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2006
Springer

Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring

8 years 10 months ago
Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring
In this paper the sequential prediction problem with expert advice is considered when the loss is unbounded under partial monitoring scenarios. We deal with a wide class of the partial monitoring problems: the combination of the label efficient and multi-armed bandit problem, that is, where the algorithm is only informed about the performance
Chamy Allenberg, Peter Auer, László
Added 20 Aug 2010
Updated 20 Aug 2010
Type Conference
Year 2006
Where ALT
Authors Chamy Allenberg, Peter Auer, László Györfi, György Ottucsák
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