Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring

In this paper the sequential prediction problem with expert advice is considered when the loss is unbounded under partial monitoring scenarios. We deal with a wide class of the partial monitoring problems: the combination of the label efficient and multi-armed bandit problem, that is, where the algorithm is only informed about the performance

• Type: Conference
• Year: 2006
• Where: ALT
• Authors: Chamy Allenberg, Peter Auer, László Györfi, György Ottucsák
• Keywords: ALT 2006, Machine Learning, Partial Monitoring, Partial Monitoring Scenarios, Sequential Prediction Problem