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Prediction with advice of unknown number of experts

  • Alexey Chernov
    ,
  • Vladimir Vovk
Research Output: Other contribution Other contribution Peer-review

Open access

Abstract

In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of experts. In contrast to the NormalHedge bound, which mainly depends on the effective number of experts and also weakly depends on the nominal one, we obtain a bound that does not contain the nominal number of experts at all. We use the defensive forecasting method and introduce an application of defensive forecasting to multivalued supermartingales.

Publication Information

Output type

Research Output: Other contribution Other contribution Peer-review

Original language

English

Publication milestones

  • Published - 01/01/2010

Publication status

Published - 01/01/2010

External Publication IDs

  • handle.net: 10547/279177

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