[ANN]: DiscretePredictors.jl - A Package for online prediction of discrete symbols


Hello everyone,

I’m very happy to announce a julia package (my first one :slight_smile: ) for online discrete symbol prediction DiscretePredictors.jl.

DiscretePredictors is a collection of algorithms for online discrete sequence prediction. It provides a common API to various discrete sequence prediction algorithms. My goals with the package are:

  • Simple Interface
  • Easily Extendable
  • Reproducible Research

Documentation is available at: https://v-i-s-h.github.io/DiscretePredictors.jl/stable/

Kindly share your views about the package.

With Regards


What is online? And discrete sequence prediction? A simple high-level summary would be nice. I have a Master of Statistics but have never come across these concepts.


My guess would be that online refers to the fact that data is fed continuously. In certain frameworks (eg neural networks) one distinguishes between batch learning and online learning.
Discrete: I would guess that there is a finite number of possible symbols.


Online-discrete here means that you are seeing a sequence of symbols and you want to predict what will be the next symbol based on your history of observations. For a more detailed explanation, checkout http://www.eecs.wsu.edu/~cook/pubs/is05.pdf

This package includes some algorithms which can be used in such scenarios.


That’s what prediction is, generally :smile:

I agree with @bernhard, and suspect that online in this context means that previous observations are summarized by a sufficient statistic that is simpler than the space of all possible histories (similarly to OnlineStats.jl; this is a common usage of the term), and discrete means that the set of possible observations is countable (and potentially finite).