15 search results - page 1 / 3 » Defensive forecasting for optimal prediction with expert adv... |
CORR
2007
Springer
13 years 10 months ago
2007
Springer
CORR
2010
Springer
13 years 10 months ago
2010
Springer
In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of ex...
ALT
2005
Springer
14 years 7 months ago
2005
Springer
This paper shows how universal learning can be achieved with expert advice. To this aim, we specify an experts algorithm with the following characteristics: (a) it uses only feedba...
CORR
2007
Springer
13 years 10 months ago
2007
Springer
We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict...
CORR
2011
Springer
13 years 5 months ago
2011
Springer
Forecasting sequences by expert ensembles generally assumes stationary or near-stationary processes; however, in complex systems and many real-world applications, we are frequentl...