Prediction with Expert Advice by Following the Perturbed Leader for General Weights
Date
2004
Authors
Hutter, Marcus
Poland, Jan
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Publisher
Springer
Abstract
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
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Keywords
Keywords: Computational complexity; Decision theory; Expert systems; Forecasting; Learning systems; Perturbation techniques; Polynomials; Problem solving; Set theory; Theorem proving; Adaptive learning rate; Prediction with expert advice (PEA); Random variables; Ra
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Algorithmic Learning Theory: 15th International Conference, ALT 2004, Pedova, Italy, October 2004, Proceedings
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Conference paper
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2037-12-31
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