%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %% Universal Sequence Prediction %% %% Marcus Hutter, Start: November 2005 %% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \newif\ifjournal\journalfalse % journal versus techreport %-------------------------------% % Document-Style % %-------------------------------% \ifjournal \documentclass{elsart} \usepackage{latexsym,amsmath,amssymb,hyperref} \else %else conf \documentclass[12pt,twoside]{article} \usepackage{latexsym,amsmath,amssymb,hyperref} \topmargin=-10mm \oddsidemargin=5mm \evensidemargin=5mm \textwidth=15cm \textheight=22cm \fi \sloppy\lineskip=0pt %-------------------------------% % My Math-Environments % %-------------------------------% \ifjournal \def\beq{\begin{equation}} \def\eeq{\end{equation}} \def\beqn{\begin{displaymath}}\def\eeqn{\end{displaymath}} \def\bqa{\begin{eqnarray}} \def\eqa{\end{eqnarray}} \def\bqan{\begin{eqnarray*}} \def\eqan{\end{eqnarray*}} \else \def\,{\mskip 3mu} \def\>{\mskip 4mu plus 2mu minus 4mu} \def\;{\mskip 5mu plus 5mu} \def\!{\mskip-3mu} \def\dispmuskip{\thinmuskip= 3mu plus 0mu minus 2mu \medmuskip= 4mu plus 2mu minus 2mu \thickmuskip=5mu plus 5mu minus 2mu} \def\textmuskip{\thinmuskip= 0mu \medmuskip= 1mu plus 1mu minus 1mu \thickmuskip=2mu plus 3mu minus 1mu} \textmuskip \def\beq{\dispmuskip\begin{equation}} \def\eeq{\end{equation}\textmuskip} \def\beqn{\dispmuskip\begin{displaymath}}\def\eeqn{\end{displaymath}\textmuskip} \def\bqa{\dispmuskip\begin{eqnarray}} \def\eqa{\end{eqnarray}\textmuskip} \def\bqan{\dispmuskip\begin{eqnarray*}} \def\eqan{\end{eqnarray*}\textmuskip} \fi %-------------------------------% % Macro-Definitions % %-------------------------------% \ifjournal\else \newenvironment{keywords}{\centerline{\bf\small Keywords}\begin{quote}\small}{\par\end{quote}\vskip 1ex} \fi \ifjournal \def\paradot#1{{\itshape{#1.}}} \def\paranodot#1{{\itshape{#1}}} \else \def\paradot#1{\vspace{1.3ex plus 0.5ex minus 0.5ex}\noindent{\bf\boldmath{#1.}}} \def\paranodot#1{\vspace{1.3ex plus 0.5ex minus 0.5ex}\noindent{\bf\boldmath{#1}}} \fi \def\aidx#1{} \def\idx#1{#1} \def\indxs#1#2{} \def\req#1{(\ref{#1})} \def\toinfty#1{\smash{\stackrel{#1\to\infty}{\longrightarrow}}} \def\iffs{\Leftrightarrow} \def\eps{\varepsilon} \def\epstr{\epsilon} % for empty string \def\nq{\hspace{-1em}} \def\qed{\hspace*{\fill}\rule{1.4ex}{1.4ex}$\quad$\\} \def\odt{{\textstyle{1\over 2}}} \def\odn{{\textstyle{1\over n}}} \def\SetR{I\!\!R}\def\SetN{I\!\!N}\def\SetQ{I\!\!\!Q}\def\SetB{I\!\!B}\def\SetZ{Z\!\!\!Z} \def\M{{\cal M}} % Set of prob. distributions \def\S{{\cal S}} % Set of prob. distributions \def\X{{\cal X}} % generic set \def\Y{{\cal Y}} % generic set \def\qmbox#1{{\quad\mbox{#1}\quad}} \def\qqmbox#1{{\qquad\mbox{#1}\qquad}} % stacked (in)equalities (nice and simple, just a little bit too condensed horizontally) \def\equa{\,\smash{\stackrel{\raisebox{0.8ex}{$\scriptstyle+$}}{\smash=}}\,} \def\leqa{\,\smash{\stackrel{\raisebox{1ex}{$\scriptstyle\!\!\;+$}}{\smash\leq}}\,} \def\geqa{\,\smash{\stackrel{\raisebox{1ex}{$\scriptstyle+\!\!\;$}}{\smash\geq}}\,} \def\eqm{\,\smash{\stackrel{\raisebox{0.6ex}{$\scriptstyle\times$}}{\smash=}}\,} \def\leqm{\,\smash{\stackrel{\raisebox{1ex}{$\scriptstyle\!\!\;\times$}}{\smash\leq}}\,} \def\geqm{\,\smash{\stackrel{\raisebox{1ex}{$\scriptstyle\times\!\!\;$}}{\smash\geq}}\,} \def\th{\theta} \def\e{{\rm e}} % natural e \def\B{\{0,1\}} \def\E{{\bf E}} % Expectation \def\P{{\rm P}} % Probability \def\l{\ell} \def\lb{{\log_2}} \def\s{\sigma} \def\v{\boldsymbol} \def\text#1{\mbox{\scriptsize #1}} \def\EE{I\!\!E} \def\o{\omega} \def\a{\alpha} \def\Km{K\!m} \def\thb{{\th'}} \def\thp{\th'} \def\Thb{{\Theta'}} \def\Thp{\Theta'} \def\ir{\em} % important result \def\eqbr#1{\discretionary{#1}{#1}{#1}} \begin{document} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % T i t l e - P a g e % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \ifjournal \begin{frontmatter} \title{On Universal Prediction \\ and Bayesian Confirmation} \author{Marcus Hutter} \address{RSISE @ ANU and SML @ NICTA \\ Canberra, ACT, 0200, Australia \\ \texttt{marcus@hutter1.net \ \ www.hutter1.net} } \else \title{\vspace{-4ex}\normalsize \vskip 2mm\bf\Large\hrule height5pt \vskip 2mm On Universal Prediction \\ and Bayesian Confirmation \vskip 2mm \hrule height2pt} \author{{\bf Marcus Hutter}\\[3mm] \normalsize RSISE$\,$@$\,$ANU and SML$\,$@$\,$NICTA \\ \normalsize Canberra, ACT, 0200, Australia \\ \normalsize \texttt{marcus@hutter1.net \ \ www.hutter1.net}} \maketitle \vspace*{-4ex} \fi \begin{abstract}\noindent The Bayesian framework is a well-studied and successful framework for inductive reasoning, which includes hypothesis testing and confirmation, parameter estimation, sequence prediction, classification, and regression. But standard statistical guidelines for choosing the model class and prior are not always available or can fail, in particular in complex situations. % Solomonoff completed the Bayesian framework by providing a rigorous, unique, formal, and universal choice for the model class and the prior. % I discuss in breadth how and in which sense universal (non-i.i.d.)\ sequence prediction solves various (philosophical) problems of traditional Bayesian sequence prediction. % I show that Solomonoff's model possesses many desirable properties: Strong total and future bounds, and weak instantaneous bounds, and in contrast to most classical continuous prior densities has no zero p(oste)rior problem, i.e.