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Chapter 9
Context Dependent
Mixture-of-Expertise:
Investment Learning
If one wants to learn with extremely few examples, one inevitably faces a
dilemma: on the one hand, with few examples one can only determine a
rather small number of adaptable parameters and, as a consequence, the
learning system must be either very simple, or, and usually this is the rel-
evant alternative, it must have a structure that is already well-matched to
the task to be learned. On the other hand, however, having to painstak-
ingly pre-structure a system by hand is precisely what one wants to avoid
when using a learning approach.
It is possible to find a workable compromise that can cope with this
dilemma, i.e., that somehow allows the structuring of a system without
having to put in too much by hand?
9.1 Context dependent “skills”
To be more concrete, we want to consider the learning of a “skill” which is
dependent on some environment or system context. The notion of “skill” is
very general and includes a task specific, hand-crafted function mapping
mechanism, a control system, as well as a general learning system. As
illustrated by Fig. 9.1, we assume:
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