Mikhail V. Vyugin, Vladimir Vyugin

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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Mikhail V. Vyugin, Vladimir Vyugin

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 >>>