\ can confirm universal hypotheses, is reparametrization and regrouping invariant, and avoids the old-evidence and updating problem. It even performs well (actually better) in non-computable environments. \ifjournal\else\vspace{1ex} \def\contentsname{\centering\normalsize Contents} {\parskip=-2.5ex\tableofcontents}\fi \end{abstract} \ifjournal\begin{keyword}\else\begin{keywords}\fi Sequence prediction, % Bayes, % Solomonoff prior, % Kolmogorov complexity, % Occam's razor, % prediction bounds, % model classes, % philosophical issues, % symmetry principle, % confirmation theory, % %zero p(oste)rior, % Black raven paradox, % reparametrization invariance, % old-evidence/updating problem, % (non)computable environments. \ifjournal\end{keyword}\else\end{keywords}\fi \ifjournal\end{frontmatter}\else\pagebreak\fi \ifjournal\else\newpage\fi %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \section{Introduction}\label{secInt} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{quote}\it ``... in spite of it's incomputability, Algorithmic Probability can serve as a kind of `Gold Standard' for induction systems'' \par \hfill --- {\sl Ray Solomonoff (1997)} \end{quote} %-------------------------------% %\paradot{Examples and goal} %-------------------------------% Given the weather in the past, what is the probability of rain tomorrow? What is the correct answer in an IQ test asking to continue the sequence 1,4,9,16,? Given historic stock-charts, can one predict the quotes of tomorrow? Assuming the sun rose 5000 years every day, how likely is doomsday (that the sun does not rise) tomorrow? These are instances of the important problem of induction or time-series forecasting or sequence prediction. Finding prediction rules for every particular (new) problem is possible but cumbersome and prone to disagreement or contradiction. What is desirable is a formal general theory for prediction. %-------------------------------% %\paradot{Bayesian sequence prediction} %-------------------------------% The Bayesian framework is the most consistent and successful framework developed thus far \cite{Earman:93,Jaynes:03}. A Bayesian considers a set of environments\eqbr=hypotheses\eqbr=models $\M$ which includes the true data generating probability distribution $\mu$. From one's prior belief $w_\nu$ in environment $\nu\in\M$ and the observed data sequence $x=x_1...x_n$, Bayes' rule yields one's posterior confidence in $\nu$. In a prequential \cite{Dawid:84} or transductive \cite[Sec.9.1]{Vapnik:99} setting, one directly determines the predictive probability of the next symbol $x_{n+1}$ without the intermediate step of identifying a (true or good or causal or useful) model. With the exception of Section \ref{secIID}, this paper concentrates on {\em prediction} rather than model identification. The ultimate goal is to make ``good'' predictions in the sense of maximizing one's profit or minimizing one's loss. Note that classification and regression can be regarded as special sequence prediction problems, where the sequence $x_1 y_1...x_n y_n x_{n+1}$ of $(x,y)$-pairs is given and the class label or function value $y_{n+1}$ shall be predicted. %-------------------------------% %\paradot{Universal sequence prediction} %-------------------------------% The Bayesian framework leaves open how to choose the model class $\M$ and prior $w_\nu$. General guidelines are that $\M$ should be small but large enough to contain the true environment $\mu$, and $w_\nu$ should reflect one's prior (subjective) belief in $\nu$ or should be non-informative or neutral or objective if no prior knowledge is available. But these are informal and ambiguous %are (vague) ambiguous, informal, and non-rigorous considerations outside the formal Bayesian framework. % Solomonoff's \cite{Solomonoff:64} rigorous, essentially unique, formal, and universal solution to this problem is to consider a single large universal class $\M_U$ suitable for {\em all} induction problems. The corresponding universal prior $w_\nu^U$ is biased towards simple environments in such a way that it dominates (=superior to) all other priors. This leads to an a priori probability $M(x)$ which is equivalent to the probability that a universal Turing machine with random input tape outputs $x$, and the shortest program computing $x$ produces the most likely continuation (prediction) of $x$. %-------------------------------% %\paradot{History and motivation} %-------------------------------% Many interesting, important, and deep results have been proven for Solomonoff's universal distribution $M$ \cite{Zvonkin:70,Solomonoff:78,Gacs:83,Li:97,Hutter:01errbnd,Hutter:04uaibook}. % The motivation and goal of this paper is % to provide a broad discussion of how and in which sense universal sequence prediction solves all kinds of (philosophical) problems of Bayesian sequence prediction, and to % present some recent results. % % Many arguments and ideas could be further developed. I hope that the exposition stimulates such a future, more detailed, investigation. %-------------------------------% %\paradot{Contents} %-------------------------------% In Section \ref{secBSP}, I review the excellent predictive and decision-theoretic performance results of Bayesian sequence prediction for generic (non-i.i.d.)\ countable and continuous model classes. % Section \ref{secPrior} critically reviews the classical principles (indifference, symmetry, minimax) for obtaining objective priors, introduces the universal prior inspired by Occam's razor and quantified in terms of Kolmogorov complexity. % In Section \ref{secIID} (for i.i.d.\ $\M$) and Section \ref{secUSP} (for universal $\M_U$) I show various desirable properties of the universal prior and class (non-zero p(oste)rior, confirmation of universal hypotheses, reparametrization and regrouping invariance, no old-evidence and updating problem) in contrast to (most) classical continuous prior densities. I also complement the general total bounds of Section \ref{secBSP} with some universal and some i.i.d.