Our main interest is in the problem of making predictions in the online mode of learning where at every step in time a signal arrives and a prediction needs to be made before the corresponding outcome arrives. Loss is suffered if the prediction and outcome do not match perfectly. In the prediction with expert advice framework, this protocol is augmented by a pool of experts that produce their predictions before we have to make ours. The Aggregating Algorithm (AA) is a technique that optimally merges these experts so that the resulting strategy suffers a cumulative loss that is almost as good as that of the best expert in the pool. The AA was applied to the problem of regression, where outcomes are continuous real numbers, to get the AA for Regression (AAR) and its kernel version, KAAR. On typical datasets, KAAR's empirical performance is not as good as that of Kernel Ridge Regression (KRR) which is a popular regression method. KAAR performs better than KRR only when the data is corrupted with lots of noise or contains severe outliers. To alleviate this we introduce methods that are a hybrid between KRR and KAAR. Empirical experiments suggest that, in general, these new methods perform as good as or better than both KRR and KAAR. In the second part of this dissertation we deal with a more difficult problem— we allow the dependence of outcomes on signals to change with time. To handle this we propose two new methods: WeCKAAR and KAARCh. WeCKAAR is a simple modification of one of our methods from the first part of the dissertation to include decaying weights. KAARCh is an application of the AA to the case where the experts are all the predictors that can change with time. We show that KAARCh suffers a cumulative loss that is almost as good as that of any expert that does not change very rapidly. Empirical results on data with changing dependencies demonstrate that WeCKAAR and KAARCh perform well in practice and are considerably better than Kernel Ridge Regression.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:497942 |
| Date | January 2008 |
| Creators | Busuttil, Steven |
| Publisher | Royal Holloway, University of London |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | http://digirep.rhul.ac.uk/items/07c142b2-451a-98df-846e-06788f7338a1/1/ |
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