Prediction with expert advice under discounted loss
| dc.contributor.author | Chernov, Alexey | en_GB |
| dc.contributor.author | Zhdanov, Fedor | en_GB |
| dc.date.accessioned | 2013-04-07T16:47:36Z | |
| dc.date.available | 2013-04-07T16:47:36Z | |
| dc.date.issued | 2010 | |
| dc.identifier.citation | 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: 255-269 | en_GB |
| dc.identifier.isbn | 978-3-642-16107-0 | |
| dc.identifier.issn | 0302-9743 | |
| dc.identifier.doi | 10.1007/978-3-642-16108-7_22 | |
| dc.identifier.uri | http://hdl.handle.net/10547/279179 | |
| dc.description.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 | |
| dc.language.iso | en | en |
| dc.publisher | Springer | en_GB |
| dc.relation.url | http://link.springer.com/chapter/10.1007%2F978-3-642-16108-7_22 | en_GB |
| dc.title | Prediction with expert advice under discounted loss | en |
| dc.type | Conference papers, meetings and proceedings | en |
| dc.identifier.journal | Algorithmic Learning Theory | en_GB |
| html.description.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 |