-specific instantaneous and future bounds. Finally, I show that the universal mixture performs better than classical continuous mixtures, even in uncomputable environments. % Section \ref{secDisc} contains critique, summary, and conclusions. %-------------------------------% %\paradot{What's new} %-------------------------------% The reparametrization and regrouping invariance, the (weak) instantaneous bounds, the good performance of $M$ in non-computable environments, and most of the discussion (zero prior and universal hypotheses, old evidence) are new or new in the light of universal sequence prediction. Technical and mathematical non-trivial new results are the Hellinger-like loss bound \req{lbnd} and the instantaneous bounds \req{iIIDbnd} and \req{iMbnd}. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \section{Bayesian Sequence Prediction}\label{secBSP} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% I now formally introduce the Bayesian sequence prediction setup and describe the most important results. I consider sequences over a finite alphabet, assume that the true environment is unknown but known to belong to a countable or continuous class of environments (no i.i.d.\ or Markov or stationarity assumption), and consider general prior. I show that the predictive distribution converges rapidly to the true sampling distribution and that the Bayes-optimal predictor performs excellent for any bounded loss function. %-------------------------------% \paradot{Notation} %-------------------------------% % strings I use letters $t,n\in\SetN$ for natural numbers, and denote the cardinality of a set $\cal S$ by $\#{\cal S}$ or $|{\cal S}|$. I write $\X^*$ for the set of finite strings over some alphabet $\X$, and $\X^\infty$ for the set of infinite sequences. For a string $x\in\X^*$ of length $\l(x)=n$ I write $x_1x_2...x_n$ with $x_t\in\X$, and further abbreviate $x_{t:n}:=x_t x_{t+1}...x_{n-1}x_n$ and $x_{0$ at more than ${c\over\eps\delta}$ times $t$ is bounded by $\delta$. I sometimes loosely call this the number of errors. %------------------------------% \paradot{Sequence prediction} %------------------------------% Given a sequence $x_1x_2...x_{t-1}$, we want to predict its likely continuation $x_t$. I assume that the strings which have to be continued are drawn from a ``true'' probability distribution $\mu$. % The maximal prior information a prediction algorithm can possess is the exact knowledge of $\mu$, but often the true distribution is unknown. Instead, prediction is based on a guess $\rho$ of $\mu$. While I require $\mu$ to be a measure, I allow $\rho$ to be a semimeasure \cite{Li:97,Hutter:04uaibook}:\footnote{Readers unfamiliar or uneasy with {\em semi}measures can without loss ignore this technicality.} % Formally, $\rho:\X^*\to[0,1]$ is a semimeasure if $\rho(x)\geq\sum_{a\in\X}\rho(xa)\,\forall x\in\X^*$, and a (probability) measure if equality holds and $\rho(\epstr)=1$, where $\epstr$ is the empty string. $\rho(x)$ denotes the $\rho$-probability that a sequence starts with string $x$. Further, $\rho(a|x):=\rho(xa)/\rho(x)$ is the ``posterior'' or ``predictive'' $\rho$-probability that the next symbol is $a\in\X$, given sequence $x\in\X^*$. %------------------------------% \paradot{Bayes mixture} %------------------------------% We may know or assume that $\mu$ belongs to some countable class ${\cal M}:=\{\nu_1,\nu_2,...\}\ni\mu$ of semimeasures. Then we can use the weighted average on $\cal M$ (Bayes-mixture, data evidence, marginal) \beq\label{xidef} \xi(x) := \sum_{\nu\in\cal M}w_\nu\!\cdot\!\nu(x),\quad \sum_{\nu\in\cal M}w_\nu \leq 1,\quad w_\nu>0 \eeq for prediction. One may interpret $w_\nu=\P[H_\nu]$ as prior belief in $\nu$ and $\xi(x)=\P[x]$ as the subjective probability of $x$, and $\mu(x)=\P[x|\mu]$ is the sampling distribution or likelihood. The most important property of semimeasure $\xi$ is its dominance \beq\label{xidom} \xi(x) \;\geq\; w_\nu\nu(x) \quad \forall x \;\mbox{and}\; \forall\nu\!\in\!\M, \qmbox{in particular} \xi(x) \;\geq\; w_\mu\mu(x) \eeq which is a strong form of absolute continuity. %------------------------------% \paradot{Convergence for deterministic environments} %------------------------------% In the predictive setting we are not interested in identifying the true environment, but to predict the next symbol well. Let us consider deterministic $\mu$ first. An environment is called deterministic if $\mu(\a_{1:n})=1 \forall n$ for some sequence $\a$, and $\mu=0$ elsewhere (off-sequence). In this case we identify $\mu$ with $\a$ and the following holds: \beq\label{detxibnd} \sum_{t=1}^\infty|1\!-\!\xi(\a_t|\a_{0$ is the weight of $\a\widehat=\mu\in\M$. This shows that $\xi(\a_t|\a_{0$, since $\xi(\a_{1:n})$ is monotone decreasing in $n$ and $\xi(\a_{1:n})\geq w_\mu\mu(\a_{1:n})=w_\mu>0$. Hence $\xi(\a_{1:n})/\xi(\a_{1:t})\to c/c=1$ for any limit sequence $t,n\to\infty$. The bound follows from $\sum_{t=1}^n 1-\xi(x_t|x_{10$) is tiny $\e^{-c/2}$. One can also show multi-step lookahead convergence $\xi(x_{t:n_t}|\o_{\,\gamma$, where $\gamma:={\ell_{01}-\ell_{00} \over \ell_{01}-\ell_{00}+\ell_{10}-\ell_{11}}$. % The instantaneous loss at time $t$ and the total $\mu$(=true)-expected loss for the first $n$ symbols are \beq\label{ldef} l_t^{\smash{\Lambda_\rho}}(\o_{0$ the sums \req{xidef} are naturally replaced by integrals: \beq\label{xidefc} \xi(x_{1:n}) \;:=\; \int_\Theta \! w(\th)\!\cdot\!\nu_\th(x_{1:n})\,d\th, \qquad \int_\Theta \! w(\th) \,d\th \;=\; 1 \qquad \eeq The most important property of $\xi$ was the dominance \req{xidom} achieved by dropping the sum over $\nu$. The analogous construction here is to restrict the integral over $\th$ to a small vicinity of $\th_0$. Since a continuous parameter can typically be estimated to accuracy $\propto n^{-1/2}$ after $n$ observations, the largest volume in which $\nu_\th$ as a function of $\th$ is approximately flat is $\propto (n^{-1/2})^d$, hence $\xi(x_{1:n})\gtrsim n^{-d/2}w(\th_0)\mu(x_{1:n})$. Under some weak regularity conditions one can prove \cite{Clarke:90,Hutter:03optisp} \beq\label{cbnd} D_n(\mu||\xi) \;:=\; \E\textstyle \ln{\mu(\o_{1:n}) \over \xi(\o_{1:n})} \;\;\leq\;\; \ln w(\th_0)^{-1} + {d\over 2}\ln{n\over 2\pi} + {1\over 2}\ln\det\bar\jmath_n(\th_0) + o(1) \eeq where $w(\th_0)$ is the weight density (\ref{xidefc}) of $\mu$ in $\xi$, and $o(1)$ tends to zero for $n \to\infty$, and the average Fisher information matrix $\bar\jmath_n(\th) = -{1\over n}\E[\nabla_\th\nabla^T_\th\ln\nu_\th(\o_{1:n})]$ measures the local smoothness of $\nu_\th$ and is bounded for many reasonable classes, including all stationary ($k^{th}$-order) finite-state Markov processes. See Section \ref{secIID} for an application to the i.i.d.