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Prediction with Expert Advice by Following the Perturbed Leader for General Weights

ALGORITHMIC LEARNING THEORY, PROCEEDINGS, (2004): 279-293

Cited by: 32|Views89
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Abstract

When applying aggregating strategies to Prediction with Expert Advice, the learning rate must be adaptively tuned. The natural choice of rootcomplexity/current loss renders the analysis of Weighted Majority derivatives quite complicated. In particular, for arbitrary weights there have been no results proven so far. The analysis of the alt...More

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