Title
Online Learning of Non-stationary Sequences
Abstract
We consider an online learning scenario in which the learner can make predictions on the basis of a fixed set of experts. We derive upper and lower relative loss bounds for a class of universal learning algorithms involving a switching dynamics over the choice of the experts. On the basis of the performance bounds we provide the optimal a priori discretization for learning the parameter that governs the switching dynamics. We demonstrate the new algorithm in the context of wireless networks.
Year
Venue
Keywords
2003
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 16
wireless networks,hmm,wireless,wireless network,stationary sequence,ai
Field
DocType
Volume
Online learning,Wireless network,Discretization,Wireless,Active learning (machine learning),Computer science,A priori and a posteriori,Theoretical computer science,Artificial intelligence,Hidden Markov model,Machine learning
Conference
16
ISSN
Citations 
PageRank 
1049-5258
27
3.10
References 
Authors
13
2
Name
Order
Citations
PageRank
Claire Monteleoni132724.15
Jaakkola, Tommi26948968.29