\ ($k=0$) case. % We see that in the continuous case, $D_n$ is no longer bounded by a constant, but grows very slowly (logarithmically) with $n$, which still implies that $\eps$-deviations are exponentially seldom. % Hence, \req{cbnd} allows to bound \req{hbnd} and \req{lbnd} even in case of continuous $\M$. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \section{How to Choose the Prior}\label{secPrior} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% I showed in the last section how to predict if the true environment $\mu$ is unknown, but known to belong some class $\M$ of environments. In this section, I assume $\M$ to be given, and discuss how to (universally) choose the prior $w_\nu$. After reviewing various classical principles (indifference, symmetry, minimax) for obtaining objective priors for ``small'' $\M$, I discuss large $\M$. Occam's razor in conjunction with Epicurus' principle of multiple explanations, quantified by Kolmogorov complexity, leads us to a universal prior, which results in a better predictor than any other prior over countable $\M$. %------------------------------% \paradot{Classical principles} %------------------------------% The probability axioms (implying Bayes' rule) allow to compute posteriors and predictive distributions from prior ones, but are mute about how to choose the prior. Much has been written on the choice of priors (see \cite{Kass:96} for a survey and references). % A main classification is between objective and subjective priors. An {\em objective prior} $w_\nu$ is a prior constructed based on some rational principles, which ideally everyone without (relevant) extra prior knowledge should adopt. In contrast, a {\em subjective prior} aims at modelling the agents personal (subjective) belief in environment $\nu$ prior to observation of $x$, but based on his past personal experience or knowledge (e.g.\ of related phenomena). In Section \ref{secDisc}, I show that one way to arrive at a subjective prior is to start with an objective prior, make all past personal experience explicit, determine a ``posterior'' and use it as subjective prior. So I concentrate in the following on the more important objective priors. Consider a very simple case of two environments, e.g.\ a biased coin with head {\em or} tail probability $1/3$. In absence of any extra knowledge (which I henceforth assume) there is no reason to prefer head probability $\th=1/3$ over $\th=2/3$ and vice versa, leaving $w_{1/3}=w_{2/3}=\odt$ as the only rational choice. % More generally, for finite $\M$, the {\em symmetry or indifference argument} \cite{Laplace:1812} suggests to set $w_\nu={1\over|\M|}$ $\forall\nu\in\M$. Similarly for a compact measurable parameter space $\Theta$ we may choose a uniform density $w(\th)=[\mbox{Vol}(\Theta)]^{-1}$. But there is a problem: If we go to a different parametrization (e.g.\ $\th\leadsto\thp:=\sqrt{\th}$ in the Bernoulli case), the prior $w(\th)\leadsto w'(\thp)$ becomes non-uniform. Jeffreys' \cite{Jeffreys:46} solution is to find a symmetry group of the problem (like permutations for finite $\M$) and require the prior to be {\em invariant under group transformations}. For instance, if $\th\in\SetR$ is a location parameter (e.g.\ the mean) it is natural to require a translation-invariant prior. Problems are that there may be no obvious symmetry, the resulting prior may be improper (like for the translation group), and the result can depend on which parameters are treated as nuisance parameters. The {\em maximum entropy principle} extends the symmetry principle by allowing certain types of constraints on the parameters. % {\em Conjugate priors} are classes of priors such that the posteriors are themselves again in the class. While this can lead to interesting classes, the principle itself is not selective, since e.g.\ the class of all priors forms a conjugate class. Another {\em minimax approach} by Bernardo \cite{Bernardo:79,Clarke:90} is to consider bound \req{cbnd}, which can actually be improved within $o(1)$ to an equality. Since we want $D_n$ to be small, we minimize the r.h.s.\ for the worst $\mu\in\M$. Choice $w(\th)\propto\sqrt{\det\bar\jmath_n(\th)}$ equalizes and hence minimizes \req{cbnd}. The problems are the same as for Jeffrey's prior (actually often both priors coincide), and also the dependence on the model class and potentially on $n$. The principles above, although not unproblematic, {\em can} provide good objective priors in many cases of small discrete or compact spaces, but we will meet some more problems later. For ``large'' model classes I am interested in, i.e.\ countably infinite, non-compact, or non-parametric spaces, the principles typically do not apply or break down. %------------------------------% \paradot{Occam's razor et al} %------------------------------% Machine learning, the computer science branch of statistics, often deals with very large model classes. Naturally, machine learning has (re)discovered and exploited quite different principles for choosing priors, appropriate for this situation. The overarching principles put together by Solomonoff \cite{Solomonoff:64} are: % Occam's razor (choose the simplest model consistent with the data), % Epicurus' principle of multiple explanations (keep all explanations consistent with the data), % (Universal) Turing machines (to compute, quantify and assign codes to all quantities of interest), and % Kolmogorov complexity (to define what simplicity/complexity means). I will first ``derive'' the so called universal prior, and subsequently justify it by presenting various welcome theoretical properties and by examples. % The idea is that a priori, i.e.