Control your information for better predictions
Michal Moshkovitz, Naftali Tishby · 2014
We suggest a unified view of two known prediction algorithms: Context Tree Weighting (CTW) and Prediction Suffix Tree (PST), by formulating them as information limited control problems. Using a unified view of planning and information gathering we suggest a new algorithm that combines the advantages of these two extreme algorithms and interpolates efficiently between them. The unified view is based on recent ideas from optimal control under information constraints.