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ALT
2006
Springer
14 years 2 months ago
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 par...
Chamy Allenberg, Peter Auer, László ...
ALT
2009
Springer
14 years 3 months ago
The Follow Perturbed Leader Algorithm Protected from Unbounded One-Step Losses
In this paper the sequential prediction problem with expert advice is considered for the case when the losses of experts suffered at each step can be unbounded. We present some mo...
Vladimir V. V'yugin