\ before seeing the data, all models are ``consistent,$\!$'' so a-priori Epicurus would regard all models (in $\M$) possible, i.e.\ choose $w_\nu>0$ $\forall\nu\in\M$. In order to also do (some) justice to Occam's razor we should {\em prefer} simple hypotheses, i.e.\ assign high prior (low) prior $w_\nu$ to simple (complex) hypotheses $H_\nu$. Before I can define this prior, I need to quantify the notion of complexity. %------------------------------% \paradot{Notation} %------------------------------% % Computability concepts A function $f:\S\to\SetR\cup\{\pm\infty\}$ is said to be lower semi-computable (or enumerable) if the set $\{(x,y)\,:\,y0$ is bounded by $O(K(\mu))$, i.e.\ is proportional to the complexity of the environment. Could other choices for $w_\nu$ lead to better bounds? The answer is essentially no \cite{Hutter:04uaibook}: Consider any other reasonable prior $w'_\nu$, where reasonable means (lower semi)computable with a program of size $O(1)$. Then, MDL bound (\ref{Kprop}$e$) with $P()\leadsto w'_{()}$ and $x\leadsto\langle\mu\rangle$ shows $K(\mu)\leqa-\lb w'_\mu+K(w'_{()})$, hence $\ln w_\mu'\!^{-1}\geqa K(\mu)\ln 2$ leads (within an additive constant) to a weaker bound. % A counting argument also shows that $O(K(\mu))$ errors for most $\mu$ are unavoidable. So this choice of prior leads to very good prediction. Even for continuous classes $\M$, we can assign a (proper) universal prior (not density) $w_\th^U=2^{-K(\th)}>0$ for computable $\th$, and 0 for uncomputable ones. This effectively reduces $\M$ to a discrete class $\{\nu_\th\in\M:w_\th^U>0\}$ which is typically dense in $\M$. We will see that this prior has many advantages over the classical prior densities. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \section{Independent Identically Distributed Data}\label{secIID} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% I now compare the classical continuous prior densities to the universal prior on classes of i.i.d.\ environments. I present some standard critiques to the former, illustrated on Bayes-Laplace's classical Bernoulli class with uniform prior: the problem of zero p(oste)rior, non-confirmation of universal hypotheses, and reparametrization and regrouping non-invariance. I show that the universal prior does not suffer from these problems. Finally I complement the general total bounds of Section \ref{secBSP} with some i.i.d.-specific instantaneous bounds. %------------------------------% \paradot{Laplace's rule for Bernoulli sequences} %------------------------------% Let $x=x_1x_2...x_n\in\X^n=\B^n$ be generated by a biased coin with head=1 probability $\th\in[0,1]$, i.e.\ the likelihood of $x$ under hypothesis $H_\th$ is $\nu_\th(x)=\P[x|H_\th]=\th^{n_1}(1-\th)^{n_0}$, where $n_1=x_1+...+x_n=n-n_0$. Bayes \cite{Bayes:1763} assumed a uniform prior density $w(\th)=1$. The evidence is $\xi(x)=\int_0^1 \nu_\th(x)w(\th)\,d\th={n_1!n_0!\over(n+1)!}$ and the posterior probability weight density $w(\th|x)=\nu_\th(x)w(\th)/\xi(x) ={(n+1)!\over n_1!n_0!}\th^{n_1}(1-\th)^{n_0}$ of $\th$ after seeing $x$ is strongly peaked around the frequency estimate $\hat\th={n_1\over n}$ for large $n$. Laplace \cite{Laplace:1812} asked for the predictive probability $\xi(1|x)$ of observing $x_{n+1}=1$ after having seen $x=x_1...x_n$, which is $\xi(1|x)={\xi(x1)\over \xi(x)}={n_1+1\over n+2}$. (Laplace believed that the sun had risen for $5\,000$ years = $1\,826\,213$ days since creation, so he concluded that the probability of doom, i.e.\ that the sun won't rise tomorrow is ${1\over 1826215}$.) % This looks like a reasonable estimate, since it is close to the relative frequency, asymptotically consistent, symmetric, even defined for $n=0$, and not overconfident (never assigns probability 1). %------------------------------% \paradot{The problem of zero prior} %------------------------------% But also Laplace's rule is not without problems. The appropriateness of the uniform prior has been questioned in Section \ref{secPrior} and will be detailed below. Here I discuss a version of the zero prior problem. If the prior is zero, then the posterior is necessarily also zero. The above example seems unproblematic, since the prior and posterior {\em densities} $w(\th)$ and $w(\th|x)$ are non-zero. Nevertheless it is problematic e.g.\ in the context of scientific confirmation theory \cite{Earman:93}. Consider the hypothesis $H$ that all balls in some urn, or all ravens, are black (=1). A natural model is to assume that balls (or ravens) are drawn randomly from an infinite population with fraction $\th$ of black balls (or ravens) and to assume a uniform prior over $\th$, i.e.\ just the Bayes-Laplace model. Now we draw $n$ objects and observe that they are all black. We may formalize $H$ as the hypothesis $H':=\{\th=1\}$. Although the posterior probability of the relaxed hypothesis $H_\eps:=\{\th\geq 1-\eps\}$, $\P[H_\eps|1^n]=\int_{1-\eps}^1 w(\th|1^n)\,d\th=\int_{1-\eps}^1(n+1)\th^n d\th=1-(1-\eps)^{n+1}$ tends to 1 for $n\to\infty$ for every fixed $\eps>0$, $\P[H'|1^n]=\P[H_0|1^n]$ remains identically zero, i.e.