Adaptive Online Prediction by Following the Perturbed Leader
dc.contributor.author | Hutter, Marcus | |
dc.contributor.author | Poland, Jan | |
dc.date.accessioned | 2015-12-10T22:41:19Z | |
dc.date.issued | 2005 | |
dc.date.updated | 2016-02-24T11:44:54Z | |
dc.description.abstract | When applying aggregating strategies to Prediction with Expert Advice (PEA), the learning rate must be adaptively tuned. The natural choice of √complexity/current loss renders the analysis of Weighted Majority (WM) derivatives quite complicated. In part | |
dc.identifier.issn | 1532-4435 | |
dc.identifier.uri | http://hdl.handle.net/1885/57847 | |
dc.publisher | MIT Press | |
dc.rights | Copyright Information: © 2005 Marcus Hutter and Jan Poland. http://www.sherpa.ac.uk/romeo/issn/1532-4435/..."Publisher's version/PDF may be used. On open access repositories" from SHERPA/RoMEO site (as at 1/09/15). | |
dc.source | Journal of Machine Learning Research | |
dc.source.uri | http://jmlr.csail.mit.edu/papers/volume6/hutter05a/hutter05a.pdf | |
dc.subject | Keywords: Algorithms; Boundary value problems; Expert systems; Hierarchical systems; Learning systems; Online systems; Perturbation techniques; Probability; Adaptive adversary; Adaptive learning rate; Expected and high probability bounds; Follow the perturbed leade Adaptive adversary; Adaptive learning rate; Expected and high probability bounds; Follow the perturbed leader; General alphabet and loss; General weights; Hierarchy of experts; Online sequential prediction; Prediction with expert advice | |
dc.title | Adaptive Online Prediction by Following the Perturbed Leader | |
dc.type | Journal article | |
dcterms.accessRights | Open Access | |
local.bibliographicCitation.issue | April | |
local.bibliographicCitation.lastpage | 660 | |
local.bibliographicCitation.startpage | 639 | |
local.contributor.affiliation | Hutter, Marcus, College of Engineering and Computer Science, ANU | |
local.contributor.affiliation | Poland, Jan, IDSIA-Istituto Dalle Molle di Studi sull Intelligenza Artificiale | |
local.contributor.authoremail | u4350841@anu.edu.au | |
local.contributor.authoruid | Hutter, Marcus, u4350841 | |
local.description.notes | Imported from ARIES | |
local.identifier.absfor | 080109 - Pattern Recognition and Data Mining | |
local.identifier.ariespublication | u8803936xPUB417 | |
local.identifier.citationvolume | 6 | |
local.identifier.scopusID | 2-s2.0-21844465698 | |
local.identifier.uidSubmittedBy | u8803936 | |
local.type.status | Published Version |
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