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Optimal Probability Estimation with Applications to Prediction and Classification

Optimal Probability Estimation with Applications to Prediction and Classification

This video was recorded at 26th Annual Conference on Learning Theory (COLT), Princeton 2013. Via a unified viewpoint of probability estimation, classification,and prediction, we derive a uniformly-optimal combined-probability estimator, construct a classifier that uniformly approaches the error of the best possible label-invariant classifier, and improve existing results on pattern prediction and compression.... Show More

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