Modeling for Optimal Probability Prediction (2002)
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by
Yong Wang
,
Ian H. Witten
| Venue: | In Proceedings of the Nineteenth International Conference on Machine Learning |
| Citations: | 3 - 0 self |
BibTeX
@INPROCEEDINGS{Wang02modelingfor,
author = {Yong Wang and Ian H. Witten},
title = {Modeling for Optimal Probability Prediction},
booktitle = {In Proceedings of the Nineteenth International Conference on Machine Learning},
year = {2002},
pages = {650--657},
publisher = {Morgan Kaufmann}
}
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Abstract
We present a general modeling method for optimal probability prediction over future observations, in which model dimensionality is determined as a natural by-product. This new method yields several estimators, and we establish theoretically that they are optimal (either overall or under stated restrictions) when the number of free parameters is infinite.
