Online Prediction with Limited Selectivity

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Liu, Licheng, Qiao, Mingda
Natura: Preprint
Pubblicazione: 2025
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866909735745224704
author Liu, Licheng
Qiao, Mingda
author_facet Liu, Licheng
Qiao, Mingda
contents Selective prediction [Dru13, QV19] models the scenario where a forecaster freely decides on the prediction window that their forecast spans. Many data statistics can be predicted to a non-trivial error rate without any distributional assumptions or expert advice, yet these results rely on that the forecaster may predict at any time. We introduce a model of Prediction with Limited Selectivity (PLS) where the forecaster can start the prediction only on a subset of the time horizon. We study the optimal prediction error both on an instance-by-instance basis and via an average-case analysis. We introduce a complexity measure that gives instance-dependent bounds on the optimal error. For a randomly-generated PLS instance, these bounds match with high probability.
format Preprint
id arxiv_https___arxiv_org_abs_2508_09592
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Online Prediction with Limited Selectivity
Liu, Licheng
Qiao, Mingda
Machine Learning
Data Structures and Algorithms
Selective prediction [Dru13, QV19] models the scenario where a forecaster freely decides on the prediction window that their forecast spans. Many data statistics can be predicted to a non-trivial error rate without any distributional assumptions or expert advice, yet these results rely on that the forecaster may predict at any time. We introduce a model of Prediction with Limited Selectivity (PLS) where the forecaster can start the prediction only on a subset of the time horizon. We study the optimal prediction error both on an instance-by-instance basis and via an average-case analysis. We introduce a complexity measure that gives instance-dependent bounds on the optimal error. For a randomly-generated PLS instance, these bounds match with high probability.
title Online Prediction with Limited Selectivity
topic Machine Learning
Data Structures and Algorithms
url https://arxiv.org/abs/2508.09592