Putting Bayes to sleep

@inproceedings{Koolen2012PuttingBT,
  title={Putting Bayes to sleep},
  author={Wouter M. Koolen and Dmitry Adamskiy and Manfred K. Warmuth},
  booktitle={NIPS},
  year={2012}
}
partition specialists We craft a prior on all partition specialists for which Bayes is both • fast: collapses to O(M) time per trial, O(M) space • good: regret close to information-theoretic lower bound Bayes for specialists crash course A specialist may or may not issue a prediction [FSSW97]. Prediction P(y|m) only available for awake m ∈W. Key insight: complete specialists to full models [CV09]: P(y|m) := P(y) for all asleep m / ∈W. circular! With prior P(m) on specialists, the Bayesian… CONTINUE READING

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