Prediction with Advice of Unknown Number of Experts
Machine Learning
2015-03-17 v1
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.
Keywords
Cite
@article{arxiv.1006.0475,
title = {Prediction with Advice of Unknown Number of Experts},
author = {Alexey Chernov and Vladimir Vovk},
journal= {arXiv preprint arXiv:1006.0475},
year = {2015}
}
Comments
22 pages; draft version