TY - GEN

T1 - Learning the experts for online sequence prediction

AU - Eban, Elad

AU - Birnbaum, Aharon

AU - Shalev-Shwartz, Shai

AU - Globerson, Amir

PY - 2012

Y1 - 2012

N2 - Online sequence prediction is the problem of predicting the next element of a sequence given previous elements. This problem has been extensively studied in the context of individual sequence prediction, where no prior assumptions are made on the origin of the sequence. Individual sequence prediction algorithms work quite well for long sequences, where the algorithm has enough time to learn the temporal structure of the sequence. However, they might give poor predictions for short sequences. A possible remedy is to rely on the general model of prediction with expert advice, where the learner has access to a set of r experts, each of which makes its own predictions on the sequence. It is well known that it is possible to predict almost as well as the best expert if the sequence length is order of log(r). But, without firm prior knowledge on the problem, it is not clear how to choose a small set of good experts. In this paper we describe and analyze a new algorithm that learns a good set of experts using a training set of previously observed sequences. We demonstrate the merits of our approach by applying it on the task of click prediction on the web.

AB - Online sequence prediction is the problem of predicting the next element of a sequence given previous elements. This problem has been extensively studied in the context of individual sequence prediction, where no prior assumptions are made on the origin of the sequence. Individual sequence prediction algorithms work quite well for long sequences, where the algorithm has enough time to learn the temporal structure of the sequence. However, they might give poor predictions for short sequences. A possible remedy is to rely on the general model of prediction with expert advice, where the learner has access to a set of r experts, each of which makes its own predictions on the sequence. It is well known that it is possible to predict almost as well as the best expert if the sequence length is order of log(r). But, without firm prior knowledge on the problem, it is not clear how to choose a small set of good experts. In this paper we describe and analyze a new algorithm that learns a good set of experts using a training set of previously observed sequences. We demonstrate the merits of our approach by applying it on the task of click prediction on the web.

UR - http://www.scopus.com/inward/record.url?scp=84867124489&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:84867124489

SN - 9781450312851

T3 - Proceedings of the 29th International Conference on Machine Learning, ICML 2012

SP - 879

EP - 886

BT - Proceedings of the 29th International Conference on Machine Learning, ICML 2012

T2 - 29th International Conference on Machine Learning, ICML 2012

Y2 - 26 June 2012 through 1 July 2012

ER -