Optimal Probability Estimation with Applications to Prediction and Classification
Jayadev Acharya, Ashkan Jafarpour, Alon Orlitsky, Ananda Theertha Suresh · 2013
Via a unified view of probability estimation, classification, and prediction, we derive a uniformly-optimal combined-probability estimator, construct a classifier that uniformly approaches the error of the best possible label-invariant classifier, and improve existing results on pattern prediction and compression.