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Prediction with Expert Advice under Discounted Loss

  • Alexey Chernov
  • Fedor Zhdanov
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6331)

Abstract

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.

Keywords

Loss Function Reproduce Kernel Hilbert Space Expert Advice Convex Game Substitution Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • Alexey Chernov
    • 1
  • Fedor Zhdanov
    • 1
  1. 1.Computer Learning Research Centre and Department of Computer ScienceRoyal Holloway, University of LondonEgham, SurreyUK

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