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Optimal Online Prediction in Adversarial Environments

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Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 6331))

Abstract

In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.

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References

  1. Abernethy, J., Agarwal, A., Bartlett, P.L., Rakhlin, A.: A stochastic view of optimal regret through minimax duality. arXiv:0903.5328v1 [cs.LG] (2009)

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© 2010 Springer-Verlag Berlin Heidelberg

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Bartlett, P.L. (2010). Optimal Online Prediction in Adversarial Environments. In: Hutter, M., Stephan, F., Vovk, V., Zeugmann, T. (eds) Algorithmic Learning Theory. ALT 2010. Lecture Notes in Computer Science(), vol 6331. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-16108-7_6

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  • DOI: https://doi.org/10.1007/978-3-642-16108-7_6

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-16107-0

  • Online ISBN: 978-3-642-16108-7

  • eBook Packages: Computer ScienceComputer Science (R0)

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