Computer Science Department
School of Computer Science, Carnegie Mellon University


Probabilistic and On-line Methods in Machine Learning

Adam Kalai

May 2001

Ph.D. Thesis

Keywords: Algorithms, on-line algorithms, machine learning, O.S.

On the surface, the three on-line machine learning problems analyzed in this thesis may seem unrelated. The first is an on-line investment strategy introduced by Tom Cover. We begin with a simple analysis that extends to the case of fixed-percentage transaction costs. We then describe an efficient implementation that runs in time polynomial in the number of stocks. The second problem is k-fold cross validation, a popular technique in machine learning for estimating the error of a learned hypothesis. We show that this is a valid technique by comparing it to the hold-out estimate. Finally, we discuss work towards a dynamically-optimal adaptive binary search tree algorithm.

44 pages

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