Prediction with Expert Advice under Discounted Loss

Alexey Chernov, Fedor Zhdanov

    Research output: Chapter in Book/Report/Conference proceedingConference contribution with ISSN or ISBN

    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.
    LanguageEnglish
    Title of host publication21st International Conference, ALT 2010
    Place of PublicationBerlin
    Pages255-269
    Number of pages15
    Volume6331
    DOIs
    StatePublished - 31 Dec 2010
    Event21st International Conference, ALT 2010 - Canberra, Australia, October 6-8, 2010
    Duration: 31 Dec 2010 → …

    Publication series

    NameLecture Notes in Computer Science

    Conference

    Conference21st International Conference, ALT 2010
    Period31/12/10 → …

    Bibliographical note

    © Springer-Verlag Berlin Heidelberg 2010

    Cite this

    Chernov, A., & Zhdanov, F. (2010). Prediction with Expert Advice under Discounted Loss. In 21st International Conference, ALT 2010 (Vol. 6331, pp. 255-269). (Lecture Notes in Computer Science). Berlin. DOI: 10.1007/978-3-642-16108-7_22
    Chernov, Alexey ; Zhdanov, Fedor. / Prediction with Expert Advice under Discounted Loss. 21st International Conference, ALT 2010. Vol. 6331 Berlin, 2010. pp. 255-269 (Lecture Notes in Computer Science).
    @inproceedings{f5e0227001e648c0a3eb12c381bba454,
    title = "Prediction with Expert Advice under Discounted Loss",
    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.",
    author = "Alexey Chernov and Fedor Zhdanov",
    note = "\{circledC} Springer-Verlag Berlin Heidelberg 2010",
    year = "2010",
    month = "12",
    day = "31",
    doi = "10.1007/978-3-642-16108-7_22",
    language = "English",
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    series = "Lecture Notes in Computer Science",
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    }

    Chernov, A & Zhdanov, F 2010, Prediction with Expert Advice under Discounted Loss. in 21st International Conference, ALT 2010. vol. 6331, Lecture Notes in Computer Science, Berlin, pp. 255-269, 21st International Conference, ALT 2010, 31/12/10. DOI: 10.1007/978-3-642-16108-7_22

    Prediction with Expert Advice under Discounted Loss. / Chernov, Alexey; Zhdanov, Fedor.

    21st International Conference, ALT 2010. Vol. 6331 Berlin, 2010. p. 255-269 (Lecture Notes in Computer Science).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution with ISSN or ISBN

    TY - GEN

    T1 - Prediction with Expert Advice under Discounted Loss

    AU - Chernov,Alexey

    AU - Zhdanov,Fedor

    N1 - © Springer-Verlag Berlin Heidelberg 2010

    PY - 2010/12/31

    Y1 - 2010/12/31

    N2 - 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.

    AB - 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.

    U2 - 10.1007/978-3-642-16108-7_22

    DO - 10.1007/978-3-642-16108-7_22

    M3 - Conference contribution with ISSN or ISBN

    VL - 6331

    T3 - Lecture Notes in Computer Science

    SP - 255

    EP - 269

    BT - 21st International Conference, ALT 2010

    CY - Berlin

    ER -

    Chernov A, Zhdanov F. Prediction with Expert Advice under Discounted Loss. In 21st International Conference, ALT 2010. Vol. 6331. Berlin. 2010. p. 255-269. (Lecture Notes in Computer Science). Available from, DOI: 10.1007/978-3-642-16108-7_22