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Prediction with Expert Advice under Discounted Loss

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Algorithmic Learning Theory (ALT 2010)

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

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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.

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Chernov, A., Zhdanov, F. (2010). Prediction with Expert Advice under Discounted Loss. 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_22

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  • DOI: https://doi.org/10.1007/978-3-642-16108-7_22

  • 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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