User:IssaRice/Logical induction notation: Difference between revisions
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I think <math>\mathbb W(T(\overline{\mathbb V})) = (\mathbb W(T))(\overline{\mathbb V})</math>. | I think <math>\mathbb W(T(\overline{\mathbb V})) = (\mathbb W(T))(\overline{\mathbb V})</math>. | ||
The following is used in the Fixed Point Lemma (5.1.1): | |||
Writing the <math>n</math>-strategy as | |||
:<math>T_n = \sum_{j=1}^k \xi_j \phi_j - \sum_{j=1}^k \xi_j\phi_j^{*n}</math> | |||
we have | |||
:<math>\mathbb V(T_n(\mathbb P_{\leq n-1}, \mathbb V)) = \sum_{j=1}^k \xi_j(\mathbb P_{\leq n-1}, \mathbb V)\cdot \mathbb V(\phi_j) - \sum_{j=1}^k \xi_j(\mathbb P_{\leq n-1}, \mathbb V) \cdot \phi_j^{*n}(\mathbb P_{\leq n-1}, \mathbb V)</math> | |||
But <math>\phi^{*n}(\mathbb P_{\leq n-1}, \mathbb V) = \mathbb V(\phi_j)</math> so the two sums cancel to obtain <math>0</math>. | |||
==External links== | ==External links== | ||
Revision as of 17:43, 3 August 2018
This is in user space because it's not really about machine learning.
| Term | Notation | Type | Definition | Notes |
|---|---|---|---|---|
| -combination | Function application of an -combination uses square brackets instead of parentheses. Why? As far as I can tell, this is because each coefficient is in so is itself a function. This means we have two senses of "application": we can pick out the specific coefficient we want (square brackets), or we can apply each coefficient to return something (parentheses). | |||
| Holdings from against (a -combination) | ||||
| Trading strategy | ||||
| Feature | or equivalently or equivalently |
Example of a 5-strategy given on p. 18 of the paper:
Since the coefficients ( and ) are in , this is an -combination. Let's call this 5-strategy . We can pick out the coefficient for the term like . But since each coefficient is a feature (which is a function), we can also apply each coefficient to some valuation sequence , like this:
Now each coefficient is a real number, so is an -combination. Note that since is a function that takes a sentence or the number and is a valuation sequence (not a sentence or number), there appears to be a type error in writing . What is going on is that we aren't evaluating at ; rather, we are evaluating each coefficient of , to convert the range of from to .
To summarize the types:
- in other words
If , then
and
and
I think .
The following is used in the Fixed Point Lemma (5.1.1):
Writing the -strategy as
we have
But so the two sums cancel to obtain .