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Prediction with expert advice under discounted loss

  • Alexey Chernov
    ,
  • Fedor Zhdanov
Research Output:
Chapter in Book/Report/Conference proceeding
Conference contribution
 Peer-review

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

Publication Information

Output type

Research Output:
Chapter in Book/Report/Conference proceeding
Conference contribution
 Peer-review

Original language

English

Publication milestones

  • Published - 01/01/2010

Publication status

Published - 01/01/2010

Publisher

Springer, Japan, India, Australia, Germany, United States, United Arab Emirates, Austria, Switzerland, Italy, China, United Kingdom, Netherlands, Brazil, France, Singapore

ISBN (Print)

9783642161070

ISBN (Electronic)

9783642161070

Publication IDs

  • handle.net: 10547/279179
  • Scopus: 78249273922

Host publication title

Algorithmic Learning Theory

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