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.
|Name||Lecture Notes in Computer Science|
|Conference||21st International Conference, ALT 2010|
|Period||31/12/10 → …|
© Springer-Verlag Berlin Heidelberg 2010