2 resultados para corrective feedback

em Duke University


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People are always at risk of making errors when they attempt to retrieve information from memory. An important question is how to create the optimal learning conditions so that, over time, the correct information is learned and the number of mistakes declines. Feedback is a powerful tool, both for reinforcing new learning and correcting memory errors. In 5 experiments, I sought to understand the best procedures for administering feedback during learning. First, I evaluated the popular recommendation that feedback is most effective when given immediately, and I showed that this recommendation does not always hold when correcting errors made with educational materials in the classroom. Second, I asked whether immediate feedback is more effective in a particular case—when correcting false memories, or strongly-held errors that may be difficult to notice even when the learner is confronted with the feedback message. Third, I examined whether varying levels of learner motivation might help to explain cross-experimental variability in feedback timing effects: Are unmotivated learners less likely to benefit from corrective feedback, especially when it is administered at a delay? Overall, the results revealed that there is no best “one-size-fits-all” recommendation for administering feedback; the optimal procedure depends on various characteristics of learners and their errors. As a package, the data are consistent with the spacing hypothesis of feedback timing, although this theoretical account does not successfully explain all of the data in the larger literature.

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This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.