\ no amount of evidence can confirm $H'$. The reason is simply that zero prior $\P[H']=0$ implies zero posterior. Note that $H'$ refers to the unobservable quantity $\th$ and only demands blackness with probability 1. So maybe a better formalization of $H$ is purely in terms of observational quantities: $H'':=\{\o_{1:\infty}=1^\infty\}$. Since $\xi(1^n)={1\over n+1}$, the predictive probability of observing $k$ further black objects is $\xi(1^k|1^n)={\smash{\xi(1^{n+k})\over\xi(1^n)}}={n+1\over n+k+1}$. While for fixed $k$ this tends to 1, $\P[H''|1^n]=\lim_{k\to\infty}\xi(1^k|1^n)\equiv 0$ $\forall n$, as for $H'$. One may speculate that the crux is the infinite population. But for a finite population of size $N$ and sampling with (similarly without) repetition, $\P[H''|1^n]=\xi(1^{N-n}|1^n)={n+1\over N+1}$ is close to one only if a large fraction of objects has been observed. This contradicts scientific practice: Although only a tiny fraction of all existing ravens have been observed, we regard this as sufficient evidence for believing strongly in $H$. % This quantifies \cite[Thm.11]{Maher:04} and shows that Maher does {\em not} solve the problem of confirmation of universal hypotheses. There are two solutions of this problem: We may abandon strict\eqbr/logical\eqbr/all-quantified\eqbr/universal hypotheses altogether in favor of soft hypotheses like $H_\eps$. Although not unreasonable, this approach is unattractive for several reasons. % The other solution is to assign a non-zero prior to $\th=1$. Consider, for instance, the improper density $w(\th)=\odt[1+\delta(1-\th)]$, where $\delta$ is the Dirac-delta ($\int f(\th)\delta(\th-a)\,d\th=f(a)$), or equivalently $\P[\th\geq a]=1-\odt a$. We get $\xi(x_{1:n})=\odt[{n_1!n_0!\over(n+1)!}+\delta_{0n_0}]$, where $\delta_{ij}=\{{1 \text{ if } i=j\atop 0 \text{ else}\;\;\; }\}$ is Kronecker's $\delta$. In particular $\xi(1^n)=\odt{n+2\over n+1}$ is much larger than for uniform prior. Since $\xi(1^k|1^n)={n+k+2\over n+k+1}\cdot{n+1\over n+2}$, we get $\P[H''|1^n]=\lim_{k\to\infty}\xi(1^k|1^n)={n+1\over n+2}\to 1$, i.e.\ $H''$ gets strongly confirmed by observing a reasonable number of black objects. This correct asymptotics also follows from the general result \req{detxibnd}. Confirmation of $H''$ is also reflected in the fact that $\xi(0|1^n)={1\over(n+2)^2}$ tends much faster to zero than for uniform prior, i.e.\ the confidence that the next object is black is much higher. The power actually depends on the shape of $w(\th)$ around $\th=1$. Similarly $H'$ gets confirmed: $\P[H'|1^n]=\mu_1(1^n)\P[\th=1]/\xi(1^n)={n+1\over n+2}\to 1$. % On the other hand, if a single (or more) 0 are observed ($n_0>0$), then the predictive distribution $\xi(\cdot|x)$ and posterior $w(\th|x)$ are the same as for uniform prior. The findings above remain qualitatively valid for i.i.d.\ processes over finite non-binary alphabet $|\X|>2$ and for non-uniform prior. Surely to get a generally working setup, we should also assign a non-zero prior to $\th=0$ and to all other ``special'' $\th$, like $\odt$ and ${1\over 6}$, which may naturally appear in a hypothesis, like ``is the coin or die fair''. The natural continuation of this thought is to assign non-zero prior to all computable $\th$. This is another motivation for the universal prior $w_\th^U=2^{-K(\th)}$ \req{uprior} constructed in Section \ref{secPrior}. It is difficult but not impossible to operate with such a prior \cite{Hutter:04mdlspeed,Hutter:06mdlspeedx}. One may want to mix the discrete prior $w_\nu^U$ with a continuous (e.g.\ uniform) prior density, so that the set of non-computable $\th$ keeps a non-zero density. Although possible, we will see that this is actually not necessary. %------------------------------% \paradot{Reparametrization invariance} %------------------------------% Naively, the uniform prior is justified by the indifference principle, but as discussed in Section \ref{secPrior}, uniformity is not reparametrization invariant. For instance if in our Bernoulli example we introduce a new parametrization $\thp=\sqrt\th$, then the $\thp$-density $w'(\thp)=2\sqrt{\th}w(\th)$ is no longer uniform if $w(\th)=1$ is uniform. More generally, assume we have some principle which leads to some prior $w(\th)$. Now we apply the principle to a different parametrization $\thp\in\Thp$ and get prior $w'(\th')$. Assume that $\th$ and $\thp$ are related via bijection $\th=f(\thp)$. Another way to get a $\thp$-prior is to transform the $\th$-prior $w(\th)\leadsto \tilde w(\thp)$. The reparametrization invariance principle (RIP) states that $w'$ should be equal to $\tilde w$. For discrete $\Theta$, simply $\tilde w_\thb=w_{f(\thp)}$, and a uniform prior remains uniform ($w'_\thb=\tilde w_\thb=w_\th={1\over|\Theta|}$) in any parametrization, i.e.\ the indifference principle satisfies RIP in finite model classes. In case of densities, we have $\tilde w(\thp)=w(f(\thp)){df(\thp)\over d\thp}$, and the indifference principle violates RIP for non-linear transformations $f$. But Jeffrey's and Bernardo's principle satisfy RIP. For instance, in the Bernoulli case we have $\bar\jmath_n(\th)={1\over\th}+{1\over 1-\th}$, hence $w(\th)={1\over\pi}[\th(1-\th)]^{-1/2}$ and $w'(\thp)={1\over\pi}[f(\thp)(1-f(\thp))]^{-1/2}{df(\thp)\over d\thp}=\tilde w(\thp)$. Does the universal prior $w_\th^U=2^{-K(\th)}$ satisfy RIP? If we apply the ``universality principle'' to a $\thp$-parametrization, we get $w_\thb'\!\!^U=2^{-K(\thp)}$. On the other hand, $w_\th$ simply transforms to $\tilde w_\thb^U = w_{f(\thp)}^U = 2^{-K(f(\thp))}$ ($w_\th$ is a discrete (non-density) prior, which is non-zero on a discrete subset of $\M$). For computable $f$ we have $K(f(\thp))\leqa K(\thp)+K(f)$ by (\ref{Kprop}$d$), and similarly $K(f^{-1}(\th))\leqa K(\th)+K(f)$ if $f$ is invertible. Hence for simple bijections $f$ i.e.\ for $K(f)=O(1)$, we have $K(f(\thp))\equa K(\thp)$, which implies $w_\thb'\!\!^U \eqm \tilde w_\thb^U$, i.e.\ {\ir the universal prior satisfies RIP} w.r.t.