TY - GEN
T1 - Learning the experts for online sequence prediction
AU - Eban, Elad
AU - Birnbaum, Aharon
AU - Shalev-Shwartz, Shai
AU - Globerson, Amir
PY - 2012
Y1 - 2012
N2 - Online sequence prediction is the problem of predicting the next element of a sequence given previous elements. This problem has been extensively studied in the context of individual sequence prediction, where no prior assumptions are made on the origin of the sequence. Individual sequence prediction algorithms work quite well for long sequences, where the algorithm has enough time to learn the temporal structure of the sequence. However, they might give poor predictions for short sequences. A possible remedy is to rely on the general model of prediction with expert advice, where the learner has access to a set of r experts, each of which makes its own predictions on the sequence. It is well known that it is possible to predict almost as well as the best expert if the sequence length is order of log(r). But, without firm prior knowledge on the problem, it is not clear how to choose a small set of good experts. In this paper we describe and analyze a new algorithm that learns a good set of experts using a training set of previously observed sequences. We demonstrate the merits of our approach by applying it on the task of click prediction on the web.
AB - Online sequence prediction is the problem of predicting the next element of a sequence given previous elements. This problem has been extensively studied in the context of individual sequence prediction, where no prior assumptions are made on the origin of the sequence. Individual sequence prediction algorithms work quite well for long sequences, where the algorithm has enough time to learn the temporal structure of the sequence. However, they might give poor predictions for short sequences. A possible remedy is to rely on the general model of prediction with expert advice, where the learner has access to a set of r experts, each of which makes its own predictions on the sequence. It is well known that it is possible to predict almost as well as the best expert if the sequence length is order of log(r). But, without firm prior knowledge on the problem, it is not clear how to choose a small set of good experts. In this paper we describe and analyze a new algorithm that learns a good set of experts using a training set of previously observed sequences. We demonstrate the merits of our approach by applying it on the task of click prediction on the web.
UR - http://www.scopus.com/inward/record.url?scp=84867124489&partnerID=8YFLogxK
M3 - منشور من مؤتمر
SN - 9781450312851
T3 - Proceedings of the 29th International Conference on Machine Learning, ICML 2012
SP - 879
EP - 886
BT - Proceedings of the 29th International Conference on Machine Learning, ICML 2012
T2 - 29th International Conference on Machine Learning, ICML 2012
Y2 - 26 June 2012 through 1 July 2012
ER -