12 search results - page 1 / 3 » Lower bounds on individual sequence regret |
COLT
2010
Springer
13 years 2 months ago
2010
Springer
We analyze the regret, measured in terms of log loss, of the maximum likelihood (ML) sequential prediction strategy. This "follow the leader" strategy also defines one o...
IEICET
2006
13 years 4 months ago
2006
This paper investigates some relations among four complexities of sequence over countably infinite alphabet, and shows that two kinds of empirical entropies and the self-entropy r...
TSP
2008
13 years 4 months ago
2008
We consider sequential regression of individual sequences under the square error loss. Using a competitive algorithm framework, we construct a sequential algorithm that can achieve...
COLT
2004
Springer
13 years 8 months ago
2004
Springer
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...
COLT
2010
Springer
13 years 2 months ago
2010
Springer
In standard online learning, the goal of the learner is to maintain an average loss that is "not too big" compared to the loss of the best-performing function in a fixed...