Prediction with Advice of Unknown Number of Experts
Abstract
In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of experts. In contrast to the Normal- Hedge bound, which mainly depends on the effective number of experts but also weakly depends on the nominal one, we obtain a bound that does not contain the nominal number of experts at all. We use the defensive forecasting method and introduce an application of defensive forecasting to multivalued supermartingales.
Cite
Text
Chernov and Vovk. "Prediction with Advice of Unknown Number of Experts." Conference on Uncertainty in Artificial Intelligence, 2010.Markdown
[Chernov and Vovk. "Prediction with Advice of Unknown Number of Experts." Conference on Uncertainty in Artificial Intelligence, 2010.](https://mlanthology.org/uai/2010/chernov2010uai-prediction/)BibTeX
@inproceedings{chernov2010uai-prediction,
title = {{Prediction with Advice of Unknown Number of Experts}},
author = {Chernov, Alexey V. and Vovk, Vladimir},
booktitle = {Conference on Uncertainty in Artificial Intelligence},
year = {2010},
pages = {117-125},
url = {https://mlanthology.org/uai/2010/chernov2010uai-prediction/}
}