\ simple transformations $f$ (within a multiplicative constant). %------------------------------% \paradot{Regrouping invariance} %------------------------------% There are important transformations $f$ which are {\em not} bijections, which we consider in the following. A simple non-bijection is $\th=f(\thp)=\thp^2$ if we consider $\thp\in[-1,1]$. More interesting is the following example: Assume we had decided not to record blackness versus non-blackness of objects, but their ``color''. For simplicity of exposition assume we record only whether an object is black or white or colored, i.e.\ $\X'=\{B,W,C\}$. In analogy to the binary case we use the indifference principle to assign a uniform prior on $\v\thp\in\Thp:=\Delta_3$, where $\Delta_d:=\{\v\thp\in[0,1]^d:\sum_{i=1}^d\thp_i=1\}$, and $\nu_\thb(x'_{1:n})=\prod_i{\thp_i}^{n_i}$. All inferences regarding blackness (predictive and posterior) are identical to the binomial model $\nu_\th(x_{1:n})=\th^{n_1}(1-\th)^{n_0}$ with $x'_t=B$ $\leadsto$ $x_t=1$ and $x'_t=W\,$or$\,C$ $\leadsto$ $x_t=0$ and $\th=f(\v\thp)=\thp_B$ and $w(\th)=\int_{\Delta_3}w'(\v\thp)\delta(\thp_B-\th)d\v\thp$. Unfortunately, for uniform prior $w'(\v\thp)\propto 1$, $w(\th)\propto 1-\th$ is {\em not} uniform, i.e.\ the indifference principle is {\em not} invariant under splitting/grouping, or general regrouping. Regrouping invariance is regarded as a very important and desirable property \cite{Walley:96}. I now consider general i.i.d.\ processes $\nu_\th(x)=\prod_{i=1}^d\th_i^{n_i}$. Dirichlet priors $w(\th)\propto\prod_{i=1}^d\th_i^{\a_i-1}$ form a natural conjugate class ($w(\th|x)\propto\prod_{i=1}^d\th_i^{n_i+\a_i-1}$) and are the default priors for multinomial (i.i.d.)\ processes over finite alphabet $\X$ of size $d$. Note that $\xi(a|x)={n_a+\a_a\over n+\a_1+...+\a_d}$ generalizes Laplace's rule and coincides with Carnap's \cite{Carnap:52} confirmation function. % Symmetry demands $\a_1=...=\a_d$; for instance $\a\equiv 1$ for uniform and $\a\equiv\odt$ for Bernard-Jeffrey's prior. Grouping two ``colors'' $i$ and $j$ results in a Dirichlet prior with $\a_{i\&j}=\a_i+\a_j$ for the group. The only way to respect symmetry under all possible groupings is to set $\a\equiv 0$. This is Haldane's improper prior, which results in unacceptably overconfident predictions $\xi(1|1^n)=1$. Walley \cite{Walley:96} solves the problem that there is no single acceptable prior density by considering sets of priors. I now show that the universal prior $w_\th^U=2^{-K(\th)}$ is invariant under regrouping, and more generally under all simple (computable with complexity O(1)) even non-bijective transformations. Consider prior $w'_\thb$. If $\th=f(\thp)$ then $w'_\thb$ transforms to $\tilde w_\th=\sum_{\thp:f(\thp)=\th}w'_\thb$ (note that for non-bijections there is more than one $w'_\thb$ consistent with $\tilde w_\th$). In $\thp$-parametrization, the universal prior reads $w_\thb'\!\!^U=2^{-K(\thp)}$. Using (\ref{Kprop}$f$) with $x=\langle\thp\rangle$ and $y=\langle\th\rangle$ we get \beqn \tilde w_\th^U \;=\; \sum_{\thp:f(\thp)=\th}2^{-K(\thp)} \;\eqm\; 2^{-K(\th)} \;=\; w_\th^U \eeqn i.e.\ {\ir the universal prior is general transformation and hence regrouping invariant} (within a multiplicative constant) w.r.t.\ simple computable transformations $f$. Note that reparametrization and regrouping invariance hold for arbitrary classes $\M$ and are not limited to the i.i.d.\ case. %------------------------------% \paradot{Instantaneous bounds} %------------------------------% The cumulative bounds \req{hbnd} and \req{cbnd} stay valid for i.i.d.\ processes, but instantaneous bounds are now also possible. For i.i.d.\ $\M$ with continuous, discrete, and universal prior, respectively, one can show (in preparation; see \cite{Krichevskiy:98,Hutter:04mdlspeed,Hutter:06mdlspeedx} for related bounds) \beq\label{iIIDbnd} \E[h_n] \;\leqm\; \odn\ln w({\th_0})^{-1} \qmbox{and} \E[h_n] \;\leqm\; \odn\ln w_{\th_0}^{-1} \;=\; \odn K(\th_0)\ln 2 \eeq Note that, if summed up over $n$, they lead to weaker cumulative bounds. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \section{Universal Sequence Prediction}\label{secUSP} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Section \ref{secPrior} derived the universal prior and Section \ref{secIID} discussed i.i.d.\ classes. What remains and will be done in this section is to find a universal class of environments, namely Solomonoff-Levin's class of all (lower semi)computable (semi)measures. The resulting universal mixture is equivalent to the output distribution of a universal Turing machine with uniform input distribution. The universal prior avoids the problem of old evidence and the universal class avoids the necessity of updating $\M$. I discuss the general total bounds of Section \ref{secBSP} for the specific universal mixture, and supplement them with some weak instantaneous bounds. Finally, I show that the universal mixture performs better than classical continuous mixtures, even in uncomputable environments. %------------------------------% \paradot{Universal choice of $\cal M$} %------------------------------% The bounds of Section \ref{secBSP} apply if $\M$ contains the true environment $\mu$. The larger $\M$ the less restrictive is this assumption. The class of all computable distributions, although only countable, is pretty large from a practical point of view. (Finding a non-computable physical system would overturn the Church-Turing thesis.) It is the largest class, relevant from a computational point of view. Solomonoff \cite[Eq.(13)]{Solomonoff:64} defined and studied the mixture over this class. One problem is that this class is not enumerable, since the class of computable functions $f:\X^*\to\SetR$ is not enumerable (halting problem), nor is it decidable whether a function is a measure. Hence $\xi$ is completely incomputable. Levin \cite{Zvonkin:70} had the idea to ``slightly'' extend the class and include also lower semi-computable semimeasures. One can show that this class $\M_U=\{\nu_1,\nu_2,...