Is there a 'time series forecasting' equivalent of AIXI?

13Zac Hatfield-Dodds

5Charlie Steiner

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I think you're looking for Solomonoff Induction, which is the first half of AIXI.

The classic textbook on it if you want to read more is Li and Vitanyi's Introduction to Kolmogorov Complexity.

In the way that AIXI is an abstracted mathematical formalism for (very roughly) "

a program that maximizes the expected total rewards received from the environment", what is the equivalent formalism for an abstracted next token predictor?Does this exist in the literature? What's it called? Where can I read about it?

The predictor looks like this:

The training data should not be random, and should be 'correlated with the reality you want to predict.' (The binary output of a real-world sensor at discrete time steps is a good example of the kind of data that's suitable.)

Any pointers?