Online Algorithm for Aggregating Experts' Predictions with Unbounded Quadratic Loss
Machine Learning
2025-01-14 v1
Abstract
We consider the problem of online aggregation of expert predictions with the quadratic loss function. We propose an algorithm for aggregating expert predictions which does not require a prior knowledge of the upper bound on the losses. The algorithm is based on the exponential reweighing of expert losses.
Cite
@article{arxiv.2501.06505,
title = {Online Algorithm for Aggregating Experts' Predictions with Unbounded Quadratic Loss},
author = {Alexander Korotin and Vladimir V'yugin and Evgeny Burnaev},
journal= {arXiv preprint arXiv:2501.06505},
year = {2025}
}