Prequential Code Length

Problem

Return the prequential (sequential) code length in bits for a sequence of conditional probabilities:

L = sum_i -log2(p_i)

Each p_i is the probability the model assigned to the i-th outcome given the past.

Hint

Summing predictive log losses yields a valid code length for the whole sequence.

case 1

in: [[0.5,0.5]]

expected: 2

case 2

in: [[1,1]]

expected: 0

case 3

in: [[0.5,0.25]]

expected: 3

case 4

in: [[0.1]]

expected: 3.321928094887362

Starter codePython

import math
def prequential_code_length(conditional_probs):
    # Your code here
    pass

4 test cases · run your code against them in the editor