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Arxiv
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Tracking Changing Probabilities via Dynamic Learners
- Consider a predictor, a learner, whose input is a stream of discrete items.
- The predictor's task is probabilistic multiclass prediction, predicting the next item with probabilities.
- The predictor keeps track of item proportions and adjusts probabilities based on revealed items.
- Various predictors, such as sparse moving averages, are designed and evaluated for the task.
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