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

Date

2004

Authors

Hutter, Marcus
Poland, Jan

Journal Title

Journal ISSN

Volume Title

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

Description

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

Citation

URI

http://hdl.handle.net/1885/58022

Collections

ANU Research Publications

Source

Algorithmic Learning Theory: 15th International Conference, ALT 2004, Pedova, Italy, October 2004, Proceedings

Type

Conference paper

Book Title

Entity type

Access Statement

License Rights

DOI

Restricted until

2037-12-31

Downloads

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Description
01_Hutter_Prediction_with_Expert_Advice_2004.pdf (224.41 KB)

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