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On generalized computable universal priors and their convergence
Authors:Marcus Hutter
Affiliation:IDSIA, Galleria 2, CH-6928 Manno-Lugano, Switzerland
Abstract:Solomonoff unified Occam's razor and Epicurus’ principle of multiple explanations to one elegant, formal, universal theory of inductive inference, which initiated the field of algorithmic information theory. His central result is that the posterior of the universal semimeasure M   converges rapidly to the true sequence generating posterior μμ, if the latter is computable. Hence, M   is eligible as a universal predictor in case of unknown μμ. The first part of the paper investigates the existence and convergence of computable universal (semi) measures for a hierarchy of computability classes: recursive, estimable, enumerable, and approximable. For instance, M is known to be enumerable, but not estimable, and to dominate all enumerable semimeasures. We present proofs for discrete and continuous semimeasures. The second part investigates more closely the types of convergence, possibly implied by universality: in difference and in ratio, with probability 1, in mean sum, and for Martin-Löf random sequences. We introduce a generalized concept of randomness for individual sequences and use it to exhibit difficulties regarding these issues. In particular, we show that convergence fails (holds) on generalized-random sequences in gappy (dense) Bernoulli classes.
Keywords:Sequence prediction  Algorithmic information theory  Solomonoff's prior  Universal probability  Mixture distributions  Posterior convergence  Computability concepts  Martin-Lö  f randomness
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