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 lossCitation
Chernov, A. and Zhdanov. F. (2010) ' Prediction with Expert Advice under Discounted Loss' in Algorithmic Learning Theory, proceeding of the 21st International Conference, ALT 2010, vol. 6331: 255-269Publisher
SpringerJournal
Algorithmic Learning TheoryAdditional Links
http://link.springer.com/chapter/10.1007%2F978-3-642-16108-7_22Type
Conference papers, meetings and proceedingsLanguage
enISSN
0302-9743ISBN
978-3-642-16107-0ae974a485f413a2113503eed53cd6c53
10.1007/978-3-642-16108-7_22