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International Conference on Algorithmic Learning Theory

ALT 2010: Algorithmic Learning Theory pp 255–269Cite as

Prediction with Expert Advice under Discounted Loss

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Part of the book series: Lecture Notes in Computer Science ((LNAI,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.

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Author information

Authors and Affiliations

  1. Computer Learning Research Centre and Department of Computer Science, Royal Holloway, University of London, Egham, Surrey, TW20 0EX, UK

    Alexey Chernov & Fedor Zhdanov

Authors
  1. Alexey Chernov
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  2. Fedor Zhdanov
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Editor information

Editors and Affiliations

  1. Research School of Information Sciences and Engineering, Australian National University and NICTA, 0200, Canberra, ACT, Australia

    Marcus Hutter

  2. Department of Mathematics, National University of Singapore, Block S17, 10 Lower Kent Ridge Road, 119076, Singapore, Republic of Singapore

    Frank Stephan

  3. Department of Computer Science, University of London, Royal Holloway, TW20 0EX, Egham, Surrey, UK

    Vladimir Vovk

  4. Division of Computer Science, Hokkaido University, , ,, N-14, W-9, Sapporo, 060-0814, Japan

    Thomas Zeugmann

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© 2010 Springer-Verlag Berlin Heidelberg

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Cite this paper

Chernov, A., Zhdanov, F. (2010). Prediction with Expert Advice under Discounted Loss. In: Hutter, M., Stephan, F., Vovk, V., Zeugmann, T. (eds) Algorithmic Learning Theory. ALT 2010. Lecture Notes in Computer Science(), vol 6331. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-16108-7_22

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  • DOI: https://doi.org/10.1007/978-3-642-16108-7_22

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-16107-0

  • Online ISBN: 978-3-642-16108-7

  • eBook Packages: Computer ScienceComputer Science (R0)

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