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 par...
The paper studies machine learning problems where each example is described using a set of Boolean features and where hypotheses are represented by linear threshold elements. One ...
We study on-line play of repeated matrix games in which the observations of past actions of the other player and the obtained reward are partial and stochastic. We define the Part...
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...