We formulate a concept analogous to Garrabrant's irreducible pattern in the complexity theoretic language underlying optimal predictor schemes and prove a formal relation to Garrabant's original definition. We prove that optimal predictor schemes pass the corresponding version of the Benford test (namely, on irreducible patterns they are Δ-similar to a constant).
Results
All the proofs are given in the appendix.
Definition 1
Fix Δ an error space of rank 2. Consider (f,μ) a distributional estimation problem, α∈[0,1]. (f,μ) is called Δ(poly,log)-irreducible with expectation α when for any {0,1}-valued (poly,log)-bischeme ^A=(A,rA,aA) we have
|Eμk×UrA(k,j)[(f−α)^Akj]|∈Δ
Theorem 1
Fix Δ an error space of rank 2. Assume h:N2→N is a polynomial s.t. h−1∈Δ. Given t∈[0,1], define πkjh(t) to be t rounded within error h(k,j)−1. Consider (f,μ) a distributional estimation problem, α∈[0,1]. Define the (poly,log)-predictor scheme ^Pα,h by ^Pkjα,h(x):=πkjh(α). Then, (f,μ) is Δ(poly,log)-irreducible with expectation α if and only if ^Pα,h is a Δ(poly,log)-optimal predictor scheme for (f,μ).
Corollary 1
Consider Δ1, Δ2 error spaces of rank 2 s.t. Δ1⊆Δ2. Assume there is a polynomial h:N2→N s.t. h−1∈
We formulate a concept analogous to Garrabrant's irreducible pattern in the complexity theoretic language underlying optimal predictor schemes and prove a formal relation to Garrabant's original definition. We prove that optimal predictor schemes pass the corresponding version of the Benford test (namely, on irreducible patterns they are Δ-similar to a constant).
Results
All the proofs are given in the appendix.
Definition 1
Fix Δ an error space of rank 2. Consider (f,μ) a distributional estimation problem, α∈[0,1]. (f,μ) is called Δ(poly,log)-irreducible with expectation α when for any {0,1}-valued (poly,log)-bischeme ^A=(A,rA,aA) we have
|Eμk×UrA(k,j)[(f−α)^Akj]|∈Δ
Theorem 1
Fix Δ an error space of rank 2. Assume h:N2→N is a polynomial s.t. h−1∈Δ. Given t∈[0,1], define πkjh(t) to be t rounded within error h(k,j)−1. Consider (f,μ) a distributional estimation problem, α∈[0,1]. Define the (poly,log)-predictor scheme ^Pα,h by ^Pkjα,h(x):=πkjh(α). Then, (f,μ) is Δ(poly,log)-irreducible with expectation α if and only if ^Pα,h is a Δ(poly,log)-optimal predictor scheme for (f,μ).
Corollary 1
Consider Δ1, Δ2 error spaces of rank 2 s.t. Δ1⊆Δ2. Assume there is a polynomial h:N2→N s.t. h−1∈