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oaioai:pure.atira.dk:publications/f5e02270-01e6-48c0-a3eb-12c381bba454

Prediction with Expert Advice under Discounted Loss

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Publication date
31 December 2010
Publisher
Springer
Doi

    Abstract

    We study prediction with expert advice in the setting where the losses are accumulated with some discounting and the impact of old losses can gradually vanish. We generalize the Aggregating Algorithm and the Aggregating Algorithm for Regression, propose a new variant of exponentially weighted average algorithm, and prove bounds on the cumulative discounted loss

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    Last time updated on 14/03/2019

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