On-line Prediction

On-line prediction refers to the problem of prediction in the on-line protocol:

• Nature outputs some side information
• Predictor outputs a prediction
• Nature outputs an observation
• The cycle is repeated

There are many variations of this basic protocol.

The main topics in on-line prediction covered by this wiki are listed in the sidebar. (This list will change to track changes in the coverage of various topics.) Other important approaches to on-line prediction include

• Inductive inference
• Predictive complexity