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Adaptive Context Tree Weighting (1201.2056v1)
Published 10 Jan 2012 in cs.IT, cs.LG, and math.IT
Abstract: We describe an adaptive context tree weighting (ACTW) algorithm, as an extension to the standard context tree weighting (CTW) algorithm. Unlike the standard CTW algorithm, which weights all observations equally regardless of the depth, ACTW gives increasing weight to more recent observations, aiming to improve performance in cases where the input sequence is from a non-stationary distribution. Data compression results show ACTW variants improving over CTW on merged files from standard compression benchmark tests while never being significantly worse on any individual file.