PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

On prediction using variable order Markov models
Ron Begleiter, Ran El-Yaniv and Golan Yona
Journal of Artificial Intelligence Research Volume 22, 2004.

Abstract

This paper is concerned with algorithms for prediction of discrete sequences over a finite alphabet, using variable order Markov models. The class of such algorithms is large and in principle includes any lossless compression algorithm. We focus on six prominent prediction algorithms, including Context Tree Weighting (CTW), Prediction by Partial Match (PPM) and Probabilistic Suffix Trees (PSTs). We discuss the properties of these algorithms and compare their performance using real life sequences from three domains: proteins, English text and music pieces. The comparison is made with respect to prediction quality as measured by the average log-loss. We also compare classification algorithms based on these predictors with respect to a number of large protein classification tasks. Our results indicate that a ``decomposed'' CTW (a variant of the CTW algorithm) and PPM outperform all other algorithms in sequence prediction tasks. Somewhat surprisingly, a different algorithm, which is a modification of the Lempel-Ziv compression algorithm, significantly outperforms all algorithms on the protein classification problems.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Natural Language Processing
Theory & Algorithms
Information Retrieval & Textual Information Access
ID Code:897
Deposited By:Ran El-Yaniv
Deposited On:06 January 2005