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Weighted Majority Algorithm (machine Learning)
In machine learning, weighted majority algorithm (WMA) is a meta learning algorithm used to construct a compound algorithm from a pool of prediction algorithms, which could be any type of learning algorithms, classifiers, or even real human experts. The algorithm assumes that we have no prior knowledge about the accuracy of the algorithms in the pool, but there are sufficient reasons to believe that one or more will perform well. Assume that the problem is a binary decision problem. To construct the compound algorithm, a positive weight is given to each of the algorithms in the pool. The compound algorithm then collects weighted votes from all the algorithms in the pool, and gives the prediction that has a higher vote. If the compound algorithm makes a mistake, the algorithms in the pool that contributed to the wrong predicting will be discounted by a certain ratio β where 0<β<1. It can be shown that the
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Machine Learning
Machine learning (ML) is a field of inquiry devoted to understanding and building methods that 'learn', that is, methods that leverage data to improve performance on some set of tasks. It is seen as a part of artificial intelligence. Machine learning algorithms build a model based on sample data, known as training data, in order to make predictions or decisions without being explicitly programmed to do so. Machine learning algorithms are used in a wide variety of applications, such as in medicine, email filtering, speech recognition, agriculture, and computer vision, where it is difficult or unfeasible to develop conventional algorithms to perform the needed tasks.Hu, J.; Niu, H.; Carrasco, J.; Lennox, B.; Arvin, F.,Voronoi-Based Multi-Robot Autonomous Exploration in Unknown Environments via Deep Reinforcement Learning IEEE Transactions on Vehicular Technology, 2020. A subset of machine learning is closely related to computational statistics, which focuses on making predicti ...
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Meta-learning (computer Science)
Meta learning is a subfield of machine learning where automatic learning algorithms are applied to metadata about machine learning experiments. As of 2017 the term had not found a standard interpretation, however the main goal is to use such metadata to understand how automatic learning can become flexible in solving learning problems, hence to improve the performance of existing learning algorithms or to learn (induce) the learning algorithm itself, hence the alternative term learning to learn. Flexibility is important because each learning algorithm is based on a set of assumptions about the data, its inductive bias. This means that it will only learn well if the bias matches the learning problem. A learning algorithm may perform very well in one domain, but not on the next. This poses strong restrictions on the use of machine learning or data mining techniques, since the relationship between the learning problem (often some kind of database) and the effectiveness of differe ...
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Algorithm
In mathematics and computer science, an algorithm () is a finite sequence of rigorous instructions, typically used to solve a class of specific problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can perform automated deductions (referred to as automated reasoning) and use mathematical and logical tests to divert the code execution through various routes (referred to as automated decision-making). Using human characteristics as descriptors of machines in metaphorical ways was already practiced by Alan Turing with terms such as "memory", "search" and "stimulus". In contrast, a heuristic is an approach to problem solving that may not be fully specified or may not guarantee correct or optimal results, especially in problem domains where there is no well-defined correct or optimal result. As an effective method, an algorithm can be expressed within a finite amount of space ...
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Pool (computer Science)
In computer science, a pool is a collection of resources that are kept, in memory, ready to use, rather than the memory acquired on use and the memory released afterwards. In this context, ''resources'' can refer to system resources such as file handles, which are external to a process, or internal resources such as objects. A pool client requests a resource from the pool and performs desired operations on the returned resource. When the client finishes its use of the resource, it is returned to the pool rather than released and lost. The pooling of resources can offer a significant response-time boost in situations that have high cost associated with resource acquiring, high rate of the requests for resources, and a low overall count of simultaneously used resources. Pooling is also useful when the latency is a concern, because a pool offers predictable times required to obtain resources since they have already been acquired. These benefits are mostly true for system resou ...
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Decision Problem
In computability theory and computational complexity theory, a decision problem is a computational problem that can be posed as a yes–no question of the input values. An example of a decision problem is deciding by means of an algorithm whether a given natural number is prime. Another is the problem "given two numbers ''x'' and ''y'', does ''x'' evenly divide ''y''?". The answer is either 'yes' or 'no' depending upon the values of ''x'' and ''y''. A method for solving a decision problem, given in the form of an algorithm, is called a decision procedure for that problem. A decision procedure for the decision problem "given two numbers ''x'' and ''y'', does ''x'' evenly divide ''y''?" would give the steps for determining whether ''x'' evenly divides ''y''. One such algorithm is long division. If the remainder is zero the answer is 'yes', otherwise it is 'no'. A decision problem which can be solved by an algorithm is called ''decidable''. Decision problems typically appear in m ...
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Upper And Lower Bounds
In mathematics, particularly in order theory, an upper bound or majorant of a subset of some preordered set is an element of that is greater than or equal to every element of . Dually, a lower bound or minorant of is defined to be an element of that is less than or equal to every element of . A set with an upper (respectively, lower) bound is said to be bounded from above or majorized (respectively bounded from below or minorized) by that bound. The terms bounded above (bounded below) are also used in the mathematical literature for sets that have upper (respectively lower) bounds. Examples For example, is a lower bound for the set (as a subset of the integers or of the real numbers, etc.), and so is . On the other hand, is not a lower bound for since it is not smaller than every element in . The set has as both an upper bound and a lower bound; all other numbers are either an upper bound or a lower bound for that . Every subset of the natural numbers has a l ...
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Randomized Weighted Majority Algorithm
The randomized weighted majority algorithm is an algorithm in machine learning theory. It improves the mistake bound of the weighted majority algorithm. Example Imagine that every morning before the stock market opens, we get a prediction from each of our "experts" about whether the stock market will go up or down. Our goal is to somehow combine this set of predictions into a single prediction that we then use to make a buy or sell decision for the day. The RWMA gives us a way to do this combination such that our prediction record will be nearly as good as that of the single best expert in hindsight. Motivation In machine learning, the weighted majority algorithm (WMA) is a meta-learning algorithm which "predicts from expert advice". It is not a randomized algorithm: initialize all experts to weight 1. for each round: poll all the experts and predict based on a weighted majority vote of their predictions. cut in half the weights of all experts that make a mistak ...
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