A new notion of predictive complexity and corresponding amount of
information are considered.
Predictive complexity is a generalization of Kolmogorov complexity
which bounds the ability of any algorithm to predict elements of
a sequence of outcomes. We consider predictive complexity for a wide class
of bounded loss functions which ...
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Predictive complexity is a generalization of Kolmogorov complexity
which gives a lower bound to ability of any algorithm to predict
elements of a sequence of outcomes. A variety of types of loss
functions makes it interesting to study relations between corresponding
predictive complexities.
Non-linear inequalities between predictive complexity of ... more >>>