The Predictive Normalized Maximum Likelihood (pNML) scheme has been recently suggested for universal learning in the individual setting, where both the training and test samples are individual data. The goal of universal learning is to compete with a ``genie'' or reference learner that knows the data values, but is res…
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A new method approximates pNML for faster out-of-distribution detection.
Universal supervised learning is considered from an information theoretic point of view following the universal prediction approach, see Merhav and Feder (1998). We consider the standard supervised "batch" learning where prediction is done on a test sample once the entire training data is observed, and the individual s…
The paper explores how over-parameterized linear regression models generalize without violating learning theory principles.
Linear regression is a classical paradigm in statistics. A new look at it is provided via the lens of universal learning. In applying universal learning to linear regression the hypotheses class represents the label as a linear combination of the feature vector where , within a G…