Prediction with Advice of Unknown Number of Experts
Machine Learning
2014-08-12 v1 Machine Learning
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 Normal- Hedge bound, which mainly depends on the effective number of experts but 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.1408.2040,
title = {Prediction with Advice of Unknown Number of Experts},
author = {Alexey Chernov and Vladimir Vovk},
journal= {arXiv preprint arXiv:1408.2040},
year = {2014}
}
Comments
Appears in Proceedings of the Twenty-Sixth Conference on Uncertainty in Artificial Intelligence (UAI2010)