Abstract
The successful design of practical algorithms for solving a class of problems very often depends on the existence of a formal model where algorithmical ideas can be developed, analyzed, and compared. In the case of machine learning, a number of such formal models have been proposed in the past. Some of them have been successful in generating elegant mathematical results but, on the other hand, they have had a rather limited impact on the practical side. In this paper, we suggest that the on-line prediction model is a good source of interesting algorithmic ideas with a great potential for new applications. To this end, we will describe a simple algorithm based on “multiplicative weights,” we will analyze this algorithm within the on-line prediction model, and finally we will show some of its variants and applications.
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Cesa-Bianchi, N., Panizza, S. (1997). Recent Results In On-line Prediction and Boosting. In: Marinaro, M., Tagliaferri, R. (eds) Neural Nets WIRN VIETRI-96. Perspectives in Neural Computing. Springer, London. https://doi.org/10.1007/978-1-4471-0951-8_3
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DOI: https://doi.org/10.1007/978-1-4471-0951-8_3
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