We analyse matching pursuit for kernel principal components analysis (KPCA) by proving that the sparse subspace it produces is a sample compression scheme. We show that this bound...
Generalization bounds depending on the margin of a classifier are a relatively recent development. They provide an explanation of the performance of state-of-the-art learning syste...
Ensuring sufficient liquidity is one of the key challenges for designers of prediction markets. Various market making algorithms have been proposed in the literature and deployed ...
We consider online learning where the target concept can change over time. Previous work on expert prediction algorithms has bounded the worst-case performance on any subsequence ...
In this paper, we examine on-line learning problems in which the target concept is allowed to change over time. In each trial a master algorithm receives predictions from a large ...