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COLT
2004
Springer
13 years 9 months ago
Minimizing Regret with Label Efficient Prediction
We investigate label efficient prediction, a variant, proposed by Helmbold and Panizza, of the problem of prediction with expert advice. In this variant, the forecaster, after gues...
Nicolò Cesa-Bianchi, Gábor Lugosi, G...
COLT
2008
Springer
13 years 7 months ago
Extracting Certainty from Uncertainty: Regret Bounded by Variation in Costs
Prediction from expert advice is a fundamental problem in machine learning. A major pillar of the field is the existence of learning algorithms whose average loss approaches that ...
Elad Hazan, Satyen Kale
IDEAL
2000
Springer
13 years 9 months ago
Combining Ordinal Financial Predictions with Genetic Programming
Abstract. Ordinal data play an important part in financial forecasting. For example, advice from expert sources may take the form of "bullish", "bearish" or &qu...
Edward P. K. Tsang, Jin Li
CORR
2011
Springer
136views Education» more  CORR 2011»
12 years 9 months ago
Eliciting Forecasts from Self-interested Experts: Scoring Rules for Decision Makers
Scoring rules for eliciting expert predictions of random variables are usually developed assuming that experts derive utility only from the quality of their predictions (e.g., sco...
Craig Boutilier
ALT
2009
Springer
13 years 10 months ago
The Follow Perturbed Leader Algorithm Protected from Unbounded One-Step Losses
In this paper the sequential prediction problem with expert advice is considered for the case when the losses of experts suffered at each step can be unbounded. We present some mo...
Vladimir V. V'yugin