Sciweavers

263 search results - page 7 / 53
» Regret Bounds for Prediction Problems
Sort
View
COLT
2010
Springer
13 years 6 months ago
Following the Flattened Leader
We analyze the regret, measured in terms of log loss, of the maximum likelihood (ML) sequential prediction strategy. This "follow the leader" strategy also defines one o...
Wojciech Kotlowski, Peter Grünwald, Steven de...
CORR
2011
Springer
202views Education» more  CORR 2011»
13 years 3 months ago
Online Least Squares Estimation with Self-Normalized Processes: An Application to Bandit Problems
The analysis of online least squares estimation is at the heart of many stochastic sequential decision-making problems. We employ tools from the self-normalized processes to provi...
Yasin Abbasi-Yadkori, Dávid Pál, Csa...
CORR
2010
Springer
49views Education» more  CORR 2010»
13 years 8 months ago
Distributed Algorithms for Learning and Cognitive Medium Access with Logarithmic Regret
The problem of distributed learning and channel access is considered in a cognitive network with multiple secondary users. The availability statistics of the channels are initially...
Animashree Anandkumar, Nithin Michael, Ao Kevin Ta...
ICML
2009
IEEE
14 years 9 months ago
Efficient learning algorithms for changing environments
We study online learning in an oblivious changing environment. The standard measure of regret bounds the difference between the cost of the online learner and the best decision in...
Elad Hazan, C. Seshadhri
SIGECOM
2010
ACM
149views ECommerce» more  SIGECOM 2010»
14 years 1 months ago
A new understanding of prediction markets via no-regret learning
We explore the striking mathematical connections that exist between market scoring rules, cost function based prediction markets, and no-regret learning. We first show that any c...
Yiling Chen, Jennifer Wortman Vaughan