal of the ACM 44(3), 427–485 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  2. Eggleston, H.G.: Convexity. Cambridge University Press, Cambridge (1958)

    Book  Google Scholar 

  3. Gallager, R.G.: Information Theory and Reliable Communication. John Wiley and Sons, Inc., Chichester (1968)

    Google Scholar 

  4. Haussler, D., Kivinen, J., Warmuth, M.K.: Sequential prediction of individual sequences under general loss functions. IEEE Transactions on Information Theory 44(5), 1906–1925 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  5. Karlin, S., Taylor, H.M.: A First Course in Stochastic Processes. Academic Press, Inc., London (1975)

    Google Scholar 

  6. Li, M., Vitányi, P.: An Introduction to Kolmogorov Complexity and Its Applications, 2nd edn. Springer, New York (1997)

    MATH  Google Scholar 

  7. Littlestone, N., Warmuth, M.K.: The weighted majority algorithm. Information and Computation 108, 212–261 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  8. Vovk, V., Watkins, C.J.H.C.: Universal portfolio selection. In: Proceedings of the 11th Annual Conference on Computational Learning Theory, pp. 12–23 (1998)

    Google Scholar 

  9. V’yugin, V.V.: Algorithmic entropy (complexity) of finite objects and its applications to defining randomness and amount of information. Selecta Mathematica formerly Sovietica 13, 357–389 (1994)

    MathSciNet  Google Scholar 

  10. Williams, D.: Probability with Martingales. Cambridge University Press, Cambridge (1991)

    MATH  Google Scholar 

  11. Zvonkin, A.K., Levin, L.A.: The complexity of finite objects and the development of the concepts of information and randomness by means of the theory of algorithms. Russian Math. Surveys 25, 83–124 (1970)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2003 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Kalnishkan, Y., Vovk, V., Vyugin, M.V. (2003). How Many Strings Are Easy to Predict?. In: Schölkopf, B., Warmuth, M.K. (eds) Learning Theory and Kernel Machines. Lecture Notes in Computer Science(), vol 2777. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-45167-9_38

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-45167-9_38

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-40720-1

  • Online ISBN: 978-3-540-45167-9

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics