ML Anthology

Prediction with Expert Advice for the Brier Game

Vladimir Vovk, Fedor Zhdanov
ICML 2008 pp. 1104-1111
doi:10.1145/1390156.1390295 /icml/2008/vovk2008icml-prediction/

Abstract

We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical performance guarantee turns out to be rather tight on these data sets, especially in the case of the more extensive tennis data.

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Cite

Text

Vovk and Zhdanov. "Prediction with Expert Advice for the Brier Game." International Conference on Machine Learning, 2008. doi:10.1145/1390156.1390295

Markdown

[Vovk and Zhdanov. "Prediction with Expert Advice for the Brier Game." International Conference on Machine Learning, 2008.](https://mlanthology.org/icml/2008/vovk2008icml-prediction/) doi:10.1145/1390156.1390295

BibTeX

@inproceedings{vovk2008icml-prediction,
  title     = {{Prediction with Expert Advice for the Brier Game}},
  author    = {Vovk, Vladimir and Zhdanov, Fedor},
  booktitle = {International Conference on Machine Learning},
  year      = {2008},
  pages     = {1104-1111},
  doi       = {10.1145/1390156.1390295},
  url       = {https://mlanthology.org/icml/2008/vovk2008icml-prediction/}
}