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Prediction with Expert Advice by Following the Perturbed Leader for General Weights

Hutter, Marcus; Poland, Jan

Description

When applying aggregating strategies to Prediction with Expert Advice, the learning rate must be adaptively tuned. The natural choice of √complexity/current loss renders the analysis of Weighted Majority derivatives quite complicated. In particular, for

CollectionsANU Research Publications
Date published: 2004
Type: Conference paper
URI: http://hdl.handle.net/1885/58022
Source: Algorithmic Learning Theory: 15th International Conference, ALT 2004, Pedova, Italy, October 2004, Proceedings

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