O. Kinouchi et N. Caticha, LOWER BOUNDS ON GENERALIZATION ERRORS FOR DRIFTING RULES, Journal of physics. A, mathematical and general, 26(22), 1993, pp. 6161-6171
The problem of generalization by single-layer perceptrons is studied i
n the case of time-dependent rules. Lower bounds for the generalizatio
n errors within the 'single presentation of examples' case are obtaine
d for randomly drifting rules. These bounds suggest a learning algorit
hm which uses knowledge of the error itself. Since this error is not r
eadily available it has to be estimated through a mechanism of self-ev
aluation. The capacity of incorporating recency information into the e
rror estimate is highly desirable. The mechanism proposed has the adva
ntage, beyond good performance, of being self-adaptive, in the sense t
hat it adjusts to changes in the unknown drift rate of the rule. The p
erformance of the rule is also studied for sudden changes in an attemp
t to mimic the so-called Wisconsin test.