Unfortunately, the Universal Predictor Cannot Be Made Constructive

Authors

Julio C. Urenda, The University of Texas at El PasoFollow
Olga Kosheleva, The University of Texas at El PasoFollow
Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

3-1-2025

Comments

Technical Report: UTEP-CS-25-9

Abstract

A recent article in the Notices of the American Mathematical Society reminded the mathematics community that, under the Axiom of Choice, it is possible to have a universal predictor: if we input, into this predictor, the values of a function for all moments t < to for some to, then, for almost all to, this predictor correctly predicts the next values of this function on some interval [to, to + ε). This predictor cannot be used for actual predictions: it is based on the Axiom of Choice and is, therefore, not constructive. A natural question is: maybe it is possible to have another universal predictor, which is constructive? In this paper we show that, unfortunately, it is not possible to have a constructive universal predictor. In other words, the above universal predictor result cannot be used for actual predictions.