Universal semimeasures: An introduction

Abstract

Universal semimeasures, a type of function derived from probability and computability theory, describe extremely powerful sequence predictors. They outperform all other predictors but for a penalty no more than the predictor’s com- plexity. They learn to predict any computable sequence with error no more than the sequence’s complexity. Universal semimeasures work by modelling the sequence as generated by an unknown program running on a universal computer. Although these predictors are uncomputable, and so cannot be implemented in practice, they serve to describe an ideal: an existence proof for systems that predict better than humans. We review the mathematics behind universal semimeasures and discuss some of its implications. Our approach differs from previous ones in several respects. We show semimeasures correspond to probability measures over the set of finite and infinite sequences, establishing a rigorous footing. We demonstrate the existence of universal semimeasures using a novel proof of the equivalence between enumerable semimea- sures and processes. We take into account the possibility of sequence termination leading to a stronger definition of universality. To make explicit hidden constants we define a novel complexity measure, simulation complexity, which generalises mono- tone complexity. Finally, we emphasise the use of logarithmic scoring rules [Ber79] to measure error in prediction.