\}$ is enumerable, hence \beq\label{xiUdef} \xi_U(x) \;=\; \sum_{\nu\in\M_U} w_\nu^U \nu(x) \eeq is itself lower semi-computable, i.e.\ $\xi_U\in\M_U$, which is a convenient property in itself. Note that since ${1\over n\log^2 n}\leqm w_{\nu_n}^U\leq\odn$ for most $n$ by (\ref{Kprop}$b$) and (\ref{Kprop}$c$), most $\nu_n$ have prior approximately reciprocal to their index $n$, as advocated by Jeffreys \cite[p238]{Jeffreys:61} and Rissanen \cite{Rissanen:83uniprior}. In some sense $\M_U$ is the largest class of environments for which $\xi$ is in some sense computable \cite{Hutter:03unipriors,Hutter:06unipriorx}, but see \cite{Schmidhuber:02gtm} for even larger classes. Note that including non-semi-computable $\nu$ would not affect $\xi_U$, since $w_\nu^U=0$ on such environments. %------------------------------% \paradot{The problem of old evidence} %------------------------------% An important problem in Bayesian inference in general and (Bayesian) confirmation theory \cite{Earman:93} in particular is how to deal with `old evidence' or equivalently with `new theories'. How shall a Bayesian treat the case when some evidence $E\widehat=x$ (e.g.\ Mercury's perihelion advance) is known well-before the correct hypothesis/theory/model $H\widehat=\mu$ (Einstein's general relativity theory) is found? How shall $H$ be added to the Bayesian machinery a posteriori? What is the prior of $H$? Should it be the belief in $H$ in a hypothetical counterfactual world in which $E$ is not known? Can old evidence $E$ confirm $H$? After all, $H$ could simply be constructed/biased/fitted towards ``explaining'' $E$. The universal class $\M_U$ and universal prior $w_\nu^U$ formally solve this problem: The universal prior of $H$ is $2^{-K(H)}$. This is independent of $\M$ and of whether $E$ is known or not. If we use $E$ to construct $H$ or fit $H$ to explain $E$, this will lead to a theory which is more complex ($K(H)\geqa K(E)$) than a theory from scratch ($K(H)=O(1)$), so cheats are automatically penalized. There is no problem of adding hypotheses to $\M$ a posteriori. Priors of old hypotheses are not affected. Finally, $\M_U$ includes {\em all} hypotheses (including yet unknown or unnamed ones) a priori. So at least theoretically, updating $\M$ is unnecessary. %------------------------------% \paradot{Other representations of $\xi_U$} %------------------------------% Definition \req{xiUdef} is somewhat complex, relying on enumeration of semimeasures and Kolmogorov complexity. I now approach $\xi_U$ from a different perspective. % Assume that our world is governed by a computable {\em deterministic} process describable in $\leq l$ bits. Consider a standard (not prefix) Turing machine $U'$ and programs $p$ generating environments starting with $x$. Let us pad all programs so that they have length exactly $l$. Among the $2^l$ programs of length $l$ there are $N_l(x):=\#\{p\in\{0,1\}^l:U'(p)=x*\}$ programs consistent with observation $x$. If we regard all environmental descriptions $p\in\{0,1\}^l$ a priori as equally likely (Epicurus) we should adopt the relative frequency $N_l(x)/2^l$ as our prior belief in $x$. Since we do not know $l$ and we can pad every $p$ arbitrarily, we could take the limit $M(x):=\lim_{l\to\infty}N_l(x)/2^l$ (which exists, since $N_l(x)/2^l$ increases). % Or equivalently: $M(x)$ is the probability that $U'$ outputs a string starting with $x$ when provided with uniform random noise on the program tape. % Note that a uniform distribution is also used in the No Free Lunch theorems \cite{Wolpert:97} to prove the impossibility of universal learners, but in our case the uniform distribution is piped through a universal Turing machine which defeats these negative implications. % Yet another representation of $M$ is as follows: For every $q$ printing $x*$ there exists a shortest prefix (called minimal) $p$ of $q$ printing $x$. $p$ possesses $2^{l-\l(p)}$ prolongations to length $l$, all printing $x*$. Hence all prolongations of $p$ together yield a contribution $2^{l-\l(p)}/2^l=2^{-\l(p)}$ to $M(x)$. Let $U(p)=x*$ iff $p$ is a minimal program printing a string starting with $x$. Then \beq\label{Mdef} M(x) \;=\; \sum_{p:U(p)=x*} 2^{-\l(p)} \eeq which may be regarded as a $2^{-\l(p)}$-weighted mixture over all computable deterministic environments $\nu_p$ ($\nu_p(x)=1$ if $U(p)=x*$ and 0 else). % Now, as a positive surprise, {\ir $M(x)$ coincides with $\xi_U(x)$} within an irrelevant multiplicative constant. So it is actually sufficient to consider the class of {\em deterministic} semimeasures. The reason is that the probabilistic semimeasures are in the convex hull of the deterministic ones, and so need not be taken extra into account in the mixture. % One can also get an explicit enumeration of all lower semi-computable semimeasures $\M_U=\{\nu_1,\nu_2,...\}$ by means of $\nu_i(x):=\sum_{p:T_i(p)=x*}2^{-\l(p)}$, where $T_i(p) \equiv U(\langle i\rangle p)$, $i=1,2,...$ is an enumeration of all monotone Turing machines. %------------------------------% \paradot{Bounds for computable environments} %------------------------------% The bound \req{DnKCbnd} surely is applicable for $\xi=\xi_U$ and now holds for {\em any} computable measure $\mu$. Within an additive constant the bound is also valid for $M\eqm\xi$. That is, {\ir $\xi_U$ and $M$ are excellent predictors with the only condition that the sequence is drawn from any computable probability distribution}. Bound \req{DnKCbnd} shows that the total number of prediction errors is small. % Similarly to \req{detxibnd} one can show that $\sum_{t=1}^n|1-M(x_t|x_{n$). I define $P_t(n'):=\sum_{a\neq x_{n'}}M_t(x_{n_t$. With $n_t$ also $P_t$ is computable and increasing, hence $P(n'):=\lim_{t\to\infty} P_t(n')=\sup_t P_t(n')$ is lower semi-computable. Clearly $P(n')=\sum_{a\neq x_{n'}}M(x_{n_\infty$ ($n'_\infty=\lim_t n_t\leq\infty$). Hence $\sum_{n'}P(n')\leq 1$, since $\{x_{