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...
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 ...
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...
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...
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...